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ICML
2009
IEEE
14 years 8 months ago
Detecting the direction of causal time series
We propose a method that detects the true direction of time series, by fitting an autoregressive moving average model to the data. Whenever the noise is independent of the previou...
Arthur Gretton, Bernhard Schölkopf, Dominik J...
ICML
2009
IEEE
14 years 8 months ago
Proximal regularization for online and batch learning
Many learning algorithms rely on the curvature (in particular, strong convexity) of regularized objective functions to provide good theoretical performance guarantees. In practice...
Chuong B. Do, Quoc V. Le, Chuan-Sheng Foo
ICML
2009
IEEE
14 years 8 months ago
Regularization and feature selection in least-squares temporal difference learning
We consider the task of reinforcement learning with linear value function approximation. Temporal difference algorithms, and in particular the Least-Squares Temporal Difference (L...
J. Zico Kolter, Andrew Y. Ng
ICML
2007
IEEE
14 years 8 months ago
The matrix stick-breaking process for flexible multi-task learning
In multi-task learning our goal is to design regression or classification models for each of the tasks and appropriately share information between tasks. A Dirichlet process (DP) ...
Ya Xue, David B. Dunson, Lawrence Carin
ICML
2007
IEEE
14 years 8 months ago
Kernelizing PLS, degrees of freedom, and efficient model selection
Kernelizing partial least squares (PLS), an algorithm which has been particularly popular in chemometrics, leads to kernel PLS which has several interesting properties, including ...
Mikio L. Braun, Nicole Krämer