[Ml-stat-talks] Fwd: Reminder: CSML Seminar: Daniela Witten, Tomorrow, March 22, 2016 at 12:30pm-Green Hall, Room 0-S-6

Barbara Engelhardt bee at princeton.edu
Mon Mar 21 12:06:02 EDT 2016

Talk of interest tomorrow.

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Daniela Witten-University of Washington

CSML Seminar

Tuesday, March 22, 2016


Green Hall, Room 0-S-6

**Lunch will be provided**

*Title*: “Flexible and Interpretable Regression Using Convex Penalties”

*Abstract*: We consider the problem of fitting a regression model that is
both flexible and interpretable. We propose two procedures for this task:
the Fused Lasso Additive Model (FLAM), which is an additive model of
piecewise constant fits; and Convex Regression with Interpretable Sharp
Partitions (CRISP), which extends FLAM to allow for non-additivity.
Both FLAM and CRISP are the solutions to convex optimization problems that
can be efficiently solved. We show that FLAM and CRISP outperform
competitors, such as sparse additive models (Ravikumar et al, 2009), CART
(Breiman et al, 1984), and thin plate splines (Duchon, 1977), in a range of
settings. We propose unbiased estimators for the degrees of freedom
of FLAM and CRISP, which allow us to characterize their complexity.

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