The use of ensemble models in many problem domains has increased significantly in the last few years. The ensemble modeling, in particularly boosting, has shown a great promise in improving predictive performance of a model. Combining the ensemble members is normally done in a co–operative fashion where each of the ensemble members performs the same task and their predictions are aggregated to ...

In this paper we describe a novel extension of the support vector machine, called the deep support vector machine (DSVM). The original SVM has a single layer with kernel functions and is therefore a shallow model. The DSVM can use an arbitrary number of layers, in which lower-level layers contain support vector machines that learn to extract relevant features from the input patterns or from the...

We present a detailed theoretical analysis of the problem of multiple-source adaptation in the general stochastic scenario, extending known results that assume a single target labeling function. Our results cover a more realistic scenario and show the existence of a single robust predictor accurate for any target mixture of the source distributions. Moreover, we present an efficient and practic...

We study regression problems in which an adversary can exercise some control over the data generation process. Learner and adversary have conflicting but not necessarily perfectly antagonistic objectives. We study the case in which the learner is not fully informed about the adversary’s objective; instead, any knowledge of the learner about parameters of the adversary’s goal may be reflected in...

In this paper we develop several regression algorithms for solving general stochastic optimal control problems via Monte Carlo. This type of algorithms is particulary useful for problems with high-dimensional state space and complex dependence structure of the underlying Markov process with respect to some control. The main idea of the algorithms is to simulate a set of trajectories under some ...

We investigate the asymptotic behavior of the Bayes factor for regression problems in which observations are not required to be independent and identically distributed and provide general results about consistency of the Bayes factor. Then we specialize our results to the model selection problem in the context of partially linear regression model in which the regression function is assumed to b...

Recent technological advances in continuous biological monitoring and personal exposure assessment have led to the collection of subject-specific functional data. A primary goal in such studies is to assess the relationship between the functional predictors and the functional responses. The historical functional linear model (HFLM) can be used to model such dependencies of the response on the h...

In this paper we will use functional networks to model some linear and non linear relations among variables. In particular, our method allows us to discover adequate transformations of the response and/or the explanatory variables in multiple linear regression. If we apply this method to a heteroscedastic linear problem, we can estimate all the parameters involved in the model. Furthermore, we ...