题目:Random Forests and Deep Neural Networks for Euclidean and non-Euclidean regression
报告人:於州(华东师范大学 经济管理学院)
时间:4月21日(星期五),11:00-12:00
地点:明德楼,报告厅B201-1
摘要:Neural networks and random forests are popular and promising tools for machine learning. We explore the proper integration of these two approaches for nonparametric regression to improve the performance of a single approach.It naturally synthesizes the local relation adaptivity of random forests and the strong global approximation ability of neural networks. By utilizing advanced U-process theory and an appropriate network structure, we obtain the minimax convergence rate for the estimator. Moreover, we propose the novel random forest weighted local Frechet regression paradigm for regression with non-Euclidean responses. We establish the consistency, rate of convergence, and asymptotic normality for the non-Euclidean random forests based estimator.