Statistical Reinforcement Learning

Statistical Reinforcement Learning
Author: Masashi Sugiyama
Publisher: CRC Press
Total Pages: 206
Release: 2015-03-16
Genre: Business & Economics
ISBN: 1439856907

Reinforcement learning (RL) is a framework for decision making in unknown environments based on a large amount of data. Several practical RL applications for business intelligence, plant control, and gaming have been successfully explored in recent years. Providing an accessible introduction to the field, this book covers model-based and model-free approaches, policy iteration, and policy search methods. It presents illustrative examples and state-of-the-art results, including dimensionality reduction in RL and risk-sensitive RL. The book provides a bridge between RL and data mining and machine learning research.

Statistical Machine Learning

Statistical Machine Learning
Author: Richard Golden
Publisher: CRC Press
Total Pages: 525
Release: 2020-06-24
Genre: Computers
ISBN: 1351051490

The recent rapid growth in the variety and complexity of new machine learning architectures requires the development of improved methods for designing, analyzing, evaluating, and communicating machine learning technologies. Statistical Machine Learning: A Unified Framework provides students, engineers, and scientists with tools from mathematical statistics and nonlinear optimization theory to become experts in the field of machine learning. In particular, the material in this text directly supports the mathematical analysis and design of old, new, and not-yet-invented nonlinear high-dimensional machine learning algorithms. Features: Unified empirical risk minimization framework supports rigorous mathematical analyses of widely used supervised, unsupervised, and reinforcement machine learning algorithms Matrix calculus methods for supporting machine learning analysis and design applications Explicit conditions for ensuring convergence of adaptive, batch, minibatch, MCEM, and MCMC learning algorithms that minimize both unimodal and multimodal objective functions Explicit conditions for characterizing asymptotic properties of M-estimators and model selection criteria such as AIC and BIC in the presence of possible model misspecification This advanced text is suitable for graduate students or highly motivated undergraduate students in statistics, computer science, electrical engineering, and applied mathematics. The text is self-contained and only assumes knowledge of lower-division linear algebra and upper-division probability theory. Students, professional engineers, and multidisciplinary scientists possessing these minimal prerequisites will find this text challenging yet accessible. About the Author: Richard M. Golden (Ph.D., M.S.E.E., B.S.E.E.) is Professor of Cognitive Science and Participating Faculty Member in Electrical Engineering at the University of Texas at Dallas. Dr. Golden has published articles and given talks at scientific conferences on a wide range of topics in the fields of both statistics and machine learning over the past three decades. His long-term research interests include identifying conditions for the convergence of deterministic and stochastic machine learning algorithms and investigating estimation and inference in the presence of possibly misspecified probability models.

Statistics for Machine Learning

Statistics for Machine Learning
Author: Pratap Dangeti
Publisher: Packt Publishing Ltd
Total Pages: 438
Release: 2017-07-21
Genre: Computers
ISBN: 1788291220

Build Machine Learning models with a sound statistical understanding. About This Book Learn about the statistics behind powerful predictive models with p-value, ANOVA, and F- statistics. Implement statistical computations programmatically for supervised and unsupervised learning through K-means clustering. Master the statistical aspect of Machine Learning with the help of this example-rich guide to R and Python. Who This Book Is For This book is intended for developers with little to no background in statistics, who want to implement Machine Learning in their systems. Some programming knowledge in R or Python will be useful. What You Will Learn Understand the Statistical and Machine Learning fundamentals necessary to build models Understand the major differences and parallels between the statistical way and the Machine Learning way to solve problems Learn how to prepare data and feed models by using the appropriate Machine Learning algorithms from the more-than-adequate R and Python packages Analyze the results and tune the model appropriately to your own predictive goals Understand the concepts of required statistics for Machine Learning Introduce yourself to necessary fundamentals required for building supervised & unsupervised deep learning models Learn reinforcement learning and its application in the field of artificial intelligence domain In Detail Complex statistics in Machine Learning worry a lot of developers. Knowing statistics helps you build strong Machine Learning models that are optimized for a given problem statement. This book will teach you all it takes to perform complex statistical computations required for Machine Learning. You will gain information on statistics behind supervised learning, unsupervised learning, reinforcement learning, and more. Understand the real-world examples that discuss the statistical side of Machine Learning and familiarize yourself with it. You will also design programs for performing tasks such as model, parameter fitting, regression, classification, density collection, and more. By the end of the book, you will have mastered the required statistics for Machine Learning and will be able to apply your new skills to any sort of industry problem. Style and approach This practical, step-by-step guide will give you an understanding of the Statistical and Machine Learning fundamentals you'll need to build models.

Statistical Methods for Dynamic Treatment Regimes

Statistical Methods for Dynamic Treatment Regimes
Author: Bibhas Chakraborty
Publisher: Springer Science & Business Media
Total Pages: 220
Release: 2013-07-23
Genre: Medical
ISBN: 1461474280

Statistical Methods for Dynamic Treatment Regimes shares state of the art of statistical methods developed to address questions of estimation and inference for dynamic treatment regimes, a branch of personalized medicine. This volume demonstrates these methods with their conceptual underpinnings and illustration through analysis of real and simulated data. These methods are immediately applicable to the practice of personalized medicine, which is a medical paradigm that emphasizes the systematic use of individual patient information to optimize patient health care. This is the first single source to provide an overview of methodology and results gathered from journals, proceedings, and technical reports with the goal of orienting researchers to the field. The first chapter establishes context for the statistical reader in the landscape of personalized medicine. Readers need only have familiarity with elementary calculus, linear algebra, and basic large-sample theory to use this text. Throughout the text, authors direct readers to available code or packages in different statistical languages to facilitate implementation. In cases where code does not already exist, the authors provide analytic approaches in sufficient detail that any researcher with knowledge of statistical programming could implement the methods from scratch. This will be an important volume for a wide range of researchers, including statisticians, epidemiologists, medical researchers, and machine learning researchers interested in medical applications. Advanced graduate students in statistics and biostatistics will also find material in Statistical Methods for Dynamic Treatment Regimes to be a critical part of their studies.

