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DTSTART;TZID=Europe/Helsinki:20230405T094500
DTEND;TZID=Europe/Helsinki:20230405T110000
DTSTAMP:20260711T084154
CREATED:20230329T121112Z
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SUMMARY:Claire BOYER (Sorbonne Université) - "Is interpolation benign for random forest regression ?"
DESCRIPTION:Statistical Seminar: \nTime: 09:45 am – 11:00 am\nDate: 5th of April 2023\nPlace: Room 3001 + ZOOM \n  \nClaire BOYER (Sorbonne Université) – “Is interpolation benign for random forest regression ?” \n  \nhttps://zoom.us/j/94418482642?pwd=WGxBcnh2bE5MMEhENTVYQm9sR1NyZz09  \n  \nAbstract: \nStatistical wisdom suggests that very complex models\, interpolating training data\, will be poor at predicting unseen examples.Yet\, this aphorism has been recently challenged by the identification of benign overfitting regimes\, specially studied in the case of parametric models: generalization capabilities may be preserved despite model high complexity.While it is widely known that fully-grown decision trees interpolate and\, in turn\, have bad predictive performances\, the same behavior is yet to be analyzed for Random Forests (RF).In this paper\, we study the trade-off between interpolation and consistency for several types of RF algorithms. Theoretically\, we prove that interpolation regimes and consistency cannot be achieved simultaneously for several non-adaptive RF. Since adaptivity seems to be the cornerstone to bring together interpolation and consistency\, we study interpolating Median RF which are proved to be consistent in the interpolating regime. This is the first result conciliating interpolation and consistency for RF\, highlighting that the averaging effect introduced by feature randomization is a key mechanism\, sufficient to ensure the consistency in the interpolation regime and beyond. Numerical experiments show that Breiman’s RF are consistent while exactly interpolating\, when no bootstrap step is involved. We theoretically control the size of the interpolation area\, which converges fast enough to zero\, giving a necessary condition for exact interpolation and consistency to occur in conjunction. \n  \n  \nOrganizers:\nCristina BUTUCEA (CREST)\, Alexandre TSYBAKOV (CREST)\, Karim LOUNICI (CMAP) \, Jaouad MOURTADA (CREST)\nSponsors:\nCREST-CMAP \n
URL:https://crest.science/event/claire-boyer-sorbonne-universite-is-interpolation-benign-for-random-forest-regression/
CATEGORIES:Statistics
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DTSTART;TZID=Europe/Helsinki:20230405T121500
DTEND;TZID=Europe/Helsinki:20230405T133000
DTSTAMP:20260711T084154
CREATED:20230328T062820Z
LAST-MODIFIED:20230328T062820Z
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SUMMARY:BLOCH Francis (PSE)  - "Attack and interception in networks" (with B Dutta and K Chatterjee)
DESCRIPTION:Séminaire Microéconomie : Tous les mercredis\n Heure : 12h15 – 13h30 \nDate : 05/04/2023 \nSalle : 3001 \nBLOCH Francis (PSE) – “Attack and interception in networks” (with B Dutta and K Chatterjee) \nCV : This paper studies a game of attack and interception in a network\, where a single attacker chooses a  target and a path\, and each node chooses a level of protection. We show that the Nash equilibrium of the game exists and is unique. We characterize equilibrium attack paths and attack distributions as a function of the underlying network and target values. We show that adding a link or increasing the value of a target may harm the attacker – a comparative statics effect which is reminiscent of Braess’s paradox in transportation economics. Finally\, we contrast the Nash equilibrium with the equilibria of two variations of the model: one where all nodes cooperate in interception and one where nodes update their beliefs and make inspection decisions upon observing the arrival of a suspicious object. \nOrganisateurs : \nJulien COMBE (Pôle d’Economie du CREST) \n​​Yves Le YAOUNQ (Pôle d’Economie du CREST) \n​​Matias NUNEZ (Pôle d’Economie du CREST) \nCommanditaires :\n CREST \n
URL:https://crest.science/event/bloch-francis-pse-attack-and-interception-in-networks-with-b-dutta-and-k-chatterjee/
CATEGORIES:Microeconomics
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