213 search results - page 1 / 43 » An approximative method for calculating performance measures... |
VALUETOOLS
2006
ACM
13 years 10 months ago
2006
ACM
We present a new approximation method called value extrapolation for Markov processes with large or infinite state spaces. The method can be applied for calculating any performan...
ICML
2010
IEEE
13 years 5 months ago
2010
IEEE
Approximate dynamic programming has been used successfully in a large variety of domains, but it relies on a small set of provided approximation features to calculate solutions re...
AUSAI
2006
Springer
13 years 8 months ago
2006
Springer
Abstract. A learning curve of a performance measure provides a graphical method with many benefits for judging classifier properties. The area under the ROC curve (AUC) is a useful...
JMLR
2006
2006
Geometric Variance Reduction in Markov Chains: Application to Value Function and Gradient Estimation
13 years 4 months ago
We study a sequential variance reduction technique for Monte Carlo estimation of functionals in Markov Chains. The method is based on designing sequential control variates using s...
SIGMETRICS
2000
ACM
13 years 9 months ago
2000
ACM
We present a new approximation algorithm based on an exact representation of the state space S, using decision diagrams, and of the transition rate matrix R, using Kronecker algeb...