├── DLA Project ├── 2020_05_15_Project_implementation.ipynb └── Project_Report_IND_E_599.pdf ├── Expectation maximization algorithm (closed-form).ipynb ├── Finite horizon Bernoulli bandit problems.ipynb ├── Finite horizon Beta-Bernoulli bandit problems.ipynb ├── K-means clustering.ipynb ├── Kiefer-Wolfowitz algorithm.ipynb ├── LICENSE ├── MRP for single-dimensional news vendor problem.ipynb ├── NSGS-procedure.ipynb ├── PCA from scratch.ipynb ├── Perceptron algorithm for data set separation.ipynb ├── README.md ├── Reinforcement Learning - Monte Carlo Policy Evaluation for MDP with first visit policy.ipynb ├── Reinforcement Learning - Q-Learning.ipynb ├── Ridge regression and LASSO regression for multivariate regression problem.ipynb ├── Rinotts ranking and selection procedure.ipynb ├── SAA for stochastic knapsack problem.ipynb ├── SOCP for robust optimization with ellipsoidal uncertainty.ipynb ├── Stochastic gradient ascent for logistic regression.ipynb ├── Support Vector Machine from scratch.ipynb └── Varaiya Walrand Buyukkoc recursive algorithm for two arm bandit problem.ipynb /DLA Project/2020_05_15_Project_implementation.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/singfie/Data-Driven-Optimization/HEAD/DLA Project/2020_05_15_Project_implementation.ipynb -------------------------------------------------------------------------------- /DLA Project/Project_Report_IND_E_599.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/singfie/Data-Driven-Optimization/HEAD/DLA Project/Project_Report_IND_E_599.pdf -------------------------------------------------------------------------------- /Expectation maximization algorithm (closed-form).ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/singfie/Data-Driven-Optimization/HEAD/Expectation maximization algorithm (closed-form).ipynb -------------------------------------------------------------------------------- /Finite horizon Bernoulli bandit problems.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/singfie/Data-Driven-Optimization/HEAD/Finite horizon Bernoulli bandit problems.ipynb -------------------------------------------------------------------------------- /Finite horizon Beta-Bernoulli bandit problems.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/singfie/Data-Driven-Optimization/HEAD/Finite horizon Beta-Bernoulli bandit problems.ipynb -------------------------------------------------------------------------------- /K-means clustering.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/singfie/Data-Driven-Optimization/HEAD/K-means clustering.ipynb -------------------------------------------------------------------------------- /Kiefer-Wolfowitz algorithm.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/singfie/Data-Driven-Optimization/HEAD/Kiefer-Wolfowitz algorithm.ipynb -------------------------------------------------------------------------------- /LICENSE: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/singfie/Data-Driven-Optimization/HEAD/LICENSE -------------------------------------------------------------------------------- /MRP for single-dimensional news vendor problem.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/singfie/Data-Driven-Optimization/HEAD/MRP for single-dimensional news vendor problem.ipynb -------------------------------------------------------------------------------- /NSGS-procedure.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/singfie/Data-Driven-Optimization/HEAD/NSGS-procedure.ipynb -------------------------------------------------------------------------------- /PCA from scratch.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/singfie/Data-Driven-Optimization/HEAD/PCA from scratch.ipynb -------------------------------------------------------------------------------- /Perceptron algorithm for data set separation.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/singfie/Data-Driven-Optimization/HEAD/Perceptron algorithm for data set separation.ipynb -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/singfie/Data-Driven-Optimization/HEAD/README.md -------------------------------------------------------------------------------- /Reinforcement Learning - Monte Carlo Policy Evaluation for MDP with first visit policy.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/singfie/Data-Driven-Optimization/HEAD/Reinforcement Learning - Monte Carlo Policy Evaluation for MDP with first visit policy.ipynb -------------------------------------------------------------------------------- /Reinforcement Learning - Q-Learning.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/singfie/Data-Driven-Optimization/HEAD/Reinforcement Learning - Q-Learning.ipynb -------------------------------------------------------------------------------- /Ridge regression and LASSO regression for multivariate regression problem.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/singfie/Data-Driven-Optimization/HEAD/Ridge regression and LASSO regression for multivariate regression problem.ipynb -------------------------------------------------------------------------------- /Rinotts ranking and selection procedure.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/singfie/Data-Driven-Optimization/HEAD/Rinotts ranking and selection procedure.ipynb -------------------------------------------------------------------------------- /SAA for stochastic knapsack problem.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/singfie/Data-Driven-Optimization/HEAD/SAA for stochastic knapsack problem.ipynb -------------------------------------------------------------------------------- /SOCP for robust optimization with ellipsoidal uncertainty.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/singfie/Data-Driven-Optimization/HEAD/SOCP for robust optimization with ellipsoidal uncertainty.ipynb -------------------------------------------------------------------------------- /Stochastic gradient ascent for logistic regression.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/singfie/Data-Driven-Optimization/HEAD/Stochastic gradient ascent for logistic regression.ipynb -------------------------------------------------------------------------------- /Support Vector Machine from scratch.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/singfie/Data-Driven-Optimization/HEAD/Support Vector Machine from scratch.ipynb -------------------------------------------------------------------------------- /Varaiya Walrand Buyukkoc recursive algorithm for two arm bandit problem.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/singfie/Data-Driven-Optimization/HEAD/Varaiya Walrand Buyukkoc recursive algorithm for two arm bandit problem.ipynb --------------------------------------------------------------------------------