Statistical Seminar: Every Monday at 2:00 pm.
Time: 2:00 pm – 3:15 pm
Date: 19 of September 2022
Place: Zoom

Kaizheng Wang (Columbia University) “Adaptive and Robust Multi-task Learning ”

Abstract: In this talk, we study the multi-task learning problem that aims to simultaneously analyze multiple datasets collected from different sources and learn one model for each of them. We propose a family of adaptive methods that automatically utilize possible similarities among those tasks while carefully handling their differences. We derive sharp statistical guarantees for the methods and prove their robustness against outlier tasks. Numerical experiments on synthetic and real datasets demonstrate the efficacy of our new methods.

Organizers:
Cristina BUTUCEA (CREST), Alexandre TSYBAKOV (CREST), Karim LOUNICI (CMAP) , Jaouad MOURTADA (CREST)
Sponsors:
CREST-CMAP