18 . 657 : Mathematics of Machine Learning
نویسنده
چکیده
Recall form last lectures that in prediction with expert advise, at each time t, the player plays at ∈ {e1, . . . , ek} and the adversary plays zt such that l(at, zt) ≤ 1 for some loss function. One example of such loss function is linear function l(at, zt) = a T t zt where |zt|∞ ≤ 1. Linear bandits are a more general setting where the player selects an action at ∈ A ⊂ Rk, where A is a convex set and the adversary selects zt ∈ Z such that |zT t at| ≤ 1. Similar to the prediction with expert advise, the regret is defined as
منابع مشابه
18 . 657 : Mathematics of Machine Learning
In this lecture, we continue to discuss the effect of noise on the rate of the excess risk E(ĥ) = R(ĥ) − R(h) where ĥ is the empirical risk minimizer. In the binary classification model, noise roughly means how close the regression function η is from 1 2 . In particular, if η = 1 2 then we observe only noise, and if η ∈ {0, 1} we are in the noiseless case which has been studied last time. Espec...
متن کاملForecasting the Tehran Stock market by Machine Learning Methods using a New Loss Function
Stock market forecasting has attracted so many researchers and investors that many studies have been done in this field. These studies have led to the development of many predictive methods, the most widely used of which are machine learning-based methods. In machine learning-based methods, loss function has a key role in determining the model weights. In this study a new loss function is ...
متن کاملComparative Analysis of Machine Learning Algorithms with Optimization Purposes
The field of optimization and machine learning are increasingly interplayed and optimization in different problems leads to the use of machine learning approaches. Machine learning algorithms work in reasonable computational time for specific classes of problems and have important role in extracting knowledge from large amount of data. In this paper, a methodology has been employed to opt...
متن کاملTime series forecasting of Bitcoin price based on ARIMA and machine learning approaches
Bitcoin as the current leader in cryptocurrencies is a new asset class receiving significant attention in the financial and investment community and presents an interesting time series prediction problem. In this paper, some forecasting models based on classical like ARIMA and machine learning approaches including Kriging, Artificial Neural Network (ANN), Bayesian method, Support Vector Machine...
متن کاملSimilarity measurement for describe user images in social media
Online social networks like Instagram are places for communication. Also, these media produce rich metadata which are useful for further analysis in many fields including health and cognitive science. Many researchers are using these metadata like hashtags, images, etc. to detect patterns of user activities. However, there are several serious ambiguities like how much reliable are these informa...
متن کامل