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ICML
2006
IEEE
16 years 4 months ago
Algorithms for portfolio management based on the Newton method
We experimentally study on-line investment algorithms first proposed by Agarwal and Hazan and extended by Hazan et al. which achieve almost the same wealth as the best constant-re...
Amit Agarwal, Elad Hazan, Satyen Kale, Robert E. S...
ICML
2006
IEEE
16 years 4 months ago
R1-PCA: rotational invariant L1-norm principal component analysis for robust subspace factorization
Principal component analysis (PCA) minimizes the sum of squared errors (L2-norm) and is sensitive to the presence of outliers. We propose a rotational invariant L1-norm PCA (R1-PC...
Chris H. Q. Ding, Ding Zhou, Xiaofeng He, Hongyuan...
ICML
2006
IEEE
16 years 4 months ago
Predictive linear-Gaussian models of controlled stochastic dynamical systems
We introduce the controlled predictive linearGaussian model (cPLG), a model that uses predictive state to model discrete-time dynamical systems with real-valued observations and v...
Matthew R. Rudary, Satinder P. Singh
ICML
2006
IEEE
16 years 4 months ago
Fast and space efficient string kernels using suffix arrays
String kernels which compare the set of all common substrings between two given strings have recently been proposed by Vishwanathan & Smola (2004). Surprisingly, these kernels...
Choon Hui Teo, S. V. N. Vishwanathan
ICML
2006
IEEE
16 years 4 months ago
Topic modeling: beyond bag-of-words
Some models of textual corpora employ text generation methods involving n-gram statistics, while others use latent topic variables inferred using the "bag-of-words" assu...
Hanna M. Wallach