We consider the problem of fitting a large-scale covariance matrix to multivariate Gaussian data in such a way that the inverse is sparse, thus providing model selection. Beginnin...
Onureena Banerjee, Laurent El Ghaoui, Alexandre d'...
— Partially Observable Markov Decision Processes (POMDPs) provide a rich mathematical model to handle realworld sequential decision processes but require a known model to be solv...
Much emphasis in multiagent reinforcement learning (MARL) research is placed on ensuring that MARL algorithms (eventually) converge to desirable equilibria. As in standard reinfor...
We consider the Multi-armed bandit problem under the PAC (“probably approximately correct”) model. It was shown by Even-Dar et al. [5] that given n arms, it suffices to play th...
Abstract. We propose an algorithm for Sparse Bayesian Classification for multi-class problems using Automatic Relevance Determination(ARD). Unlike other approaches which treat mult...