Mon, 09 Oct 2023
14:00 -
15:00
Lecture Room 6
Mathematics of transfer learning and transfer risk: from medical to financial data analysis
Prof. Xin Guo
(University of California Berkeley)
Abstract
Transfer learning is an emerging and popular paradigm for utilizing existing knowledge from previous learning tasks to improve the performance of new ones. In this talk, we will first present transfer learning in the early diagnosis of eye diseases: diabetic retinopathy and retinopathy of prematurity.
We will discuss how this empirical study leads to the mathematical analysis of the feasibility and transferability issues in transfer learning. We show how a mathematical framework for the general procedure of transfer learning helps establish the feasibility of transfer learning as well as the analysis of the associated transfer risk, with applications to financial time series data.