Various subjects in the field of machine learning require a deep understanding of rigorous mathematics. In this talk I will introduce some fields in machine learning together with particular problems I have been tackling recently. In the first part the notion of Wasserstein Generative Adversarial Networks which has received great deals of attention is introduced. Recently we developed a new algorithm called CoWGAN, which is not only more efficient but also mathematically plausible in the eyes of the theory of optimal transport. In the second part of the talk, which is unrelated to the first part, I will give a brief introduction to multi-armed bandit problems and present a new result on variance-aware problems.
Various subjects in the field of machine learning require a deep understanding of rigorous mathematics. In this talk I will introduce some fields in machine learning together with particular problems I have been tackling recently. In the first part the notion of Wasserstein Generative Adversarial Networks which has received great deals of attention is introduced. Recently we developed a new algorithm called CoWGAN, which is not only more efficient but also mathematically plausible in the eyes of the theory of optimal transport. In the second part of the talk, which is unrelated to the first part, I will give a brief introduction to multi-armed bandit problems and present a new result on variance-aware problems.