News & Event

Seminar

News & Event

Seminar

(November 23) The Relational Automatic Statistician System for Multiple Time-Series Data Analysis

Subject

The Relational Automatic Statistician System for Multiple Time-Series Data Analysis

Date

November 23, 2016 (Wed.) 4:00-5:00 PM

Speaker

Prof. Choi, Jaesik (UNIST)

Place

N1 Room # 111

Overview:

Recent advances in artificial intelligence have changed our daily lives dramatically. Recently, a management consulting firm, McKinsey, expected that automation of knowledge work could impact $5-7 trillion worth of labor market across a wide range of industry sectors in 2025. In this talk, I will present a state-of-the-art machine learning framework to analysis time series data automatically. Gaussian Processes (GPs) provide a general and analytically tractable way of modeling complex time-varying, nonparametric functions. The Automatic Bayesian Covariance Discovery (ABCD) system constructs natural-language description of time-series data by treating unknown time-series data nonparametrically using GP with a composite covariance kernel function. Unfortunately, learning a composite covariance kernel with a single time-series data set often results in less informative kernel that may not give qualitative, distinctive descriptions of data. We address this challenge by proposing two relational kernel learning methods which can model multiple time-series data sets by finding common, shared causes of changes. We show that the relational kernel learning methods find more accurate models for regression problems on several real-world data sets; US stock data, US house price index data and currency exchange rate data.

Profile:

Assistant Professor, School of Electrical and Computer Engineering, UNIST, 2013-present
Affiliate Research, in Computational Research Division, Lawrence Berkeley National Lab, 2013-present
Postdoc Fellow, in Computational Research Division, Lawrence Berkeley National Lab, 2013
Ph.D., in Dept. of Computer Science, University of Illinois at Urbana-Champaign, 2012
B.S., in Dept. of Computer Engineering, Seoul National University, 2004