27 janvier 2020
Le Bois-Marie
Fuseau horaire Europe/Paris

Determinantal Point Processes in Machine Learning

27 janv. 2020, 11:20
50m
Centre de Conférences Marilyn et James Simons (Le Bois-Marie)

Centre de Conférences Marilyn et James Simons

Le Bois-Marie

35, route de Chartres 91440 Bures-sur-Yvette

Orateur

Prof. Victor-Emmanuel Brunel (ENSEA/CREST)

Description

Determinantal point processes are a very powerful tool in probability theory, especially for integrable systems, because they allow to get very concise closed form formulas and simplify a lot of computations. This is one reason why they have become very attractive in machine learning. Another reason is that, when parametrized by a symmetric matrix, they allow to model repulsive interactions between finitely many items; They were even introduced as fermionic point processes by Odile Macchi in statistical physics in the 70’s, in order to describe particles that tend to repel each other within same energy states. In this talk, I will define these point processes, give a few examples and properties, and list a few challenges that they pose in machine learning theory.

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