PASCAL - Pattern Analysis, Statistical Modelling and Computational Learning

Taylor-based pseudo-metrics for random process fitting in dynamic programming
Sylvain Gelly, Jérémie Mary and Olivier Teytaud
In: PDMIA 2005, 2005, Lille.

Abstract

A study of representation of random processes in dynamic programming. Uses a Taylor expansion of the loss function.

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EPrint Type:Conference or Workshop Item (Paper)
Project Keyword:Project Keyword UNSPECIFIED
Subjects:Learning/Statistics & Optimisation
ID Code:1592
Deposited By:Olivier Teytaud
Deposited On:28 November 2005

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