YCML A Machine Learning framework for Objective-C and Swift (OS X / iOS) …
Gaussian Process Autoregressive Regression Model (GPAR) Multi-output regression models must exploit dependencies between outputs to maximise predictive performance. The application of Gaussian processes (GPs) to this setting typically yields models that are computationally demanding and have limited representational power. We present the Gaussian Process Autoregressive Regression (GPAR) model, a scalable multi-output GP model that is able to capture nonlinear, possibly input-varying, dependencies between outputs in a simple and tractable way: the product rule is used to decompose the joint distribution over the outputs into a set of conditionals, each of which is modelled by a standard GP. GPAR’s efficacy is demonstrated on a variety of synthetic and real-world problems, outperforming existing GP models and achieving state-of-the-art performance on the tasks with existing benchmarks. …
Randomized Weighted Majority Algorithm (RWMA) The randomized weighted majority algorithm is an algorithm in machine learning theory. It improves the mistake bound of the weighted majority algorithm. Imagine that every morning before the stock market opens, we get a prediction from each of our ‘experts’ about whether the stock market will go up or down. Our goal is to somehow combine this set of predictions into a single prediction that we then use to make a buy or sell decision for the day. The RWMA gives us a way to do this combination such that our prediction record will be nearly as good as that of the single best expert in hindsight. ➘ “Weighted Majority Algorithm” …
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