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Math4DS直播 | Haoda Fu, Eli Lilly 关于成本约束机器学习模型的最新进展

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Online Seminar on Mathematical Foundations of Data Science (Math for DS) [1]是在线的、每周举办的系列研讨会。研讨会旨在讨论数据科学、机器学习、统计以及优化背后的数学原理,邀请了北美诸多知名学者进行主题演讲。『运筹OR帷幄』和『机器之心』作为合作媒体,将在B站发布往期的回放视频。本期,受邀嘉宾将为我们带来主题为“Our Recent Development on Cost Constraint Machine Learning Models”的演讲。



Online Seminar on  Mathematical Foundations of Data Science(Math4DS)是在线的、每周举办的系列研讨会,其内容涵盖数据科学、机器学习、统计以及优化背后的数学基础。


此外,『运筹OR帷幄』公众号平台会及时预告研讨会的最新消息,敬请关注!


Math for DS 第五十五期线上直播预告

主题:Our Recent Development on Cost Constraint Machine Learning Models

嘉宾:Haoda Fu, Eli Lilly

时间:北京时间9月24日23:00

地点:Zoom,公众号后台回复 Math4DS


主题介绍

Suppose we can only pay $100 to diagnose a disease subtype for selecting best treatments. We can either measure 10 cheap biomarkers or 2 expensive ones. How can we pick the optimal combinations to achieve highest diagnostic accuracy?


 This is a nontrivial problem. For a special case, as each variable costs the same, the total cost constraint will be reduced to an L0 penalty which is the best subset selection problem. Until recently, there is no good solution even for this special case. Traditional algorithms can only solve up to ~35 variables for best subset selections. Thanks to the algorithms breakthrough in the field of optimization research. We have modified and extended a recently developed algorithm to handle our cost constraintproblems with thousands of variables.  


 In this talk, we will talk about the background of this problem, methods development, theoretical results. We will also show you an impressive example on dynamic programming. It will tell a story on how algorithms can make a difference on computing.  I hope that through this talk, you can feel the modern statistics which combined computer science, statistics, and algorithms.


嘉宾介绍

Dr. Haoda Fu is a Research Fellow and an Enterprise Lead for Machine Learning, Artificial Intelligence, and Digital Connected Care from Eli Lilly and Company. Dr. Haoda Fu is a Fellow of ASA (American Statistical Association). He is also an adjunct professor of biostatistics department, Univ. of North Carolina Chapel Hill and Indiana University school of medicine. Dr. Fu received his Ph.D. in statistics from University of Wisconsin - Madison in 2007 and joined Lilly after that. Since he joined Lilly, he is very active in statistics methodology research. He has more than 90 publications in the areas, such as Bayesian adaptive design, survival analysis, recurrent event modeling, personalized medicine, indirect and mixed treatment comparison, joint modeling, Bayesian decision making, and rare events analysis. In recent years, his research area focuses on machine learning and artificial intelligence. His research has been published in various top journals including JASA, JRSS, Biometrika, Biometrics, ACM, IEEE, JAMA, Annals of Internal Medicine etc.. He has been teaching topics of machine learning and AI in large industry conferences including teaching this topic in FDA workshop. He was board of directors for statistics organizations and program chairs, committee chairs such as ICSA, ENAR, and ASA Biopharm session.


嘉宾页面



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如何观看B站录播?


受北美教授的时间限制,Math4DS每期研讨会时间大多设置在美东时间周二的下午三点,即北京时间周三的凌晨三点。这对于国内的观众非常不友好,但是『运筹OR帷幄』也在B站提供了每期的录播,错过直播的小伙伴和想要回顾的小伙伴可以在前往B站观看,小编也会在第一时间上传最新的研讨会视频。


B站官方号:运筹OR帷幄

https://space.bilibili.com/403058474


研讨会主办方简介

组织者:

Ethan X. Fang, Niao He, Junwei Lu, Zhaoran Wang,  Zhuoran Yang, Tuo Zhao


赞助方:


参考文献

[1]https://sites.google.com/view/seminarmathdatascience/home


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