Abstract— The optimal model parameters of a kernel machine are typically given by the solution of a convex optimisation problem with a single global optimum. Obtaining the best p...
Simple features constructed from order book data for the EURUSD currency pair were used to construct a set of kernels. These kernels were used both individually and simultaneously...
Tristan Fletcher, Zakria Hussain, John Shawe-Taylo...
Filtering feature selection method (filtering method, for short) is a well-known feature selection strategy in pattern recognition and data mining. Filtering method outperforms ot...
Ou Wu, Haiqiang Zuo, Mingliang Zhu, Weiming Hu, Ju...
We motivate and analyse a new Tree Search algorithm, based on recent advances in the use of Gaussian Processes for bandit problems. We assume that the function to maximise on the ...
In many applications it is desirable to learn from several kernels. "Multiple kernel learning" (MKL) allows the practitioner to optimize over linear combinations of kern...