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Lecture

Optimal Errors and Phase Transitions in Generalized Linear Models

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PHYS-754: Lecture series on scientific machine learning

This lecture presents ongoing work on how scientific questions can be tackled using machine learning. Machine learning enables extracting knowledge from data computationally and in an automatized way. We will learn on examples how this is influencing the v ...

Description

This lecture discusses the concept of optimal errors and phase transitions in high-dimensional generalized linear models. It covers the definition of generalized linear estimation models, the recovery of signals, and the interpretation of phase transitions in different regions. The speaker explains the significance of first-order phase transitions and the performance comparison of different algorithms in logistic regression and compressed sensing.

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Instructors (10)

Giuseppe Carleo is a computational quantum physicist, whose main focus is the development of advanced numerical algorithms tostudy challenging problems involving strongly interacting quantum systems.He is best known for the introduction of machine learning techniques to study both equilibrium and dynamical properties,based on a neural-network representations of quantum states, as well for the time-dependent variational Monte Carlo method.He earned a Ph.D. in Condensed Matter Theory from the International School for Advanced Studies (SISSA) in Italy in 2011.He held postdoctoral positions at the Institut d’Optique in France and ETH Zurich in Switzerland, where he alsoserved as a lecturer in computational quantum physics.In 2018, he joined the Flatiron Institute in New York City in 2018 at the Center for Computational Quantum Physics (CCQ), working as a Research Scientist and project leader, and also leading the development of the open-source project NetKet.Since September 2020 he is an assistant professor at EPFL, in Switzerland, leading the Computational Quantum Science Laboratory (CQSL).

Paolo De Los Rios

Paolo De Los Rios earned his master in Electronic Engineering at the Turin Institute of Technology (Politecnico di Torino) in May 1993. In November 1993 he moved to Trieste, Italy, to enter the PhD program in Theoretical Condensed Matter Theory at the International School for Advanced Studies (SISSA/ISAS) where he obtained the PhD degree in October 1996 for his work on the statistical physics of disordered systems. After a one year postdoc at the Max-Planck Institute for the Physics of Complex Systems in Dresden, Germany, in November 1997 he moved to the University of Fribourg, Switzerland, to join the group of Prof. Yi-Cheng Zhang. There he has worked on various applications of statistical physics to complex systems. In September 2000 he has been appointed Assistant Professor in Statistical Physics of Living Matter and Complex Systems at the Institute of Theoretical Physics of the University of Lausanne, Switzerland. Since April 2010 he is Associate Professor at the Institute of Theoretical Physics of the Ecole Polytechnique Fédérale de Lausanne (EPFL), Switzerland.

Michele Ceriotti

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Related concepts (12)

Logistic regression

In statistics, the logistic model (or logit model) is a statistical model that models the probability of an event taking place by having the log-odds for the event be a linear combination of one or more independent variables. In regression analysis, logistic regression (or logit regression) is estimating the parameters of a logistic model (the coefficients in the linear combination).

Multinomial logistic regression

In statistics, multinomial logistic regression is a classification method that generalizes logistic regression to multiclass problems, i.e. with more than two possible discrete outcomes. That is, it is a model that is used to predict the probabilities of the different possible outcomes of a categorically distributed dependent variable, given a set of independent variables (which may be real-valued, binary-valued, categorical-valued, etc.).

Phase transition

In chemistry, thermodynamics, and other related fields, a phase transition (or phase change) is the physical process of transition between one state of a medium and another. Commonly the term is used to refer to changes among the basic states of matter: solid, liquid, and gas, and in rare cases, plasma. A phase of a thermodynamic system and the states of matter have uniform physical properties. During a phase transition of a given medium, certain properties of the medium change as a result of the change of external conditions, such as temperature or pressure.

Generalized linear model

In statistics, a generalized linear model (GLM) is a flexible generalization of ordinary linear regression. The GLM generalizes linear regression by allowing the linear model to be related to the response variable via a link function and by allowing the magnitude of the variance of each measurement to be a function of its predicted value. Generalized linear models were formulated by John Nelder and Robert Wedderburn as a way of unifying various other statistical models, including linear regression, logistic regression and Poisson regression.

Linear regression

In statistics, linear regression is a linear approach for modelling the relationship between a scalar response and one or more explanatory variables (also known as dependent and independent variables). The case of one explanatory variable is called simple linear regression; for more than one, the process is called multiple linear regression. This term is distinct from multivariate linear regression, where multiple correlated dependent variables are predicted, rather than a single scalar variable.

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