Quantile regression refers to the process of estimating the quantiles of a conditional distribution and has many important applications within econometrics and data mining, among ...
Novi Quadrianto, Kristian Kersting, Mark D. Reid, ...
The integration of diverse forms of informative data by learning an optimal combination of base kernels in classification or regression problems can provide enhanced performance w...
We present a novel method for learning with Gaussian process regression in a hierarchical Bayesian framework. In a first step, kernel matrices on a fixed set of input points are l...
Abstract. Alternating least squares (ALS) is a powerful matrix factorization (MF) algorithm for both implicit and explicit feedback based recommender systems. We show that by using...
Hierarchical penalization is a generic framework for incorporating prior information in the fitting of statistical models, when the explicative variables are organized in a hiera...
Marie Szafranski, Yves Grandvalet, Pierre Morizet-...