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ICASSP
2010
IEEE
15 years 4 months ago
Fixed-budget kernel recursive least-squares
We present a kernel-based recursive least-squares (KRLS) algorithm on a fixed memory budget, capable of recursively learning a nonlinear mapping and tracking changes over time. I...
Steven Van Vaerenbergh, Ignacio Santamaría,...
CACM
2010
105views more  CACM 2010»
15 years 4 months ago
Censored exploration and the dark pool problem
We introduce and analyze a natural algorithm for multi-venue exploration from censored data, which is motivated by the Dark Pool Problem of modern quantitative finance. We prove t...
Kuzman Ganchev, Yuriy Nevmyvaka, Michael Kearns, J...
CORR
2010
Springer
114views Education» more  CORR 2010»
15 years 4 months ago
On the Stability of Empirical Risk Minimization in the Presence of Multiple Risk Minimizers
Abstract--Recently Kutin and Niyogi investigated several notions of algorithmic stability--a property of a learning map conceptually similar to continuity--showing that training-st...
Benjamin I. P. Rubinstein, Aleksandr Simma
CORR
2008
Springer
94views Education» more  CORR 2008»
15 years 4 months ago
A Toolkit for Scalable Spreadsheet Visualization
This paper presents a toolkit for spreadsheet visualization based on logical areas, semantic classes and data Logical areas, semantic classes and data modules are abstract represe...
Markus Clermont
CORR
2008
Springer
92views Education» more  CORR 2008»
15 years 4 months ago
Convex Sparse Matrix Factorizations
We present a convex formulation of dictionary learning for sparse signal decomposition. Convexity is obtained by replacing the usual explicit upper bound on the dictionary size by...
Francis Bach, Julien Mairal, Jean Ponce