The vast size of real world stochastic programming instances requires sampling to make them practically solvable. In this paper we extend the understanding of how sampling affects ...
"From an applications viewpoint, the main reason to study the subject of these notes is to help deal with the complexity of describing random, time-varying functions. A random...
Although tabular reinforcement learning (RL) methods have been proved to converge to an optimal policy, the combination of particular conventional reinforcement learning techniques...
Abstract--Suppose for a given classification or function approximation (FA) problem data are collected using sensors. From the output of the th sensor, features are extracted, ther...
We present a new sparse Gaussian Process (GP) model for regression. The key novel idea is to sparsify the spectral representation of the GP. This leads to a simple, practical algo...