1 code implementation • 23 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.
no code implementations • 6 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.
no code implementations • 3 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.