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President and Founder of Salford Systems  |
Date: Wednesday, 10 June 2009, 6:00 PM Location: Yahoo! 4401 Great America Parkway Building 3GA (at opposite end of parking lot from 1GA and 2GA) Santa Clara, CA 95054 Enter Lobby of 3GA where you will be greeted by Yahoo! Security and escorted to meeting room. Cost: Free and open to all who wish to attend, but membership is only $20/year. You must RSVP so that Yahoo! security has your name on their list. |
Topic
Recent advances in machine learning technology make it possible to determine definitively whether or not interactions of any degree need to be included in a predictive model. We can thus establish conclusively, for example, for a given set of predictors, that an additive model (one with no interactions) cannot be improved upon with interactions. Or alternatively, one might prove that a model with interactions will outperform a model without them. Further, we can now identify precisely which interactions are supported by the data, and also the degree of interaction, even in very high dimensional data. The tools we use to acheive these results are extensions of Stanford University Professor Jerome Friedman's TreeNet, developed by the authors and embedded in the Salford Systems TreeNet 2.0 Pro Ex product. We illustrate the concepts in the context of a real world regression model where we are quickly able to identify all the important interactions with a modest number of boosted tree ensemble models. See also http://www.salfordsystems.com/TreeNet.php
About the Speaker
Dan Steinberg is the President of Salford Systems, and founded the company in
1982 just after receiving his Ph.D. in Economics at Harvard. He also served as a
Member of Technical Staff at AT&T Bell Laboratories, Assistant Professor of
Economics at the University of California, San Diego, and has participated in
dozens of consulting projects for Fortune 100 clients. He has been honored by
the SAS User's Group International (SUGI) and led the modeling teams that won
the KDDCup 2000 and the 2002 Duke/Teradata Churn modeling competition.
Dr. Steinberg has published articles in statistics, econometrics, computer
science, and marketing journals, and has been a featured data mining issues
speaker for the American Marketing Association, American Statistical Association,
the Direct Marketing Association and the Casualty Actuarial Society.
Information about the Salford Data Mining conference (Aug. 23-25, 2009) in San Diego, CA
can be found at: http://www.salforddatamining.com/