49 search results - page 1 / 10 » Universal Switching Linear Least Squares Prediction |
TSP
2008
13 years 5 months ago
2008
We consider sequential regression of individual sequences under the square error loss. Using a competitive algorithm framework, we construct a sequential algorithm that can achieve...
TIT
2002
13 years 5 months ago
2002
We consider the problem of sequential linear prediction of real-valued sequences under the square-error loss function. For this problem, a prediction algorithm has been demonstrate...
ICML
1999
IEEE
14 years 6 months ago
1999
IEEE
Excerpted from: Boyan, Justin. Learning Evaluation Functions for Global Optimization. Ph.D. thesis, Carnegie Mellon University, August 1998. (Available as Technical Report CMU-CS-...
TSP
2008
13 years 5 months ago
2008
Since the seminal work of Stein in the 1950s, there has been continuing research devoted to improving the total meansquared error (MSE) of the least-squares (LS) estimator in the l...
JMLR
2010
13 years 7 days ago
2010
We prove the statistical consistency of kernel Partial Least Squares Regression applied to a bounded regression learning problem on a reproducing kernel Hilbert space. Partial Lea...