Reinforcement Learning, second edition

Reinforcement Learning, second edition
Author: Richard S. Sutton
Publisher: MIT Press
Total Pages: 549
Release: 2018-11-13
Genre: Computers
ISBN: 0262352702

The significantly expanded and updated new edition of a widely used text on reinforcement learning, one of the most active research areas in artificial intelligence. Reinforcement learning, one of the most active research areas in artificial intelligence, is a computational approach to learning whereby an agent tries to maximize the total amount of reward it receives while interacting with a complex, uncertain environment. In Reinforcement Learning, Richard Sutton and Andrew Barto provide a clear and simple account of the field's key ideas and algorithms. This second edition has been significantly expanded and updated, presenting new topics and updating coverage of other topics. Like the first edition, this second edition focuses on core online learning algorithms, with the more mathematical material set off in shaded boxes. Part I covers as much of reinforcement learning as possible without going beyond the tabular case for which exact solutions can be found. Many algorithms presented in this part are new to the second edition, including UCB, Expected Sarsa, and Double Learning. Part II extends these ideas to function approximation, with new sections on such topics as artificial neural networks and the Fourier basis, and offers expanded treatment of off-policy learning and policy-gradient methods. Part III has new chapters on reinforcement learning's relationships to psychology and neuroscience, as well as an updated case-studies chapter including AlphaGo and AlphaGo Zero, Atari game playing, and IBM Watson's wagering strategy. The final chapter discusses the future societal impacts of reinforcement learning.

Introduction to Statistical Relational Learning

Introduction to Statistical Relational Learning
Author: Lise Getoor
Publisher: MIT Press
Total Pages: 602
Release: 2007
Genre: Computer algorithms
ISBN: 0262072882

In 'Introduction to Statistical Relational Learning', leading researchers in this emerging area of machine learning describe current formalisms, models, and algorithms that enable effective and robust reasoning about richly structured systems and data.

Statistical Machine Learning with Applications

Statistical Machine Learning with Applications
Author: Gordon Ritter
Publisher:
Total Pages: 480
Release: 2021-07-30
Genre:
ISBN: 9789811232336

This unique compendium develops a general approach to building models of economic and financial processes, with a focus on statistical learning techniques that scale to large data sets. It introduces the key elements of a parametric statistical model: likelihood, prior, and posterior, and show how to use them to make predictions.The book covers classical techniques such as multiple regression and the Kalman filter in a clear, accessible style that has been popular with students, but also includes detailed treatments of state-of-the-art models, highlighting tree-based methods, support vector machines and kernel methods, deep learning, and reinforcement learning. Theories are supplemented by real-world examples.This reference text is useful for undergraduate, graduate and even PhD students in quantitative finance, and also to practitioners who are facing the reality that data science and machine learning are disrupting the industry.

Algorithms for Reinforcement Learning

Algorithms for Reinforcement Learning
Author: Csaba Grossi
Publisher: Springer Nature
Total Pages: 89
Release: 2022-05-31
Genre: Computers
ISBN: 3031015517

Reinforcement learning is a learning paradigm concerned with learning to control a system so as to maximize a numerical performance measure that expresses a long-term objective. What distinguishes reinforcement learning from supervised learning is that only partial feedback is given to the learner about the learner's predictions. Further, the predictions may have long term effects through influencing the future state of the controlled system. Thus, time plays a special role. The goal in reinforcement learning is to develop efficient learning algorithms, as well as to understand the algorithms' merits and limitations. Reinforcement learning is of great interest because of the large number of practical applications that it can be used to address, ranging from problems in artificial intelligence to operations research or control engineering. In this book, we focus on those algorithms of reinforcement learning that build on the powerful theory of dynamic programming. We give a fairly comprehensive catalog of learning problems, describe the core ideas, note a large number of state of the art algorithms, followed by the discussion of their theoretical properties and limitations. Table of Contents: Markov Decision Processes / Value Prediction Problems / Control / For Further Exploration

Neural Networks and Statistical Learning

Neural Networks and Statistical Learning
Author: Ke-Lin Du
Publisher: Springer Science & Business Media
Total Pages: 834
Release: 2013-12-09
Genre: Technology & Engineering
ISBN: 1447155718

Providing a broad but in-depth introduction to neural network and machine learning in a statistical framework, this book provides a single, comprehensive resource for study and further research. All the major popular neural network models and statistical learning approaches are covered with examples and exercises in every chapter to develop a practical working understanding of the content. Each of the twenty-five chapters includes state-of-the-art descriptions and important research results on the respective topics. The broad coverage includes the multilayer perceptron, the Hopfield network, associative memory models, clustering models and algorithms, the radial basis function network, recurrent neural networks, principal component analysis, nonnegative matrix factorization, independent component analysis, discriminant analysis, support vector machines, kernel methods, reinforcement learning, probabilistic and Bayesian networks, data fusion and ensemble learning, fuzzy sets and logic, neurofuzzy models, hardware implementations, and some machine learning topics. Applications to biometric/bioinformatics and data mining are also included. Focusing on the prominent accomplishments and their practical aspects, academic and technical staff, graduate students and researchers will find that this provides a solid foundation and encompassing reference for the fields of neural networks, pattern recognition, signal processing, machine learning, computational intelligence, and data mining.