Abstract. A learning curve of a performance measure provides a graphical method with many benefits for judging classifier properties. The area under the ROC curve (AUC) is a useful...
Reinforcement learning algorithms can become unstable when combined with linear function approximation. Algorithms that minimize the mean-square Bellman error are guaranteed to co...
In this paper, the complex-step method is applied in the setting of numerical optimisation problems involving dynamical systems modelled as nonlinear differential equations. The m...
We propose a sample average approximation (SAA) method for stochastic programming problems involving an expected value constraint. Such problems arise, for example, in portfolio s...
In this paper we present an algorithm for parametrizing approximate algebraic surfaces by lines. The algorithm is applicable to -irreducible algebraic surfaces of degree d having ...