Statistisches Lernen aus abhängigen Daten: Lerntheorie, Robuste Algorithmen und Anwendungen: Statistical learning from dependent data: Learning Theory, Robust Algorithms, and Applications
- Duration: 01.01.2015 - 31.12.2023
Funding Organization: DFG
Prof. Dr. Marius Kloft
University of Kaiserslautern-LandauMachine learning constitutes one of the key technologies to thoroughly analyze empirical data. One of the most common assumptions
in machine learning is that the empirical data is realized from independent random variables. However, in practice
this assumption can be violated when the data exhibits temporal and spatial dependencies or is recorded under varying experimental
conditions or confounding factors. With this research program we propose to work toward a theoretically sound and
general framework of statistical learning from dependent data. At the heart of which lies the development of novel algorithms
creating learning in particular cases of this settings and their application to problems from the sciences and technology. A particular
emphasis of the program is on gaining an understanding of the theoretical foundations of learning in dependent settings
(in order to explain under which circumstances the algorithms will work fine). All algorithms are embedded into a framework of
automatic and sound interpretation of the trained models in terms of p-values (in order to facilitate further analysis by domain
experts).