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A Fast and Simple Algorithm for computing the MLE of Amplitude Density Function Parameters

arXiv.org Machine Learning

Over the last decades, the family of $\alpha$-stale distributions has proven to be useful for modelling in telecommunication systems. Particularly, in the case of radar applications, finding a fast and accurate estimation for the amplitude density function parameters appears to be very important. In this work, the maximum likelihood estimator (MLE) is proposed for parameters of the amplitude distribution. To do this, the amplitude data are \emph{projected} on the horizontal and vertical axes using two simple transformations. It is proved that the \emph{projected} data follow a zero-location symmetric $\alpha$-stale distribution for which the MLE can be computed quite fast. The average of computed MLEs based on two \emph{projections} is considered as estimator for parameters of the amplitude distribution. Performance of the proposed \emph{projection} method is demonstrated through simulation study and analysis of two sets of real radar data.


Taming the Monster: A Fast and Simple Algorithm for Contextualized Bandits • /r/MachineLearning

@machinelearnbot

Abstract: We present a new algorithm for the contextual bandit learning problem, where the learner repeatedly takes one of K actions in response to the observed context, and observes the reward only for that chosen action. Our method assumes access to an oracle for solving fully supervised cost-sensitive classification problems and achieves the statistically optimal regret guarantee with only O ( p KT / log N) oracle calls across all T rounds, where N is the number of policies in the policy class we compete against. By doing so, we obtain the most practical contextual bandit learning algorithm amongst approaches that work for general policy classes. We further conduct a proof-of-concept experiment which demonstrates the excellent computational and prediction performance of (an online variant of) our algorithm relative to several baselines.