We propose a new penalty function which, when used as regularization for empirical risk minimization procedures, leads to sparse estimators. The support of the sparse vector is ty...
This work proposes a learning method for deep architectures that takes advantage of sequential data, in particular from the temporal coherence that naturally exists in unlabeled v...
We present tight surrogate regret bounds for the class of proper (i.e., Fisher consistent) losses. The bounds generalise the margin-based bounds due to Bartlett et al. (2006). The...
We present a novel technique for automated problem decomposition to address the problem of scalability in reinforcement learning. Our technique makes use of a set of near-optimal ...
Peng Zang, Peng Zhou, David Minnen, Charles Lee Is...
We propose an analytic moment-based filter for nonlinear stochastic dynamic systems modeled by Gaussian processes. Exact expressions for the expected value and the covariance matr...
Marc Peter Deisenroth, Marco F. Huber, Uwe D. Hane...