报告题目：Deep regression learning with optimal loss function

报 告 人： 林华珍

报告摘要：In this paper, we develop a novel efficient and robust nonparametric regression estimator under a framework of a feedforward neural network (FNN). There are several interesting characteristics for the proposed estimator. First, the loss function is built upon an estimated maximum likelihood function, which integrates the information from observed data as well as the information from the data structure. Consequently, the resulting estimator has desirable optimal properties, such as efficiency. Second, different from the traditional maximum likelihood estimation (MLE), the proposed method avoids the specification of the distribution and thus is flexible to any kind of distribution, such as heavy tails and multimodal or heterogeneous distributions. Third, the proposed loss function relies on probabilities rather than direct observations as in least square loss, hence contributing to the robustness of the proposed estimator. Finally, the proposed loss function involves a nonparametric regression function only. This enables the direct application of the existing packages, simplifying the computational and programming requirements. We establish the large sample property of the proposed estimator in terms of its excess risk and minimax near-optimal rate. The theoretical results demonstrate that the proposed estimator is equivalent to the true MLE where the density function is known. 

报告人简介：西南财经大学首席教授,统计研究中心主任,首届新基石研究员,国际数理统计学会IM8-fellow,教育部长江学者特聘教授,国京杰出青年科学基金获得者.主要研究方向为深度学习理论、非参数方法、生存数据分析、函数型数据分析、因子模型、转换模型等。所究成果发来在包括国际统计学四大顶级期刊JASA、AoS、RSSB及Biomemika上。目前是国际统计学顶刊JASA的AssociateEditor,还先后担任生物统计顶刊《Biometrics》、计量经济顶刊《Joumal of Business&Economic Statistics》、及国际统计金要综合类期刊《Scandinavian Joumal ofStatistics》、《Canadian Joumal of Statistics、《Statistics and Its Interface、《Statistical Theory and Related Fields 的 Associate Editor,国内机威或核心学术期刊《数学学报》(英文)、《应用概率统计》、《系统称学与数学》、《款理统计与管理》编委会编委。林华珍教授现任国际泛华统计学会1CSA董事会成员,中国现场统计所究会副理事长,中国现场统计研究会数据科学与人工智能分会理事长,全国工业统计学教学研究会副会。

报告时间：2024年3月21日  10：00—11：30

报告地点：腾讯会议：141-191-632

联 系 人：张久军