\dm_csml_event_details UCL ELLIS

Discovering correlations in the modern era: robust and deep learning approaches


Speaker

Stefanos Zafeiriou

Affiliation

Imperial College London

Date

Friday, 27 April 2018

Time

13:00-14:00

Location

Zoom

Link

Roberts Building 309

Event series

DeepMind/ELLIS CSML Seminar Series

Abstract

Discovering correlations in signals is a very important problem in the intersection of statistics and machine learning. Arguably the most used tool to this end in Canonical Correlation Analysis (CCA). CCA has certain limitations when it is used to model correlations in real world signals. First it discovers only the most correlated spaces, ignoring the individual spaces between signals. Second it is a linear method that is optimal under Gaussian noise, hence (a) it fails when gross outliers are present in the signals and (b) it cannot model non-linear correlations. In this talk, I will present recent advancements in CCA, as well as methods for discovering both the individual, as well as the most correlated components that are robust to gross outliers, as well as can model non-linear correlations. I will demonstrate applications in computer vision and signal processing

Biography