{"591083":{"#nid":"591083","#data":{"type":"event","title":"DOS Seminar - Rahul Mazumder","body":[{"value":"\u003Cp\u003ETITLE:\u0026nbsp; Understanding Best Subset Selection\u003C\/p\u003E\r\n\r\n\u003Cp\u003EABSTRACT:\u003C\/p\u003E\r\n\r\n\u003Cp\u003ESparsity plays a key role in linear statistical modeling and beyond. In this talk I will discuss the best subset selection problem, a central problem in statistics, wherein the task is to select a set of k relevant features from among p variables, given n samples. I will discuss recent computational techniques relying on integer optimization and first order optimization methods, that enable us to obtain high-quality, near-optimal solutions for best-subsets regression, for sizes well beyond what was considered possible.\u0026nbsp; This sheds interesting new insights into the statistical behavior of subset selection problems vis-a-vis popular, computationally friendlier methods like L1 regularization -- thereby motivating the design of new statistical estimators with better statistical and computational properties.\u0026nbsp; If time permits, I will also discuss another closely related, extremely effective, but relatively less understood sparse regularization scheme: the forward stage-wise regression (aka Boosting) in linear models.\u003C\/p\u003E\r\n","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":"","field_summary_sentence":[{"value":"DOS Seminar - Rahul Mazumder"}],"uid":"34470","created_gmt":"2017-04-28 16:22:52","changed_gmt":"2017-04-28 22:33:49","author":"phand3","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2017-05-01T12:00:00-04:00","event_time_end":"2017-05-01T13:00:00-04:00","event_time_end_last":"2017-05-01T13:00:00-04:00","gmt_time_start":"2017-05-01 16:00:00","gmt_time_end":"2017-05-01 17:00:00","gmt_time_end_last":"2017-05-01 17:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[],"invited_audience":[{"id":"78761","name":"Faculty\/Staff"},{"id":"78771","name":"Public"},{"id":"78751","name":"Undergraduate students"}],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}}}