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AAAI
2011
14 years 2 months ago
An Online Spectral Learning Algorithm for Partially Observable Nonlinear Dynamical Systems
Recently, a number of researchers have proposed spectral algorithms for learning models of dynamical systems—for example, Hidden Markov Models (HMMs), Partially Observable Marko...
Byron Boots, Geoffrey J. Gordon
SDM
2009
SIAM
119views Data Mining» more  SDM 2009»
15 years 11 months ago
Twin Vector Machines for Online Learning on a Budget.
This paper proposes Twin Vector Machine (TVM), a constant space and sublinear time Support Vector Machine (SVM) algorithm for online learning. TVM achieves its favorable scaling b...
Zhuang Wang, Slobodan Vucetic
CORR
2010
Springer
171views Education» more  CORR 2010»
14 years 9 months ago
Online Learning in Opportunistic Spectrum Access: A Restless Bandit Approach
We consider an opportunistic spectrum access (OSA) problem where the time-varying condition of each channel (e.g., as a result of random fading or certain primary users' activ...
Cem Tekin, Mingyan Liu
JMLR
2008
137views more  JMLR 2008»
15 years 2 months ago
Online Learning of Complex Prediction Problems Using Simultaneous Projections
We describe and analyze an algorithmic framework for online classification where each online trial consists of multiple prediction tasks that are tied together. We tackle the prob...
Yonatan Amit, Shai Shalev-Shwartz, Yoram Singer
TARK
2007
Springer
15 years 8 months ago
Learning, regret minimization and option pricing
We relate regret minimization to various online learning tasks, and most notable option pricing.
Yishay Mansour