3 papers
q-fin.TR2019
Reinforcement Learning: Prediction, Control and Value Function Approximation
Haoqian Li, Thomas Lau
With the increasing power of computers and the rapid development of self-learning methodologies such as machine learning and artificial intelligence, the problem of constructing an…
stat.ML2019
A Review of Changepoint Detection Models
Yixiao Li, Gloria Lin, Thomas Lau +1
The objective of the change-point detection is to discover the abrupt property changes lying behind the time-series data. In this paper, we firstly summarize the definition and in-…
stat.ML2019
Gradient Boosting Machine: A Survey
Zhiyuan He, Danchen Lin, Thomas Lau +1
In this survey, we discuss several different types of gradient boosting algorithms and illustrate their mathematical frameworks in detail: 1. introduction of gradient boosting lead…