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Showing 2017 · cs.LGShow all
2 papers · 2 filters
cs.LG2017★ 1 cited
Online Forecasting Matrix Factorization
San Gultekin, John Paisley
In this paper the problem of forecasting high dimensional time series is considered. Such time series can be modeled as matrices where each column denotes a measurement. In additio…
cs.LG2017★ 39 cited
Improving the Expected Improvement Algorithm
Chao Qin, Diego Klabjan, Daniel Russo
The expected improvement (EI) algorithm is a popular strategy for information collection in optimization under uncertainty. The algorithm is widely known to be too greedy, but neve…