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05/31/2023
A Nested Matrix-Tensor Model for Noisy Multi-view Clustering
In this paper, we propose a nested matrix-tensor model which extends the...
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04/27/2023
One-Step Distributional Reinforcement Learning
Reinforcement learning (RL) allows an agent interacting sequentially wit...
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12/28/2021
Robustness and risk management via distributional dynamic programming
In dynamic programming (DP) and reinforcement learning (RL), an agent le...
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02/12/2020
Weighted Empirical Risk Minimization: Sample Selection Bias Correction based on Importance Sampling
We consider statistical learning problems, when the distribution P' of t...
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10/15/2018
Dimensionality Reduction and (Bucket) Ranking: a Mass Transportation Approach
Whereas most dimensionality reduction techniques (e.g. PCA, ICA, NMF) fo...
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05/08/2018
Profitable Bandits
Originally motivated by default risk management applications, this paper...
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01/17/2018
Ranking Data with Continuous Labels through Oriented Recursive Partitions
We formulate a supervised learning problem, referred to as continuous ra...
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07/27/2017