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AUSAI
2006
Springer
15 years 10 months ago
Efficient AUC Learning Curve Calculation
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...
Remco R. Bouckaert
ICML
2007
IEEE
16 years 7 months ago
Tracking value function dynamics to improve reinforcement learning with piecewise linear function approximation
Reinforcement learning algorithms can become unstable when combined with linear function approximation. Algorithms that minimize the mean-square Bellman error are guaranteed to co...
Chee Wee Phua, Robert Fitch
AUTOMATICA
2006
76views more  AUTOMATICA 2006»
15 years 6 months ago
Nonlinear robust performance analysis using complex-step gradient approximation
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...
Jongrae Kim, Declan G. Bates, Ian Postlethwaite
ORL
2008
124views more  ORL 2008»
15 years 6 months ago
Sample average approximation of expected value constrained stochastic programs
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...
Wei Wang, Shabbir Ahmed
CAGD
2005
72views more  CAGD 2005»
15 years 6 months ago
Parametrization of approximate algebraic surfaces by lines
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 ...
Sonia Pérez-Díaz, Juana Sendra, J. R...