Nonparametric Compositional Stochastic Optimization for Risk-Sensitive Kernel Learning.
Amrit Singh BediAlec KoppelKetan RajawatPanchajanya SanyalPublished in: IEEE Trans. Signal Process. (2021)
Keyphrases
- stochastic optimization
- risk sensitive
- kernel learning
- kernel function
- kernel matrix
- multiple kernel learning
- kernel methods
- support vector regression
- semi supervised
- optimal control
- utility function
- multistage
- learning tasks
- markov decision processes
- dimensionality reduction
- input space
- multi task learning
- linear program
- linear programming
- robust optimization
- feature selection