Learning Management
Online Learning with a Hint
Dekel, Ofer, flajolet, arthur, Haghtalab, Nika, Jaillet, Patrick
We study a variant of online linear optimization where the player receives a hint about the loss function at the beginning of each round. The hint is given in the form of a vector that is weakly correlated with the loss vector on that round. We show that the player can benefit from such a hint if the set of feasible actions is sufficiently round. Specifically, if the set is strongly convex, the hint can be used to guarantee a regret of O(log(T)), and if the set is q-uniformly convex for q\in(2,3), the hint can be used to guarantee a regret of o(sqrt{T}). In contrast, we establish Omega(sqrt{T}) lower bounds on regret when the set of feasible actions is a polyhedron.
Online Learning with Transductive Regret
We study online learning with the general notion of transductive regret, that is regret with modification rules applying to expert sequences (as opposed to single experts) that are representable by weighted finite-state transducers. We show how transductive regret generalizes existing notions of regret, including: (1) external regret; (2) internal regret; (3) swap regret; and (4) conditional swap regret. We present a general and efficient online learning algorithm for minimizing transductive regret. We further extend that to design efficient algorithms for the time-selection and sleeping expert settings. A by-product of our study is an algorithm for swap regret, which, under mild assumptions, is more efficient than existing ones, and a substantially more efficient algorithm for time selection swap regret.
Online Learning for Multivariate Hawkes Processes
Yang, Yingxiang, Etesami, Jalal, He, Niao, Kiyavash, Negar
We develop a nonparametric and online learning algorithm that estimates the triggering functions of a multivariate Hawkes process (MHP). The approach we take approximates the triggering function $f_{i,j}(t)$ by functions in a reproducing kernel Hilbert space (RKHS), and maximizes a time-discretized version of the log-likelihood, with Tikhonov regularization. Theoretically, our algorithm achieves an $\calO(\log T)$ regret bound. Numerical results show that our algorithm offers a competing performance to that of the nonparametric batch learning algorithm, with a run time comparable to the parametric online learning algorithm.
Online Learning of Optimal Bidding Strategy in Repeated Multi-Commodity Auctions
Baltaoglu, M. Sevi, Tong, Lang, Zhao, Qing
We study the online learning problem of a bidder who participates in repeated auctions. With the goal of maximizing his T-period payoff, the bidder determines the optimal allocation of his budget among his bids for $K$ goods at each period. As a bidding strategy, we propose a polynomial-time algorithm, inspired by the dynamic programming approach to the knapsack problem. The proposed algorithm, referred to as dynamic programming on discrete set (DPDS), achieves a regret order of $O(\sqrt{T\log{T}})$. By showing that the regret is lower bounded by $\Omega(\sqrt{T})$ for any strategy, we conclude that DPDS is order optimal up to a $\sqrt{\log{T}}$ term. We evaluate the performance of DPDS empirically in the context of virtual trading in wholesale electricity markets by using historical data from the New York market. Empirical results show that DPDS consistently outperforms benchmark heuristic methods that are derived from machine learning and online learning approaches.
15 Minute Guide to Choose Effective Courses for Machine Learning and Data Science
Bill Gates proclaimed in a recent graduation ceremony, that artificial intelligence (AI), energy, and bio science are three most exciting and rewarding career choices today's young college graduates can choose from. I have come to believe strongly that some of the most important questions of our generation - related to sustainability, energy generation and distribution, transportation, access to basic amenities of life etc., are dependent on how intelligently we can mix the the first two branches of knowledge Mr. Gates mentions. In other words, the world of physical electronics (semiconductor industry comprises a central portion of that world), must do more to embrace fully the fruits of information technology and new developments in AI or data science. I wanted to learn, but where to start? I am a semiconductor professional with 8 years of post-PhD experience in a top technology company.
Forecasting Models with R Udemy
It explores main concepts from basic to expert level which can help you achieve better grades, develop your academic career, apply your knowledge at work or make business forecasting related decisions. Learning forecasting methods and models is indispensable for business or financial analysts in areas such as sales and financial forecasting, inventory optimization, demand and operations planning, and cash flow management. It is also essential for academic careers in data science, applied statistics, operations research, economics, econometrics and quantitative finance. And it is necessary for any business forecasting related decision. But as learning curve can become steep as complexity grows, this course helps by leading you through step by step real world practical examples for greater effectiveness.
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It explores main concepts from basic to expert level which can help you achieve better grades, develop your academic career, apply your knowledge at work or do research as experienced investor. Learning stock technical analysis is indispensable for finance careers in areas such as equity research and equity trading. It is also essential for academic careers in quantitative finance. And it is necessary for experienced investors stock technical trading research and development. But as learning curve can become steep as complexity grows, this course helps by leading you step by step using S&P 500 Index ETF prices historical data for back-testing to achieve greater effectiveness.
Deep Learning and Computer Vision A-Z : OpenCV, SSD & GANs
You've definitely heard of AI and Deep Learning. But when you ask yourself, what is my position with respect to this new industrial revolution, that might lead you to another fundamental question: am I a consumer or a creator? For most people nowadays, the answer would be, a consumer. But what if you could also become a creator? What if there was a way for you to easily break into the World of Artificial Intelligence and build amazing applications which leverage the latest technology to make the World a better place?
机器学习 A-Z (Machine Learning A-Z in Chinese) Udemy
Then this course is for you! This course has been designed by two professional Data Scientists so that we can share our knowledge and help you learn complex theory, algorithms and coding libraries in a simple way. We will walk you step-by-step into the World of Machine Learning. With every tutorial you will develop new skills and improve your understanding of this challenging yet lucrative sub-field of Data Science. This course is fun and exciting, but at the same time we dive deep into Machine Learning.