We present a general boosting method extending functional gradient boosting to optimize complex loss functions that are encountered in many machine learning problems. Our approach...
Abstract. Bayesian reinforcement learning (RL) is aimed at making more efficient use of data samples, but typically uses significantly more computation. For discrete Markov Decis...
Receiver Operating Characteristic (ROC) curves are a standard way to display the performance of a set of binary classifiers for all feasible ratios of the costs associated with fa...
We consider the problem of numerical stability and model density growth when training a sparse linear model from massive data. We focus on scalable algorithms that optimize certain...
Variable selection is an important and practical problem that arises in analysis of many high-dimensional datasets. Convex optimization procedures that arise from relaxing the NP-...