Browsing by Subject "Individual sequences"
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Item Open Access An efficient bandit algorithm for general weight assignments(IEEE, 2017) Gökçesu, Kaan; Ergen, Tolga; Çiftçi, S.; Kozat, Süleyman SerdarIn this paper, we study the adversarial multi armed bandit problem and present a generally implementable efficient bandit arm selection structure. Since we do not have any statistical assumptions on the bandit arm losses, the results in the paper are guaranteed to hold in an individual sequence manner. The introduced framework is able to achieve the optimal regret bounds by employing general weight assignments on bandit arm selection sequences. Hence, this framework can be used for a wide range of applications.Item Open Access Piecewise nonlinear regression via decision adaptive trees(IEEE, 2014-09) Vanlı, N. Denizcan; Sayın, Muhammed O.; Ergüt, S.; Kozat, Süleyman S.We investigate the problem of adaptive nonlinear regression and introduce tree based piecewise linear regression algorithms that are highly efficient and provide significantly improved performance with guaranteed upper bounds in an individual sequence manner. We partition the regressor space using hyperplanes in a nested structure according to the notion of a tree. In this manner, we introduce an adaptive nonlinear regression algorithm that not only adapts the regressor of each partition but also learns the complete tree structure with a computational complexity only polynomial in the number of nodes of the tree. Our algorithm is constructed to directly minimize the final regression error without introducing any ad-hoc parameters. Moreover, our method can be readily incorporated with any tree construction method as demonstrated in the paper. © 2014 EURASIP.