|Topic:||Supervised Homogeneity Pursuit via Mixed Integer Optimization|
|Time:||2:30 pm - 3:30 pm|
|Venue:||LT2, Lady Shaw Building, The Chinese University of Hong Kong|
|Speaker:||Professor Peter SONG|
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.