Gittens Index

Consider the multi-arm bandit problem where each arm has an unknown probability of paying either 0 or 1, and a specified payoff discount factor of x (i.e. for two successive payoffs, the second is valued at x% of the first, where x < 100%).  The Gittens index is [...]

Comments Off on Gittens Index

Cold Start Problem

There are various ways to recommend additional products to an online purchaser, and the most effective ones rely on prior purchase or rating history -

Comments Off on Cold Start Problem


Autoregressive refers to time series forecasting models (AR models) in which the independent variables (predictors) are prior values of the time series itself.

Comments Off on Autoregressive