An introduction to mathematical learning theory

Series
SIAM Student Seminar
Time
Friday, March 6, 2009 - 12:30pm for 2 hours
Location
Skiles 269
Speaker
Kai Ni – School of Mathematics, Georgia Tech
Organizer
Linwei Xin
In this talk, I will briefly introduce some basics of mathematical learning theory. Two basic methods named perceptron algorithm and support vector machine will be explained for the separable classification case. Also, the subgaussian random variable and Hoeffding inequality will be mentioned in order to provide the upper bound for the deviation of the empirical risk. If time permits, the Vapnik combinatorics will be involved for shaper bounds of this deviation.