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JMLR
2012
13 years 9 months ago
PAC-Bayes-Bernstein Inequality for Martingales and its Application to Multiarmed Bandits
We develop a new tool for data-dependent analysis of the exploration-exploitation trade-off in learning under limited feedback. Our tool is based on two main ingredients. The fi...
Yevgeny Seldin, Nicolò Cesa-Bianchi, Peter ...
JMLR
2012
13 years 9 months ago
Sparse Higher-Order Principal Components Analysis
Traditional tensor decompositions such as the CANDECOMP / PARAFAC (CP) and Tucker decompositions yield higher-order principal components that have been used to understand tensor d...
Genevera Allen
JMLR
2012
13 years 9 months ago
Maximum Margin Temporal Clustering
Temporal Clustering (TC) refers to the factorization of multiple time series into a set of non-overlapping segments that belong to k temporal clusters. Existing methods based on e...
Minh Hoai Nguyen, Fernando De la Torre
JMLR
2012
13 years 9 months ago
Fast interior-point inference in high-dimensional sparse, penalized state-space models
We present an algorithm for fast posterior inference in penalized high-dimensional state-space models, suitable in the case where a few measurements are taken in each time step. W...
Eftychios A. Pnevmatikakis, Liam Paninski
JMLR
2012
13 years 9 months ago
Beyond Logarithmic Bounds in Online Learning
We prove logarithmic regret bounds that depend on the loss L∗ T of the competitor rather than on the number T of time steps. In the general online convex optimization setting, o...
Francesco Orabona, Nicolò Cesa-Bianchi, Cla...
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