
CMDS - Reese Pathak
- When
- Tuesday, November 17, 20264:00 PM – 5:00 PM CSTAdd to calendarGoogle Calendar
- Where
- Blocker BuildingBlocker BuildingOpen in Maps
- Hosted by
- Department of Mathematics
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About
ABSTRACT
Minimizing a loss over a set of data points is ubiquitous in data science. A complete understanding of which loss to minimize, however,
is lacking. This talk focuses on an extremely simple model: estimating an unknown mean corrupted by Gaussian noise. An intuitive
guess is that minimizing square loss (equivalently, maximizing the likelihood) over the parameter space would be the best estimator
possible. Counterintuitively, this is suboptimal in general. Embarrassingly, the reasons for why this occurs are not fully understood! I will
explain some reasons why this can happen, what can be done about it, and some related results around this theme. Based on several
papers, joint with Liviu Aoloritei (UC Berkeley), Cong Ma (U. Chicago), Michael I. Jordan (UC Berkeley/INRIA), Annie Ulichney (UC
Berkeley), and Nikita Zhivotovskiy (UC Berkeley).