We present a new algorithm for minimizing a convex loss-function subject to regularization. Our framework applies to numerous problems in machine learning and statistics; notably,...
Many problems in machine learning and statistics can be formulated as (generalized) eigenproblems. In terms of the associated optimization problem, computing linear eigenvectors a...
— The least squares approach works efficiently in value function approximation, given appropriate basis functions. Because of its smoothness, the Gaussian kernel is a popular an...
Masashi Sugiyama, Hirotaka Hachiya, Christopher To...
We address the problem of automatically constructing basis functions for linear approximation of the value function of a Markov Decision Process (MDP). Our work builds on results ...
In this paper we focus on an interpretation of Gaussian radial basis functions (GRBF) which motivates extensions and learning strategies. Specifically, we show that GRBF regressio...