1 citations · 1 across the 7 of their papers we have counts for
3 papers · 1 filter
Sliding-Window Signatures as Features for Time Series Forecasting
Nina Drobac, Margaux Brégère, Margaux Br{é}g{è}re +2
The evolution of a time series is often influenced not only by its past values but also by external covariates, giving rise to forecasting with exogenous variables. Nonlinear and d…
Online Episodic Convex Reinforcement Learning
Bianca Marin Moreno, Khaled Eldowa, Pierre Gaillard +2
We study online learning in episodic finite-horizon Markov decision processes (MDPs) with convex objective functions, known as the concave utility reinforcement learning (CURL) pro…
AutoML Algorithms for Online Generalized Additive Model Selection: Application to Electricity Demand Forecasting
Keshav Das, Julie Keisler, Margaux Brégère +1
Electricity demand forecasting is key to ensuring that supply meets demand lest the grid would blackout. Reliable short-term forecasts may be obtained by combining a Generalized Ad…