Search Results for author: Loris Cannelli

Found 3 papers, 1 papers with code

Gradient-based bilevel optimization for multi-penalty Ridge regression through matrix differential calculus

1 code implementation23 Nov 2023 Gabriele Maroni, Loris Cannelli, Dario Piga

Common regularization algorithms for linear regression, such as LASSO and Ridge regression, rely on a regularization hyperparameter that balances the tradeoff between minimizing the fitting error and the norm of the learned model coefficients.

Bilevel Optimization L2 Regularization +1

Split-Boost Neural Networks

no code implementations6 Sep 2023 Raffaele Giuseppe Cestari, Gabriele Maroni, Loris Cannelli, Dario Piga, Simone Formentin

The calibration and training of a neural network is a complex and time-consuming procedure that requires significant computational resources to achieve satisfactory results.

Hedging using reinforcement learning: Contextual $k$-Armed Bandit versus $Q$-learning

no code implementations3 Jul 2020 Loris Cannelli, Giuseppe Nuti, Marzio Sala, Oleg Szehr

In this article, the hedging problem is viewed as an instance of a risk-averse contextual $k$-armed bandit problem, which is motivated by the simplicity and sample-efficiency of the architecture.

Friction Q-Learning +2

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