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Tagged with online-algorithms algorithms
3 questions with no upvoted or accepted answers
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Improve HMM state estimation in latest data
I have a time-series dataset that is poisson-distributed, where each day I get a new additional datapoint. If I input all the data into a HMM (I am using code I found from hmmlearn in python) it does ...
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Regret bound of epsilon-greedy algorithm for multi-armed bandit problem
Consider $1$-subgaussian MAB with $n\geq 2$, consider the $\epsilon$-greedy algorithm: First choose each arm once and subsequently choose $A_t=\arg\max \hat \mu_i(t-1)$ with pr. $1-\epsilon_t$ and ...
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Algorithm to find centroid of historical datapoints without storing historical data
Is there an online learning algorithm for clustering that doesn't require storing historical data?
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