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ICASSP
2011
IEEE
14 years 1 months ago
Factor graph switching portfolios under transaction costs
We consider the sequential portfolio investment problem. Building on results in signal processing, machine learning, and other areas, we use factor graphs to develop new universal...
Andrew J. Bean, Andrew C. Singer
CC
2006
Springer
124views System Software» more  CC 2006»
15 years 1 months ago
Hybrid Optimizations: Which Optimization Algorithm to Use?
We introduce a new class of compiler heuristics: hybrid optimizations. Hybrid optimizations choose dynamically at compile time which optimization algorithm to apply from a set of d...
John Cavazos, J. Eliot B. Moss, Michael F. P. O'Bo...
ICASSP
2011
IEEE
14 years 1 months ago
Application specific loss minimization using gradient boosting
Gradient boosting is a flexible machine learning technique that produces accurate predictions by combining many weak learners. In this work, we investigate its use in two applica...
Bin Zhang, Abhinav Sethy, Tara N. Sainath, Bhuvana...
BMCBI
2008
114views more  BMCBI 2008»
14 years 10 months ago
Combining classifiers for improved classification of proteins from sequence or structure
Background: Predicting a protein's structural or functional class from its amino acid sequence or structure is a fundamental problem in computational biology. Recently, there...
Iain Melvin, Jason Weston, Christina S. Leslie, Wi...
ML
2002
ACM
178views Machine Learning» more  ML 2002»
14 years 9 months ago
Metric-Based Methods for Adaptive Model Selection and Regularization
We present a general approach to model selection and regularization that exploits unlabeled data to adaptively control hypothesis complexity in supervised learning tasks. The idea ...
Dale Schuurmans, Finnegan Southey