Multi-Task Multiple Kernel Relationship Learning Contact: Keerthiram Murugesan (kmuruges@cs.cmu.edu)
Run 'runScript' for experiments on 4 models using stock2004 dataset.
Folders: models - source code for the baselines and MKMTRL utils - additional codes for constructing kernels and evaluating the results data - stock2004 financial dataset
@inproceedings{murugesan2017multi, title={Multi-task multiple kernel relationship learning}, author={Murugesan, Keerthiram and Carbonell, Jaime}, booktitle={Proceedings of the 2017 SIAM International Conference on Data Mining}, year={2017}, organization={SIAM} }