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-Landau

    Machine 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).