289 citations · 1.2k across the 72 of their papers we have counts for
4 papers · 2 filters
Improved Strongly Adaptive Online Learning using Coin Betting
Kwang-Sung Jun, Francesco Orabona, Rebecca Willett +1
This paper describes a new parameter-free online learning algorithm for changing environments. In comparing against algorithms with the same time complexity as ours, we obtain a st…
Online Data Thinning via Multi-Subspace Tracking
Xin Jiang, Rebecca Willett
In an era of ubiquitous large-scale streaming data, the availability of data far exceeds the capacity of expert human analysts. In many settings, such data is either discarded or s…
Inference of High-dimensional Autoregressive Generalized Linear Models
Eric C. Hall, Garvesh Raskutti, Rebecca Willett
Vector autoregressive models characterize a variety of time series in which linear combinations of current and past observations can be used to accurately predict future observatio…
On Learning High Dimensional Structured Single Index Models
Nikhil Rao, Ravi Ganti, Laura Balzano +2
Single Index Models (SIMs) are simple yet flexible semi-parametric models for machine learning, where the response variable is modeled as a monotonic function of a linear combinati…