Online Learning for Time Series Prediction

Speaker: Mehryar Mohri , Courant Inst, NYU

Date: Wednesday, March 08, 2017

Time: 4:00 PM to 5:00 PM Note: all times are in the Eastern Time Zone

Public: Yes

Location: 32-D463

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Host: Stefanie Jegelka

Contact: Stefanie S. Jegelka,

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Reminder Subject: TALK: Mehryar Mohri: Online Learning for Time Series Prediction


Online learning is a rich and fast-growing literature with algorithms
benefitting from regret guarantees that are often tight. Can we
leverage the online learning theory and algorithms to devise accurate
solutions for time series prediction in the stochastic setting?

This talk presents a series of theoretical and algorithmic solutions
addressing this question. It further shows how some notoriously
difficult time series problems such as model selection and ensemble
learning can be tackled using these ideas.

(joint work with Vitaly Kuznetsov)

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Created by Stefanie S. Jegelka Email at Sunday, March 05, 2017 at 10:59 PM.