Learn to build Toxic Question Classifier engine with BERT and TensorFlow 2.4. A Powerful Skill at Your Fingertips Learning the fundamentals of text classification h puts a powerful and very useful tool at your fingertips. Python and Jupyter are free, easy to learn, have excellent documentation. Text classification is a fundamental task in natural language processing (NLP) world. No prior knowledge of word embedding or BERT is assumed.

Motivated by online decision-making in time-varying combinatorial environments, we study the problem of transforming offline algorithms to their online counterparts. We focus on offline combinatorial problems that are amenable to a constant factor approximation using a greedy algorithm that is robust to local errors. For such problems, we provide a general framework that efficiently transforms offline robust greedy algorithms to online ones using Blackwell approachability. We show that the resulting online algorithms have $O(\sqrt{T})$ (approximate) regret under the full information setting. We further introduce a bandit extension of Blackwell approachability that we call Bandit Blackwell approachability. We leverage this notion to transform greedy robust offline algorithms into a $O(T^{2/3})$ (approximate) regret in the bandit setting. Demonstrating the flexibility of our framework, we apply our offline-to-online transformation to several problems at the intersection of revenue management, market design, and online optimization, including product ranking optimization in online platforms, reserve price optimization in auctions, and submodular maximization. We show that our transformation, when applied to these applications, leads to new regret bounds or improves the current known bounds.

We study online learning for optimal allocation when the resource to be allocated is time. Examples of possible applications include a driver filling a day with rides, a landlord renting an estate, etc. Following our initial motivation, a driver receives ride proposals sequentially according to a Poisson process and can either accept or reject a proposed ride. If she accepts the proposal, she is busy for the duration of the ride and obtains a reward that depends on the ride duration. If she rejects it, she remains on hold until a new ride proposal arrives. We study the regret incurred by the driver first when she knows her reward function but does not know the distribution of the ride duration, and then when she does not know her reward function, either. Faster rates are finally obtained by adding structural assumptions on the distribution of rides or on the reward function. This natural setting bears similarities with contextual (one-armed) bandits, but with the crucial difference that the normalized reward associated to a context depends on the whole distribution of contexts.

Are you looking for the Best Free Online Courses for Machine Learning & Artificial Intelligence? If yes, then this article will definitely help you and provide the 60 best free online courses for machine learning & artificial intelligence from various platforms. I would recommend you bookmark this article for future reference. Because this article will not only provide free courses but also saves your searching time for different free courses for machine learning and artificial intelligence. So without any further ado, let's get started- For your convenience, I have created a table, so that you can filter out the course according to your need.

We study the problem of Online Convex Optimization (OCO) with memory, which allows loss functions to depend on past decisions and thus captures temporal effects of learning problems. In this paper, we introduce dynamic policy regret as the performance measure to design algorithms robust to non-stationary environments, which competes algorithms' decisions with a sequence of changing comparators. We propose a novel algorithm for OCO with memory that provably enjoys an optimal dynamic policy regret. The key technical challenge is how to control the switching cost, the cumulative movements of player's decisions, which is neatly addressed by a novel decomposition of dynamic policy regret and an appropriate meta-expert structure. Furthermore, we generalize the results to the problem of online non-stochastic control, i.e., controlling a linear dynamical system with adversarial disturbance and convex loss functions. We derive a novel gradient-based controller with dynamic policy regret guarantees, which is the first controller competitive to a sequence of changing policies.

Looking for Artificial Intelligence Tutorial to learn introduction to artificial intelligence? Grab the list of Best Artificial Intelligence Courses Online, Tutorials, and Training are offered by a number of massive open online course (MOOC) providers like Udemy, Coursera, and edX. Artificial Intelligence (AI) and machine intelligence are the most booming topics in every industry now. Some of these popular MOOC providers offer some in-depth artificial intelligence programs. The list of the Best Artificial Intelligence Certification is often taught by industry top AI researchers or experts and you will learn the best applications of artificial intelligence.

We introduce the technique of generic chaining and majorizing measures for controlling sequential Rademacher complexity. We relate majorizing measures to the notion of fractional covering numbers, which we show to be dominated in terms of sequential scale-sensitive dimensions in a horizon-independent way, and, under additional complexity assumptions establish a tight control on worst-case sequential Rademacher complexity in terms of the integral of sequential scale-sensitive dimension. Finally, we establish a tight contraction inequality for worst-case sequential Rademacher complexity. The above constitutes the resolution of a number of outstanding open problems in extending the classical theory of empirical processes to the sequential case, and, in turn, establishes sharp results for online learning.

Which classes can be learned properly in the online model? -- that is, by an algorithm that at each round uses a predictor from the concept class. While there are simple and natural cases where improper learning is necessary, it is natural to ask how complex must the improper predictors be in such cases. Can one always achieve nearly optimal mistake/regret bounds using "simple" predictors? In this work, we give a complete characterization of when this is possible, thus settling an open problem which has been studied since the pioneering works of Angluin (1987) and Littlestone (1988). More precisely, given any concept class C and any hypothesis class H, we provide nearly tight bounds (up to a log factor) on the optimal mistake bounds for online learning C using predictors from H. Our bound yields an exponential improvement over the previously best known bound by Chase and Freitag (2020). As applications, we give constructive proofs showing that (i) in the realizable setting, a near-optimal mistake bound (up to a constant factor) can be attained by a sparse majority-vote of proper predictors, and (ii) in the agnostic setting, a near-optimal regret bound (up to a log factor) can be attained by a randomized proper algorithm. A technical ingredient of our proof which may be of independent interest is a generalization of the celebrated Minimax Theorem (von Neumann, 1928) for binary zero-sum games. A simple game which fails to satisfy Minimax is "Guess the Larger Number", where each player picks a number and the larger number wins. The payoff matrix is infinite triangular. We show this is the only obstruction: if a game does not contain triangular submatrices of unbounded sizes then the Minimax Theorem holds. This generalizes von Neumann's Minimax Theorem by removing requirements of finiteness (or compactness), and captures precisely the games of interest in online learning.

Then this course is for you!! This course has been practically and carefully designed by industry experts to offer the best way of learning Data Science and Machine Learning the practical way with hands-on projects throughout the course. This course will help you learn complex Data Science concepts and machine learning algorithms the practical way for easier understanding. We will walk you through step-by-step on each topic explaining each line of code for your understanding. There is going to be a lot of fun, excited, and robust projects to better understand each concept under each topic.

Students should have strong coding skills and some familiarity with equity markets. No finance or machine learning experience is assumed. Note that this course serves students focusing on computer science, as well as students in other majors such as industrial systems engineering, management, or math who have different experiences. All types of students are welcome! The ML topics might be "review" for CS students, while finance parts will be review for finance students.