Cours/Séminaire
Notice
Lieu de réalisation
Paris
Langue :
Anglais
Crédits
François Baccelli (Publication), Subhroshekhar Ghosh (Intervention)
Détenteur des droits
Inria
Conditions d'utilisation
Droit commun de la propriété intellectuelle
Citer cette ressource :
Subhroshekhar Ghosh. Inria. (2022, 8 juin). The unreasonable effectiveness of determinantal processes , in DYOGENE/ERC NEMO 2022 : Seminar series. [Vidéo]. Canal-U. https://www.canal-u.tv/147571. (Consultée le 21 juin 2024)

The unreasonable effectiveness of determinantal processes

Réalisation : 8 juin 2022 - Mise en ligne : 8 juin 2022
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Descriptif

In 1960, Wigner published an article famously titled “The Unreasonable Effectiveness of Mathematics in the Natural Sciences. In this talk we will, in a small way, follow the spirit of Wigner’s coinage, and explore the unreasonable effectiveness of determinantal processes (a.k.a. DPPs) far beyond their context of origin. DPPs originated in quantum and statistical physics, but have emerged in recent years to be a powerful toolbox for many fundamental learning problems. In this talk, we aim to explore the breadth and depth of these applications. On one hand, we will explore a class of Gaussian DPPs and the novel stochastic geometry of their parameter modulation, and their applications to the study of directionality in data and dimension reduction. At the other end, we will consider the fundamental paradigm of stochastic gradient descent, where we leverage connections with orthogonal polynomials to design a minibatch sampling technique based on data-sensitive DPPs ; with provable guarantees for a faster convergence exponent compared to traditional sampling. Based on the following works :

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