Statistical Seminar: Every Monday at 2:00 pm.
Time: 2:00 pm – 3:15 pm
Date: 8th of November 2021
Place: visio

Lorenzo ROSASCO (Università di Genova & MIT) – “Interpolation and learning with scale dependent kernels”

Abstract: We study the learning properties of nonparametric ridge-less least squares. In particular, we consider the common case of estimators defined by scale dependent (Matern) kernels, and focus on the role scale and smoothness. These estimators interpolate the data and the scale can be shown to control their stability to noise and sampling. 　Larger scales, corresponding to smoother functions, improve stability with respect to sampling. However, smaller scales, corresponding to more complex functions, improve stability to noise. We will discuss to which extent these results can explain the learning curves observed for large overparameterized models. 　Our analysis combines probabilistic results with analytic techniques from interpolation theory.

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