10th International Conference on Computational Management
HEC Montréal, 1 — 3 May 2013
10th International Conference on Computational Management
HEC Montréal, 1 — 3 May 2013

TC1 Tutorial 3
May 2, 2013 04:00 PM – 05:30 PM
Location: Banque de développement du Canada
Chaired by Jean-Francois Plante
1 Presentation
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04:00 PM - 05:30 PM
Statistical Learning: An Introductory Overview
Statistical learning is primarily concerned with the problem of using data to uncover the relationship between a number of inputs and a certain outcome so that we can make predictions. First, I will go over some basic ideas: why are flexible models necessary, and why must we be careful with flexibility? Then, I will discuss some recent ideas: what are ensemble models, and how can we understand them? Finally, I will present some of our own ideas: how can we use ensembles for a different purpose, for instance, to identify important inputs rather than to make predictions?