My Experience at IIT-B during SRFP 2019 — Part 2
Eight weeks as a Summer Research Fellow
The beginning
I reached the campus premises on 8th of May, 2019 and following my professors instructions went straight to Hostel 6 where he had arranged my accommodation for the initial days. The next day, I had a meeting with the professor where I told him that I wanted to work in Machine Learning as my interest lies there and also I find Game Theory quite fascinating, so I want to learn that too if possible. He then inquired about my knowledge and familiarity in various topic from Linear Algebra and Statistics which might be needed for the project he had in mind. I was a student of mathematics and had worked on some projects in Machine Learning, but they were more on the implementation side rather than the digging in the actual math behind it. He asked me to understand what Linear Regression is and understand the actual math behind it in depth, but before that I had to read Probability, Statistics, and Linear Algebra because I did not offer any formal courses on these subjects during my first and second year.
The research experience
I got access to the students lab in the IEOR department in IIT-B and a personal desk for working. Before this internship, I had never been exposed to the research environment and it was quite out of my comfort zone. I used to sit in the lab from morning to evening and read about the concepts of probability and statistics along with linear algebra. That helped me build the foundation for understanding the concepts involved in machine learning algorithms.
I was assigned a PhD scholar who was working under the guidance of my professor who guided me in completing the per-requisites and helped me at every turn where I used to get stuck. It was a roller coaster ride of frustration and satisfaction, but at the end of three weeks I was well familiar with the topics in Probability and Statistics, basics of Linear Algebra. I started learning about Linear Regression then, and wrote a report on it including simple and multi linear regression along with the geometrical interpretation of least squares. Then by the end of my fourth week my professor gave me my problem statement and a research paper which explored it. I had to read the paper and understand it.
Every week there used to be meetings where all the summer interns had to give a short informal presentation to PhD scholars, fellow interns, and the professor himself, on what they worked on for the past week. Those meetings helped us by teaching us how to present your thoughts clearly and convincingly. I improved my presentation skills and got better at explaining mathematical concepts with solid foundation.
I had to submit an abstract of my research project at the end of four weeks of my report on their online portal called Authorcafe and get it approved by my guide also. I was required to send the hard copy of the report to IAS, Bengaluru. My report got accepted within 4 days of posting it.
By now, I had been accustomed to the environment and was actually enjoying my work. I got to really great people around, my fellow interns, everyone had such good stories to tell.
The project
My project was titled “Strategic Aspects of Linear Regression”. In which I studied a machine learning algorithm known as Linear Regression in the light of Game Theory. Technically,
The study about a setting where users provide perturbed data to the analyst by adding noise strategically to minimize their cost function can be perceived as a non-cooperative game and how we can fit a linear model to our data under such conditions. It is also seen that under proper assumptions there exists an equilibrium such that the individual costs are bounded. The complete study has been done for studying the strategic aspects of a machine learning model called linear regression.
While doing that project, I go to understand the depth and beauty of mathematics. Concepts from statistics (especially generalized least squares regression), probability, linear algebra (like vector spaces, linear transformations etc.), and game theory (non-cooperative strategic form games, Nash equilibrium) were explored along with the topics like matrix calculus, convex analysis, topology, and potential games to which I was introduced to.
Summing it up, these two months changed quite my attitude towards learning mathematics and research in my field of interest, for the better. It was really interesting, eye opening and fascinating experience. I wrote a 24 page final week report on my work and got it approved by my guide and sent it to Indian Academy of Sciences. I got a mail stating that my report is accepted by the Academy on on 17th July, 2019. I consider myself lucky to be getting such exposure just after two years of undergraduate study. All is well that ends well.
Thanks for reading!
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To read Part 1 on how to apply for the internship follow the link below:
