Prof. Mahesan Niranjan
Professor at University of Southampton
While much of recent literature on machine learning address regression and classification problems, several problems of interest relate to detecting a relatively small number of outliers from large collections of data. Such problems have been addressed in the context of target tracking, condition monitoring of complex engines and patient health monitoring in an intensive care setting, for example. The popular approach, in these settings, of estimating a probability density over normal data and comparing the likelihood of a test observation against a threshold set from this suffers the well known problem of the curse of dimensionality. Circumventing this involves modelling – data driven or otherwise – to capture known relationships in the data and looking for novelty in the residuals. This talk will describe several problems taken from the Computational Biology, Chemistry and Fraud Detection domains to illustrate this. We will discuss structured matrix approximation and tensor methods for multi-view data and suitable algorithms for their estimation.