We consider the task of reinforcement learning with linear value function approximation. Temporal difference algorithms, and in particular the Least-Squares Temporal Difference (L...
Kernelizing partial least squares (PLS), an algorithm which has been particularly popular in chemometrics, leads to kernel PLS which has several interesting properties, including ...
We develop a cyclical blockwise coordinate descent algorithm for the multi-task Lasso that efficiently solves problems with thousands of features and tasks. The main result shows ...
We propose a sequential randomized algorithm, which at each step concentrates on functions having both low risk and low variance with respect to the previous step prediction functi...
Estimating multivariate location and scatter with both affine equivariance and positive breakdown has always been difficult. A well-known estimator which satisfies both properties...
Christophe Croux, Gentiane Haesbroeck, Peter J. Ro...