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AAAI
2008
13 years 9 months ago
Adaptive Importance Sampling with Automatic Model Selection in Value Function Approximation
Off-policy reinforcement learning is aimed at efficiently reusing data samples gathered in the past, which is an essential problem for physically grounded AI as experiments are us...
Hirotaka Hachiya, Takayuki Akiyama, Masashi Sugiya...
IWANN
2005
Springer
14 years 25 days ago
Input and Structure Selection for k-NN Approximator
Abstract. This paper presents k-NN as an approximator for time series prediction problems. The main advantage of this approximator is its simplicity. Despite the simplicity, k-NN c...
Antti Sorjamaa, Nima Reyhani, Amaury Lendasse
CSDA
2007
134views more  CSDA 2007»
13 years 7 months ago
Variational approximations in Bayesian model selection for finite mixture distributions
Variational methods for model comparison have become popular in the neural computing/machine learning literature. In this paper we explore their application to the Bayesian analys...
Clare A. McGrory, D. M. Titterington
JCAM
2011
69views more  JCAM 2011»
12 years 10 months ago
Comonotonic approximations for a generalized provisioning problem with application to optimal portfolio selection
In this paper we discuss multiperiod portfolio selection problems related to a speci…c provisioning problem. Our results are an extension of Dhaene et al. (2005), where optimal ...
Koen Van Weert, Jan Dhaene, Marc J. Goovaerts
APIN
2008
102views more  APIN 2008»
13 years 7 months ago
Approximation-based feature selection and application for algae population estimation
This paper presents a data-driven approach for feature selection to address the common problem of dealing with high-dimensional data. This approach is able to handle the real-valu...
Qiang Shen, Richard Jensen