Margin maximization in the hard-margin sense, proposed as feature elimination criterion by the MFE-LO method, is combined here with data radius utilization to further aim to lower generalization error, as several published bounds and bound-related formulations pertaining to lowering misclassification risk (or error) pe…
arXiv research
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This paper finds an MFE in large stochastic games using reinforcement learning.
Paper studies optimal tracking portfolio in mean field game of large fund competition.
Framework corrects model form errors in structural dynamics predictions.
This paper standardizes meta-features for classification datasets in meta-learning.
Framework predicts responses in misspecified systems using GPLFM and BNNs.
The paper analyzes competition among fund managers using excess logarithmic returns and constructs games to find optimal allocations.
New method models aptamer libraries as Boltzmann-weighted graph ensembles for better affinity predictions.