Given a sample covariance matrix, we examine the problem of maximizing the variance explained by a particular linear combination of the input variables while constraining the numb...
Alexandre d'Aspremont, Francis R. Bach, Laurent El...
Receiver Operator Characteristic (ROC) curves are commonly used to present results for binary decision problems in machine learning. However, when dealing with highly skewed datas...
A wide variety of machine learning problems can be described as minimizing a regularized risk functional, with different algorithms using different notions of risk and different r...
Choon Hui Teo, Alex J. Smola, S. V. N. Vishwanatha...
In many machine learning applications, like Brain - Computer Interfaces (BCI), only high-dimensional noisy data are available rendering the discrimination task non-trivial. In thi...
In an online convex optimization problem a decision-maker makes a sequence of decisions, i.e., chooses a sequence of points in Euclidean space, from a fixed feasible set. After ea...