All Questions
Tagged with online-algorithms references
11 questions
5
votes
2
answers
254
views
What are good resources for online time series forecasting? [closed]
I have a project in which I'm given the state of the order book for a stock every 1ms, and I need to predict the return on the stock 2 minutes in the future using this information. I haven't been able ...
3
votes
1
answer
437
views
Recursive ARIMA
I am trying to implement recursive ARIMA that would just update the parameters with new data point, rather than re-estimate them from scratch, without taking into account the previous model.
What I ...
- 61
1
vote
0
answers
67
views
Books for non-statistician? [duplicate]
I have an educational background of biological sciences. I do not have formal education in mathematics or stats. I have been involved in medical research that has statistical methods like regression, ...
1
vote
0
answers
47
views
Predicting user selections based on previous answers and datetime
I'm completely new to machine learning and wish to implement it into my app to help my users travel between places. Let's say I have data (constantly updating data) that looks like this:
...
- 111
2
votes
1
answer
673
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Kernel exercise
I'm looking for any good reference that can help me to understand the following exercises about kernels and online learning.
A training set $(x_1, y_1), ...,(x_m, y_m)$ is generic iff $\mathbf{x}_i = ...
- 31
1
vote
1
answer
90
views
References for learning about online random forests
I am new to concepts of random forest. Can someone provide relevant sites where I could get learn more about using random forests to learn incoming data like an online algorithm?
4
votes
0
answers
150
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textbooks/literature/resources for online learning/ time series/ sequential analysis? [closed]
I have read (the contents page of) machine learning introductory textbooks such as Pattern Recognition and Machine Learning, Machine Learning A Probabilistic Perspective, and The Elements of ...
- 16.8k
4
votes
0
answers
180
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improve performance of finding rolling window maximum likelihood
There is data indexed by time:
$$
D_1, D_2, D_3, ..., D_T
$$
I have a model that I assume the parameter $\theta_t$ changes with time $t$.
As a result, I adapt a rolling window strategy:
$$
\theta_{...
- 431
7
votes
3
answers
315
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Online learning in practice
Is online learning / optimization used in practice? I saw a lot of papers, and they mention document ranking, stock prediction, online ad placements as examples applications of online learning. Is it ...
- 71
25
votes
1
answer
663
views
State of art streaming learning
I have been working with large data sets lately and found a lot of papers of streaming methods. To name a few:
Follow-the-Regularized-Leader and Mirror Descent:
Equivalence Theorems and L1 ...
- 10.4k
12
votes
1
answer
350
views
Online, scalable statistical methods
This was inspired by Efficient online linear regression, which I found very interesting. Are there any texts or resources devoted to large-scale statistical computing, by which computing with ...
- 435