26 juin 2017: 1 événement

séminaire

• Séminaires du Pôle 2 : "Optimisation combinatoire, algorithmique"

  Lundi 26 juin 14:00-15:00 - Stéphane Canu - LITIS - INSA de Rouen

  Séminaire de Stéphane Canu - Variable selection and outlier detection as a MIP

  Résumé : Title : Variable selection and outlier detection as a MIP
  Abstract : Dimension reduction or feature selection is an effective strategy to handle contaminated data and to deal with high dimensionality while providing better prediction. To deal with outlier proneness and spurious variables, we propose a method performing the outright rejection of discordant observations together with the selection of relevant variables. To solve this problem, it is recasted as a mixed integer program which allows the use of efficient commercial solver. Also we propose an alternate projected gradient algorithm (proximal) so get a nice appoximated solution.

  Lieu : A304

  Notes de dernières minutes : Séminaire commun Pole 2 / Pole 3
  En savoir plus : Séminaires du Pôle 2 : "Optimisation combinatoire, algorithmique"