Modern approach for dimension reduction

Lecturer: A. CĂ©lisse

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