Model selection is important in many areas of supervised learning. Given a dataset and a set of models for predicting with that dataset, we must choose the model which is expected...
Effective hospital capacity planning can not only significantly enhance the capability and effectiveness of the treatment provided to patients during a bioterrorist attack but can...
We consider a portfolio allocation problem where the objective function is a tail event such as probability of large portfolio losses. The dependence between assets is captured th...
Standard no-internal-regret (NIR) algorithms compute a fixed point of a matrix, and hence typically require O(n3 ) run time per round of learning, where n is the dimensionality of...
Bartlett et al (2006) recently proved that a ground condition for convex surrogates, classification calibration, ties up the minimization of the surrogates and classification risk...