Search Results for author: Ali Eshragh

Found 7 papers, 0 papers with code

SALSA: Sequential Approximate Leverage-Score Algorithm with Application in Analyzing Big Time Series Data

no code implementations30 Dec 2023 Ali Eshragh, Luke Yerbury, Asef Nazari, Fred Roosta, Michael W. Mahoney

We demonstrate that, with high probability, the accuracy of SALSA's approximations is within $(1 + O({\varepsilon}))$ of the true leverage scores.

Time Series

A Hybrid Statistical-Machine Learning Approach for Analysing Online Customer Behavior: An Empirical Study

no code implementations1 Dec 2022 Saed Alizami, Kasun Bandara, Ali Eshragh, Foaad Iravani

While most mere machine learning methods are plagued by the lack of interpretability in practice, our novel hybrid approach will address this practical issue by generating explainable output.

Marketing

Toeplitz Least Squares Problems, Fast Algorithms and Big Data

no code implementations24 Dec 2021 Ali Eshragh, Oliver Di Pietro, Michael A. Saunders

In time series analysis, when fitting an autoregressive model, one must solve a Toeplitz ordinary least squares problem numerous times to find an appropriate model, which can severely affect computational times with large data sets.

Time Series Time Series Analysis

LSAR: Efficient Leverage Score Sampling Algorithm for the Analysis of Big Time Series Data

no code implementations27 Nov 2019 Ali Eshragh, Fred Roosta, Asef Nazari, Michael W. Mahoney

We first develop a new fast algorithm to estimate the leverage scores of an autoregressive (AR) model in big data regimes.

Time Series Time Series Analysis

Learning to Project in Multi-Objective Binary Linear Programming

no code implementations30 Jan 2019 Alvaro Sierra-Altamiranda, Hadi Charkhgard, Iman Dayarian, Ali Eshragh, Sorna Javadi

We also present several generic features/variables that can be used in machine learning techniques for identifying the best projected space.

BIG-bench Machine Learning

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