[STAT/AP] Bernhard Stankewitz: Early stopping for iterative estimation procedures

25 September 2023 15:45 till 16:45 - Location: Timmanzaal LB 01.170 | Add to my calendar

Increasingly high-dimensional data sets require that estimation methods do not only satisfy statistical guarantees but also remain computationally feasible. In modern statistics and machine learning early stopping of algorithms has been identified as one of the tools to address such issues. In this context, we present recent results both on the implicit regularization effect of early stopping and the potential of data driven early stopping rules to perform adaptive estimation in a sequential, computationally efficient manner.