Thursday, September 20, 2018 4pm to 5pm
About this Event
1 University Blvd., St. Louis, Mo. 63121-4400
http://www.cs.umsl.edu/index_items/colloquia.htmlTitle: "Classification in Machine Learning and Hypothesis Testing in Statistics"
Speaker: Prof. Haiyan Cai, Associate Professor
Abstract: Robust classification algorithms (random forests, support vector machines, deep neural networks, for example) have been developed in recent years with great success. To take advantage of this development , we recast the classical two-sample test problem in the framework of a classification problem. Based on the estimates of class probabilities from a classifier trained from the samples, we propose a new method for the two-sample test. We explain why such a test can be a powerful test and compare its performance in terms of power and efficiency with those of some other recently proposed tests with some simulation and real-life data. Our method is nonparametric and can be applied to complex and high dimensional data whenever there is a good classifier that provides uniformly consistent estimate of class probabilities for such data. The talk will start with a general introduction of the classification problem in machine learning and the basic concepts and current methods in hypothesis testing in statistics. The talk will be accessible to both mathematics and computer science students.
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