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Topic:Supervised Homogeneity Pursuit via Mixed Integer Optimization
Date:06/07/2023
Time:2:30 pm - 3:30 pm
Venue:LT2, Lady Shaw Building, The Chinese University of Hong Kong
Category:Distinguished Lecture
Speaker:Professor Peter SONG
PDF:R20230706-DL-PeterSong-A3.pdf
Details:

Abstract:

Stratification is one statistical principle in data processing to mitigate the underlying population heterogeneity, which is typically handled by clustering when stratum labels are unknown. Many practical problems require post-clustering statistical learning that is challenged by the issue of “double data dipping”, leading to the difficulty of uncertainty quantification. One solution to address this challenge is to perform a simultaneous operation of clustering and estimation in data analyses. Recently we developed a new paradigm of supervised homogeneity pursuit via mixed integer optimization, which provides a conceptually simple and computationally straightforward machinery with the use of suitable constraints in optimization. This novel toolbox has been then applied to solve several real-world problems arising from infectious disease surveillance, influence of environmental exposure to health, and risk factors for aging. Some algorithmic limitations worth future research will be discussed.