The Luxembourg Statistical Society would like to invite you to the talk by Prof. Jean-Michel Poggi on “Random Forests: Introduction and industrial applications”. The talk will take place on Thursday 27th October at 1:00 PM and will be hosted in room MNO 1.040 (Belval campus).
Jean-Michel Poggi is Professor of Statistics at Université Paris Cité and member of the Lab. Maths Orsay (LMO) at Université Paris-Saclay, in France.
His research interests are in nonparametric time series, wavelets, tree-based methods (CART, Random Forests, Boosting) and applied statistics. Research activities combine theoretical and practical contributions together with industrial applications (mainly environment and energy) and software development.
He is Associate Editor of three journals: Journal of Statistical Software (JSS), Advances in Data Analysis and Classification (ADAC) and Journal of Data Science, Statistics, and Visualisation (JDSSV).
He is President of the European Network for Business and Industrial Statistics (ENBIS). He was President of the French Statistical Society (SFdS) from 2011 to 2013, and President of the European Courses in Advanced Statistics (ECAS) from 2015 to 2017.
Random forests (RF) are a statistical learning method extensively used in many fields of application, thanks to its excellent predictive performance. RF are part of the family of tree-based methods and inherit intrinsic flexibility of trees: adapted to both classification and regression problems, easily extended to many different types of data.
We will first focus on an introduction of RF, the definition of the variable importance measures and the related variable selection capability. We then illustrate their practical power in two different applied contexts. The first one relates to physiological signal processing and addresses the functional variable selection for driver’s stress level classification. The second is about the aggregation of multi-scale experts for bottom-up electricity load forecasting.
Date: 27 October 2022
Place: room MNO 1.040 (Belval campus)
Registration: please register by sending an email to Christophe Ley (Société Statistique Luxembourgeoise)