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Techniques for adaptive prediction with feedback in an evolving feature space

I am working on a prediction problem where the target variable 𝑦 is drawn from a normal distribution, and the relationship between the continuous feature space 𝑋 and 𝑦 remains stable over time. However, the target values (e.g., mean and standard deviation) evolve over time in response to changes in the system. I do not have prior knowledge of the true target values in advance, so I am leveraging techniques such as online regression and reinforcement learning (RL) to iteratively adjust my predictions based on feedback.