Abstract The twin support vector machine improves the classification performance of by solving two small quadratic programming problems. However, this method has following defects: (1) For and some its variants, constructed models use a hinge loss function, which is sensitive to noise unstable in resampling. (2) need be converted from original space dual space, their time complexity high. To fu...

Policy search is a successful approach to reinforcement learning. However, policy improvements often result in the loss of information. Hence, it has been marred by premature convergence and implausible solutions. As first suggested in the context of covariant or natural policy gradients, many of these problems may be addressed by constraining the information loss. In this paper, we continue th...

Worst-case analysis of the game assumes, by definition, that the adversary is trying to minimize the learner’s regret without any restrictions on the resources it uses while doing so. In practice, however, it may not be necessary (or indeed desirable) to get bounds of this kind—real-world data are typically generated by processes of bounded computational power, memory, etc., and it would be use...

We consider the optimal selection of portfolios for utility maximizing investors under joint budget and shortfall risk constraints. The shortfall risk is measured in terms of the expected loss. Depending on the parameters of the risk constraint we show existence of an optimal solution and uniqueness of the corresponding Lagrange multipliers. Using Malliavin calculus we also provide the optimal ...

We study the so-called Skorokhod reflection problem (SRP) posed for real-valued functions defined on a partially ordered set (poset), when there are two boundaries, considered also to be functions of the poset. The problem is to constrain the function between the boundaries by adding and subtracting nonnegative nondecreasing (NN) functions in the most efficient way. We show existence and unique...

Ethical decision making is vulnerable to the forces of automaticity. People behave differently in the face of a potential loss versus a potential gain, even when the two situations are transparently identical. Across three experiments, decision makers engaged in more unethical behavior if a decision was presented in a loss frame than if the decision was presented in a gain frame. In Experiment ...

In this paper, global uniform exponential stability of perturbed dynamical systems is studied by using Lyapunov techniques. The system presents a perturbation term which is bounded by an integrable function with the assumption that the nominal system is globally uniformly exponentially stable. Some examples in dimensional two are given to illustrate the applicability of the main results.