Objectif du cours
This course will introduce the notion of concentration of measure and highlight its applications, notably in high dimensional data processing and machine learning. The course will start from deviations inequalities for averages of independent variables, and illustrate their interest for the analysis of random graphs and random projections for dimension reduction. It will then be shown how other high-dimensional random functions concentrate, and what guarantees this concentration yields for randomized algorithms and machine learning procedures to learn from large training collections.
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