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...
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...
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...
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...
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 ...