no code implementations • 24 Sep 2022 • Matthieu Darcy, Boumediene Hamzi, Giulia Livieri, Houman Owhadi, Peyman Tavallali
(2) Complete the graph (approximate unknown functions and random variables) via Maximum a Posteriori Estimation (given the data) with Gaussian Process (GP) priors on the unknown functions.
no code implementations • 22 Sep 2022 • Kshama Dwarakanath, Danial Dervovic, Peyman Tavallali, Svitlana S Vyetrenko, Tucker Balch
We propose a novel group of Gaussian Process based algorithms for fast approximate optimal stopping of time series with specific applications to financial markets.
1 code implementation • 24 Aug 2021 • Hamed Hamze Bajgiran, Pau Batlle Franch, Houman Owhadi, Mostafa Samir, Clint Scovel, Mahdy Shirdel, Michael Stanley, Peyman Tavallali
Although (C) leads to the identification of an optimal prior, its approximation suffers from the curse of dimensionality and the notion of risk is one that is averaged with respect to the distribution of the data.
1 code implementation • 7 Jun 2021 • Aryan Naim, Joseph Bowkett, Sisir Karumanchi, Peyman Tavallali, Brett Kennedy
K-Nearest Neighbors (KNN) search is a fundamental algorithm in artificial intelligence software with applications in robotics, and autonomous vehicles.
no code implementations • 18 Mar 2021 • Peyman Tavallali, Hamed Hamze Bajgiran, Danial J. Esaid, Houman Owhadi
The design and testing of supervised machine learning models combine two fundamental distributions: (1) the training data distribution (2) the testing data distribution.
no code implementations • 11 Feb 2021 • Pooya Tavallali, Vahid Behzadan, Peyman Tavallali, Mukesh Singhal
Through extensive experimental analysis, we demonstrate that (i) the proposed attack technique can deteriorate the accuracy of several models drastically, and (ii) under the proposed attack, the proposed defense technique significantly outperforms other conventional machine learning models in recovering the accuracy of the targeted model.
no code implementations • 16 Jul 2018 • Peyman Tavallali, Gary B. Doran Jr., Lukas Mandrake
Our method is based on the discretization of the action space.
no code implementations • 19 Jan 2017 • Peyman Tavallali, Marianne Razavi, Sean Brady
In this article, we propose a new algorithm for supervised learning methods, by which one can both capture the non-linearity in data and also find the best subset model.