On March 21, Associate Professor Wu Liang of Southwestern University of Finance and Economics was invited by our institute to conduct academic exchanges in 22515 of our institute and gave a special report entitled "Machine learning theory based on stochastic optimization".
In this report, Associate Professor Wu Liang first introduced some basic problems in machine learning theory based on random algorithms, mainly including generalization error and its decomposition, and further introduced the generalization error theory based on random coordinate descent algorithm (RCD). Associate Professor Wu Liang used the stability of RCD algorithm for the first time to analyze the generalization error nature of RCD algorithm, which obtained the optimal number of iteration steps by weighing estimation and optimization, and then applied the theory to practice, and illustrated the advantages of RCD algorithm in stability through experiments.
Finally, Associate Professor Wu Liang had an in-depth discussion and exchange with the teachers and students present, and shared his unique insights on academic research. This report not only deepened the scientific understanding of machine learning theory among teachers and students of our school, improved the academic literacy of teachers and students, but also stimulated everyone's enthusiasm for scientific research.
About the Speaker:
Wu Liang: Ph.D. graduated from Wuhan Institute of Physics and Mathematics, Chinese Academy of Sciences, and is currently an associate professor and doctoral supervisor of the School of Statistics and Statistical Research Center of Southwestern University of Finance and Economics, and the deputy secretary-general of the Sichuan Field Statistics Society. His research interests include system complexity measurement, machine learning theory and methods, stochastic process statistics, and financial big data analysis. It has been included in AAAI, IJCAI, Pattern Recognition, Fractals, Journal of Computational and Applied MathematicsActa Mathematica Scientia, Reliability Engineering & System Safety, Physica A, Applied He has published more than 20 papers in conferences and journals including Economics. He presided over the Youth Project of the National Natural Science Foundation of China and the Natural Science Foundation of Sichuan Province.
