M2MO: Modélisation Aléatoire, Finance et Data Science

Master en statistique, probabilités et finance - Université Paris 7 - Paris Diderot

 
 
 
 
 
 
Courses Group Data Science Modern approach for dimension reduction
 
 

Modern approach for dimension reduction

Lecturer: A. Célisse

Period: Term 3

ECTS: 6

Schedule: 2h lecture + 2h Tutorials per week

Plan:

 

a. PCA and CCA and their non-linear counterparts

b. Basis pursuit and L1-regularization

c. Compressive sensing and Sketching

d. Regularization by projection and low-rank approximations

e. Random Fourrier features

f. Implicit regularization