Tim Sullivan

SFB 1294

Kalman Lecture by Andrew Stuart at SFB1294

Andrew Stuart (Caltech) will give the inaugural Kalman Lecture of SFB 1294 Data Assimilation on the topic of “Large Graph Limits of Learning Algorithms”.

Time and Place. Friday 24 August 2018, 10:15–11:45, University of Potsdam, Campus Golm, Building 27, Lecture Hall 0.01

Abstract. Many problems in machine learning require the classification of high dimensional data. One methodology to approach such problems is to construct a graph whose vertices are identified with data points, with edges weighted according to some measure of affinity between the data points. Algorithms such as spectral clustering, probit classification and the Bayesian level set method can all be applied in this setting. The goal of the talk is to describe these algorithms for classification, and analyze them in the limit of large data sets. Doing so leads to interesting problems in the calculus of variations, in stochastic partial differential equations and in Monte Carlo Markov Chain, all of which will be highlighted in the talk. These limiting problems give insight into the structure of the classification problem, and algorithms for it.

Published on Friday 3 August 2018 at 11:00 UTC #event #sfb1294