Vassil Chatalbashev

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We consider large margin estimation in a broad range of prediction models where inference involves solving combinatorial optimization problems, for example, weighted graph-cuts or matchings. Our goal is to learn parameters such that inference using the model reproduces correct answers on the training data. Our method relies on the expressive power of convex(More)
We address the problem of segmenting 3D scan data into objects or object classes. Our segmentation framework is based on a subclass of Markov Random Fields (MRFs) which support efficient graph-cut inference. The MRF models incorporate a large set of diverse features and enforce the preference that adjacent scan points have the same classification label. We(More)
In many prediction tasks, selecting relevant features is essential for achieving good generalization performance. Most feature selection algorithms consider all features to be a priori equally likely to be relevant. In this paper, we use transfer learning---learning on an ensemble of related tasks---to construct an informative prior on feature relevance. We(More)
It has been empirically observed that buy and sell orders in many financial markets tend to cluster in time. We develop a formal model to account for such a clustering effect. We consider an exponential decay Hawkes model, and a more generalized linear model, assessing the goodness of fit and parameter estimation efficiency of each. Our results indicate(More)
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