[SFdS] Information du groupe BFA
WG Risk - 25 November 2022 - Prof. Madalina OLTEANU

Dear All,

We have the pleasure thanks to the support of the ESSEC IDS dpt, Institut des Actuaires, LabEx MME-DII, the group BFA (SFdS), to invite you to the seminar by:

Prof. Madalina OLTEANU
Université Paris Dauphine PSL and CEREMADE

Date: Friday, November 25 at 12:30 pm (Paris) and 6:30 pm (Singapore)

Dual format: ESSEC Paris La Défense (CNIT), Room 237, and via Zoom, please click here
(Password/Code : WGRisk)

« Sparse Weighted K-means for groups of mixed-type variables »

Assessing the underlying structure of a dataset is often done by training a clustering procedure on the features describing the data. In practice, while the data may be described by a large number of features, only a minority of them may be actually informative with regard to the structure. Furthermore, redundant features may also bias the clustering, whether one speaks of redundancy in the informative or the uninformative features. This presentation aims at illustrating two sparse clustering algorithms designed for mixed data (made of numerical and categorical features). The proposed methods summarise redundant features into groups, and select the most relevant groups of features only in the clustering procedure. The performances and the interpretability of the methods are illustrated on several real-life data sets. This is a joint work with M. Chavent, M. Cottrell, J. Lacaille and A. Mourer.

Kind regards,
Jeremy Heng, Olga Klopp and Marie Kratz
and Riada Djebbar (Singapore Actuarial Society - ERM)

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