Nonparametric variable selection with penalized neural network
讲座通知
2016年12月22日（星期四）
下午 3:30
信息管理与工程学院308会议室
上海财经大学（第三教学楼西侧）
上海市杨浦区武东路100号
主题
Nonparametric variable selection with penalized neural network
（深度学习中的变量选取问题）
主讲人
Ye Luo
University of Florida
Education
PHD- Massachusetts Institute of Technology, 2015
BS- Mathematics, Economics, Massachusetts Institute of Technology, 2010
Research Interests
Econometrics, Finance, Industrial Organization
讲座简介
Neural Network has been popular amongst machine learning in recent years. We study high-dimensional non-parametric variable selection problem using neural network. We derived a data-driven penalized method to select input variables as well as the number of nodes in the hidden layers.
