2020
DOI: 10.1017/9781108679930
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Mathematics for Machine Learning

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Cited by 271 publications
(140 citation statements)
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References 132 publications
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“…The training and test set were forwarded respectively to the training process, where the process of parameter tuning was done and the model was assessed in a process of cross-validation, and to the model selection step, which is detailed in the next paragraphs. It is important to keep the test split completely out of this process to avoid bias in the trained model [35]. Train-test cross-validation split methodology used in this paper.…”
Section: Machine Learningmentioning
confidence: 99%
“…The training and test set were forwarded respectively to the training process, where the process of parameter tuning was done and the model was assessed in a process of cross-validation, and to the model selection step, which is detailed in the next paragraphs. It is important to keep the test split completely out of this process to avoid bias in the trained model [35]. Train-test cross-validation split methodology used in this paper.…”
Section: Machine Learningmentioning
confidence: 99%
“…The hyperplane f w,b is learned during the "training" window and then evaluated in the development window to evaluate performance. Finally, Platt calibration, which fits a logistic regression model to the SVM scores, was used to transform the outputs of the SVM model into a probabilistic quantity, which we will call the state signal:ρ(f w,b = 1|Z PLS ) = 1 1+exp (Afw,b(ZPLS)+B) ,where the parameters A and B are optimized using gradient descent to minimize the cross-entropy error [41].…”
Section: The State Signalsmentioning
confidence: 99%
“…From Bolzano-Weierstrass theorem [39], there must be at least one accumulation point of the sequence {P k } +∞ k=1 . We denote one of the points P * = {L * , E * , M * }.…”
Section: Tensor Robust Principal Component Analysis With Non-convex Rmentioning
confidence: 99%
“…(see the proof of Proposition 3 of [30] and Remark 2.3. of [45]) and using the chain rule [39], we can deduce that…”
Section: Tensor Robust Principal Component Analysis With Non-convex Rmentioning
confidence: 99%
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