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检索条件"主题词=aggregating algorithm"
23 条 记 录,以下是1-10 订阅
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Iterative ridge regression using the aggregating algorithm *
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PATTERN RECOGNITION LETTERS 2022年 158卷 34-41页
作者: Jamil, Waqas Bouchachia, Abdelhamid Bournemouth Univ Dept Comp & Informat Poole BH12 5BB England
In this paper, regularised regression for sequential data is investigated and a new ridge regression algo-rithm is proposed. It uses the aggregating algorithm (AA) to devise an iterative version of ridge regression (I... 详细信息
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Practical investment with the long-short game
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ANNALS OF MATHEMATICS AND ARTIFICIAL INTELLIGENCE 2023年 1-32页
作者: Al-baghdadi, Najim Kalnishkan, Yuri Lindsay, David Lindsay, Sian Univ London Royal Holloway Dept Comp Sci Egham Hill Egham TW20 0EX Surrey England AlgoLabs Ocean House Bracknell RG12 1AX Berkshire England
In this paper we apply methods of prediction with expert advice to real-world foreign exchange trading data with the aim of finding effective investment strategies. We start with the framework of the long-short game, ... 详细信息
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Anomaly detection with superexperts under delayed feedback
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ANNALS OF MATHEMATICS AND ARTIFICIAL INTELLIGENCE 2023年 1-30页
作者: Dzhamtyrova, Raisa Maple, Carsten Univ London Ctr Reliable Machine Learning London England Univ London Dept Comp Sci Royal Holloway London England Univ Warwick Alan Turing Inst Warwick England Univ Warwick WMG Cyber Secur Ctr Warwick England
The increasing connectivity of data and cyber-physical systems has resulted in a growing number of cyber-attacks. Real-time detection of such attacks, through the identification of anomalous activity, is required so t... 详细信息
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Online Aggregation of Conformal Forecasting Systems
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JOURNAL OF COMMUNICATIONS TECHNOLOGY AND ELECTRONICS 2023年 第SUPPL 2期68卷 S239-S253页
作者: V'yugin, V. V. Trunov, V. G. Russian Acad Sci Kharkevich Inst Informat Transmiss Problems Moscow 127051 Russia
The problem of online probabilistic time series forecasting is considered. Probabilistic forecasts are obtained as a result of the application of conformal forecasting systems. The conformal forecasting system is defi... 详细信息
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The geometry and calculus of losses
The Journal of Machine Learning Research
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The Journal of Machine Learning Research 2023年 第1期24卷 16341-16412页
作者: Robert C. Williamson Zac Cranko University of Tübingen and Tübingen AI Center Germany Sydney Australia
Statistical decision problems lie at the heart of statistical machine learning. The simplest problems are multiclass classification and class probability estimation. Central to their definition is the choice of loss f... 详细信息
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Online aggregation of probability forecasts with confidence
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PATTERN RECOGNITION 2022年 121卷 108193-108193页
作者: V'yugin, Vladimir Trunov, Vladimir Russian Acad Sci Inst Informat Transmiss Problems Bolshoi Karetnyi Per 19GSP 4 Moscow 127994 Russia
The paper presents numerical experiments and some theoretical developments in prediction with expert advice (PEA). One experiment deals with predicting electricity consumption depending on temperature and uses real da... 详细信息
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Online Aggregation of Probabilistic Forecasts Based on the Continuous Ranked Probability Score
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JOURNAL OF COMMUNICATIONS TECHNOLOGY AND ELECTRONICS 2020年 第6期65卷 662-676页
作者: V'yugin, V. V. Trunov, V. G. Kharkevich Inst Informat Transmiss Problems Moscow 127051 Russia
Methods for generating predictions online and in the form of probability distributions of future outcomes are considered. The difference between the probabilistic forecast (probability distribution) and the numerical ... 详细信息
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Mixing Past Predictions  9
Mixing Past Predictions
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9th Symposium on Conformal and Probabilistic Predictions with Applications (COPA)
作者: Korotin, Alexander V'yugin, Vladimir Burnaev, Evgeny Skolkovo Inst Sci & Technol Moscow Russia Inst Informat Transmiss Problems Moscow Russia
In the framework of the theory of prediction with expert advice, we present an algorithm for online aggregation of the functional predictions. The approach implies that at each time step some algorithm issues a foreca... 详细信息
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Practical Investment with the Long-Short Game  9
Practical Investment with the Long-Short Game
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9th Symposium on Conformal and Probabilistic Predictions with Applications (COPA)
作者: Al-baghdadi, Najim Kalnishkan, Yuri Lindsay, David Lindsay, Sian Royal Holloway Univ London Dept Comp Sci Egham Surrey England Moscow Inst Phys & Technol Lab Adv Combinator & Network Applicat Inst Sky Per 9 Dolgoprudnyi 41701 Russia AlgoLabs Bracknell Berks England
In this paper we apply the aggregating algorithm, an on-line prediction with expert advice algorithm, to real-world foreign exchange trading data with the aim of finding investment strategies with optimal returns. We ... 详细信息
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Competitive Online Regression under Continuous Ranked Probability Score  8
Competitive Online Regression under Continuous Ranked Probab...
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8th Symposium on Conformal and Probabilistic Predictions with Applications (COPA)
作者: Dzhamtyrova, Raisa Kalnishkan, Yuri Royal Holloway Univ London Dept Comp Sci Egham Surrey England Moscow Inst Phys & Technol Lab Adv Combinator & Network Applicat Egham Surrey England
We consider the framework of competitive prediction when one provides guarantees compared to other predictive models that are called experts. We propose the algorithm that combines point predictions of an infinite poo... 详细信息
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