Onenet: Enhancing time series forecasting models under concept drift by online ensembling

Q Wen, W Chen, L Sun, Z Zhang… - Advances in …, 2023 - proceedings.neurips.cc
Online updating of time series forecasting models aims to address the concept drifting
problem by efficiently updating forecasting models based on streaming data. Many …

Introduction to multi-armed bandits

A Slivkins - Foundations and Trends® in Machine Learning, 2019 - nowpublishers.com
Multi-armed bandits a simple but very powerful framework for algorithms that make
decisions over time under uncertainty. An enormous body of work has accumulated over the …

Foundations of machine learning

V Goar, NS Yadav - Intelligent Optimization Techniques for Business …, 2024 - igi-global.com
This chapter focuses on providing a complete grasp of the foundations of machine learning
(ML). Machine learning is a rapidly evolving domain with wide-ranging applications, from …

Stochastic multi-armed-bandit problem with non-stationary rewards

O Besbes, Y Gur, A Zeevi - Advances in neural information …, 2014 - proceedings.neurips.cc
In a multi-armed bandit (MAB) problem a gambler needs to choose at each round of play
one of K arms, each characterized by an unknown reward distribution. Reward realizations …

[BOEK][B] Multiagent systems: Algorithmic, game-theoretic, and logical foundations

Y Shoham, K Leyton-Brown - 2008 - books.google.com
Multiagent systems combine multiple autonomous entities, each having diverging interests
or different information. This overview of the field offers a computer science perspective, but …

[BOEK][B] Prediction, learning, and games

N Cesa-Bianchi, G Lugosi - 2006 - books.google.com
This important text and reference for researchers and students in machine learning, game
theory, statistics and information theory offers a comprehensive treatment of the problem of …

The nonstochastic multiarmed bandit problem

P Auer, N Cesa-Bianchi, Y Freund, RE Schapire - SIAM journal on computing, 2002 - SIAM
In the multiarmed bandit problem, a gambler must decide which arm of K nonidentical slot
machines to play in a sequence of trials so as to maximize his reward. This classical …

[PDF][PDF] Online convex programming and generalized infinitesimal gradient ascent

M Zinkevich - Proceedings of the 20th international conference on …, 2003 - cdn.aaai.org
Convex programming involves a convex set F⊆ Rn and a convex cost function c: F→ R. The
goal of convex programming is to find a point in F which minimizes c. In online convex …

Opinion dynamics and learning in social networks

D Acemoglu, A Ozdaglar - Dynamic Games and Applications, 2011 - Springer
We provide an overview of recent research on belief and opinion dynamics in social
networks. We discuss both Bayesian and non-Bayesian models of social learning and focus …

The multiplicative weights update method: a meta-algorithm and applications

S Arora, E Hazan, S Kale - Theory of computing, 2012 - theoryofcomputing.org
Algorithms in varied fields use the idea of maintaining a distribution over a certain set and
use the multiplicative update rule to iteratively change these weights. Their analyses are …