Approximate dynamic programming is emerging as a powerful tool for certain classes of multistage stochastic, dynamic problems that arise in operations research. It has been applie...
Online learning and kernel learning are two active research topics in machine learning. Although each of them has been studied extensively, there is a limited effort in addressing ...
We introduce a class of learning problems where the agent is presented with a series of tasks. Intuitively, if there is relation among those tasks, then the information gained duri...
We describe and analyze a simple and effective iterative algorithm for solving the optimization problem cast by Support Vector Machines (SVM). Our method alternates between stocha...
Gaussian Process Temporal Difference (GPTD) learning offers a Bayesian solution to the policy evaluation problem of reinforcement learning. In this paper we extend the GPTD framew...