Seminars

Lasso and ridge regression are well established and successful models for variance reduction and, for the lasso, variable selection. However, they come with a disadvantage of an increased bias in the estimator. In this seminar, I will talk about our general method that learns individual weights for each term in the regularisation penalty (e.g. lasso or ridge) with the goal to reduce the bias. To bound the amount of freedom for the model to choose the weights, a new regularisation term, that imposes a cost for choosing small weights, is introduced. If the form of this term is chosen wisely, the apparent doubling of the number of parameters vanishes, by means of solving for the weights in terms of the parameter estimates. We show that these estimators potentially keep the original estimators’ fundamental properties and experimentally verify that this can indeed reduce bias.

The general motivation standing behind this research is to understand relationships between dynamical and model-theoretic properties of definable [topological] groups and between dynamical properties of groups of automorphisms of first order structures and model-theoretic properties of the underlying theories. More specifically, our goal is to understand model-theoretic consequences of various notions of amenability.

Among the notions of amenability that we are interested in are: definable amenability of a definable group, classical amenability of a topological group, and, more generally, [weak] definable topological amenability of a definable topological group. We also introduce and study amenable theories.

The consequences of amenability that we obtain are the appropriate versions of G-compactness: for first order theories this is the equality of Lascar strong types and Kim-Pillay strong types; for definable [topological] groups this is the equality of suitably defined connected components $G^{000}$ and $G^{00}$ of the group $G$ in question.

Among our main technical tools, of interest in its own right, is an elaboration on and strengthening of the Massicot-Wagner version of the stabilizer theorem, and also some results about measures and measure-like functions.

My series of talks will be based on my preprint “Amenability and definability” joint with Ehud Hrushovski and Anand Pillay. In the first series of talks, I will focus on the context of definable [topological] groups; the second series will be devoted to our new notion of amenable theory.