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Interface of Statistical Learning and Optimal Decisions

统计学习和最优决策的接口

基本信息

批准号：
2210833
负责人：
Jianqing Fan
金额：
$ 50万
依托单位：
Princeton University
依托单位国家：
美国
项目类别：
Continuing Grant
财政年份：
2022
资助国家：
美国
起止时间：
2022-07-01 至 2026-06-30
项目状态：
未结题

来源：
https://www.nsf.gov/awardsearch/showAward?AWD_ID=2210833&HistoricalAwards=false
关键词：
Interface Statistical Learning Optimal Decisions

项目摘要

Massive datasets are routinely collected in the fields of biological, natural, and social sciences, and engineering and have had a huge impact on statistical analysis, personalized treatments, and decision-making. The driving engines behind these successes are the representation power of deep learning and the dynamic policy optimization framework of Markov decision processes, in addition to the availability of big data. However, training algorithms still take enormous amounts of time and computing power, while statistical and algorithmic efficiencies are also still poorly understood. The aim of this project is to understand and improve statistical methods used in deep learning, reinforcement learning, and big data analysis, with an emphasis on the interfaces between statistical modeling and optimal policy learning. It aims to advance knowledge in AI research, automatic driving and control, e-commerce, molecular mechanisms, biological processes, genetic associations, brain functions, and economic and financial risks. The project will integrate research and education by working closely with undergraduate students, graduate students, and postdoctoral fellows, and develop publicly available computer software with sound theoretical support.The project aims at developing and understanding various new statistical methods used in deep learning, introducing statistical modeling and learning techniques to enhance policy optimization in reinforcement learning, and addressing several important issues in the analysis of big data. The first aim is to provide a theoretical understanding of various techniques used in deep learning. The investigator will study the role of over-parametrization in nonlinear models and low-rank matrix recoveries, understanding minimum norm interpolation and elucidating the interactions between neural network models and the tails of the data distribution. The second aim is to study the interface between statistical modeling and optimal decision. The investigator plans to study contextual dynamic pricing using semiparametric models and structured nonparametric models and to unveil the statistical theory that underpins the success of deep reinforcement learning from an adaptive function approximation point of view using hierarchical composition models. The investigator will also introduce new dimensionality reduction techniques and theories for policy learning to improve both statistical and algorithmic efficiencies. The third aim is to address several stylized issues in big data analytics. These include Markovian dependence, missing data, highly correlated measurements, censored responses, and distributed data, among others.This award reflects NSF's statutory mission and has been deemed worthy of support through evaluation using the Foundation's intellectual merit and broader impacts review criteria.

在生物、自然和社会科学以及工程领域，大量数据集被定期收集，并对统计分析、个性化治疗和决策产生了巨大影响。这些成功背后的驱动引擎是深度学习的表现力和马尔可夫决策过程的动态策略优化框架，以及大数据的可用性。然而，训练算法仍然需要大量的时间和计算能力，而统计和算法效率仍然知之甚少。该项目的目的是了解和改进用于深度学习，强化学习和大数据分析的统计方法，重点是统计建模和最优策略学习之间的接口。它旨在推进人工智能研究，自动驾驶和控制，电子商务，分子机制，生物过程，遗传关联，大脑功能以及经济和金融风险方面的知识。该项目将通过与本科生、研究生和博士后密切合作，将研究与教育结合起来，并开发具有良好理论支持的公开可用的计算机软件。该项目旨在开发和理解用于深度学习的各种新统计方法，引入统计建模和学习技术以增强强化学习的策略优化，并解决了大数据分析中的几个重要问题。第一个目标是提供对深度学习中使用的各种技术的理论理解。研究人员将研究过度参数化在非线性模型和低秩矩阵恢复中的作用，了解最小范数插值并阐明神经网络模型与数据分布尾部之间的相互作用。第二个目标是研究统计建模和最优决策之间的接口。研究人员计划使用半参数模型和结构化非参数模型研究情境动态定价，并使用分层组成模型从自适应函数近似的角度揭示支持深度强化学习成功的统计理论。研究人员还将介绍新的降维技术和政策学习理论，以提高统计和算法效率。第三个目标是解决大数据分析中的几个程式化问题。这一奖项反映了NSF的法定使命，并通过使用基金会的知识价值和更广泛的影响审查标准进行评估，被认为值得支持。