4 papers
Incremental Real-Time Personalization in Human Activity Recognition Using Domain Adaptive Batch Normalization
Alan Mazankiewicz, Klemens Böhm, Mario Bergés
Human Activity Recognition (HAR) from devices like smartphone accelerometers is a fundamental problem in ubiquitous computing. Machine learning based recognition models often perfo…
Active Learning of SVDD Hyperparameter Values
Holger Trittenbach, Klemens Böhm, Ira Assent
Support Vector Data Description is a popular method for outlier detection. However, its usefulness largely depends on selecting good hyperparameter values -- a difficult problem th…
Monte Carlo Dependency Estimation
Edouard Fouché, Klemens Böhm
Estimating the dependency of variables is a fundamental task in data analysis. Identifying the relevant attributes in databases leads to better data understanding and also improves…
Connecting Sharpe ratio and Student t-statistic, and beyond
Eric Benhamou
Sharpe ratio is widely used in asset management to compare and benchmark funds and asset managers. It computes the ratio of the excess return over the strategy standard deviation.…