Online variance minimization (Q420931): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Normalize DOI.
 
(7 intermediate revisions by 7 users not shown)
Property / DOI
 
Property / DOI: 10.1007/s10994-011-5269-0 / rank
Normal rank
 
Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 68Q32 / rank
 
Normal rank
Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 68T05 / rank
 
Normal rank
Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 90C20 / rank
 
Normal rank
Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 62H20 / rank
 
Normal rank
Property / zbMATH DE Number
 
Property / zbMATH DE Number: 6037850 / rank
 
Normal rank
Property / zbMATH Keywords
 
hedge algorithm
Property / zbMATH Keywords: hedge algorithm / rank
 
Normal rank
Property / zbMATH Keywords
 
weighted majority algorithm
Property / zbMATH Keywords: weighted majority algorithm / rank
 
Normal rank
Property / zbMATH Keywords
 
online learning
Property / zbMATH Keywords: online learning / rank
 
Normal rank
Property / zbMATH Keywords
 
expert setting
Property / zbMATH Keywords: expert setting / rank
 
Normal rank
Property / zbMATH Keywords
 
density matrix
Property / zbMATH Keywords: density matrix / rank
 
Normal rank
Property / zbMATH Keywords
 
matrix exponentiated gradient algorithm
Property / zbMATH Keywords: matrix exponentiated gradient algorithm / rank
 
Normal rank
Property / zbMATH Keywords
 
quantum relative entropy
Property / zbMATH Keywords: quantum relative entropy / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: AdaBoost.MH / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/s10994-011-5269-0 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2016070790 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3549617 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4671207 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5690490 / rank
 
Normal rank
Property / cites work
 
Property / cites work: 10.1162/153244303321897654 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4821526 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Prediction, Learning, and Games / rank
 
Normal rank
Property / cites work
 
Property / cites work: Learning Theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Universal Portfolios / rank
 
Normal rank
Property / cites work
 
Property / cites work: A decision-theoretic generalization of on-line learning and an application to boosting / rank
 
Normal rank
Property / cites work
 
Property / cites work: Logarithmic regret algorithms for online convex optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Learning Permutations with Exponential Weights / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2880946 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On‐Line Portfolio Selection Using Multiplicative Updates / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tracking the best expert / rank
 
Normal rank
Property / cites work
 
Property / cites work: 10.1162/153244301753683726 / rank
 
Normal rank
Property / cites work
 
Property / cites work: QIP = PSPACE / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5405176 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient algorithms for online decision problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exponentiated gradient versus gradient descent for linear predictors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Relative loss bounds for multidimensional regression problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: The p-norm generalization of the LMS algorithm for adaptive filtering / rank
 
Normal rank
Property / cites work
 
Property / cites work: Learning Theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: The weighted majority algorithm / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2706552 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On equality and proportionality of ordinary least squares, weighted least squares and best linear unbiased estimators in the general linear model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3093288 / rank
 
Normal rank
Property / cites work
 
Property / cites work: When Is There a Free Matrix Lunch? / rank
 
Normal rank
Property / cites work
 
Property / cites work: Online Variance Minimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3096194 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian generalized probability calculus for density matrices / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1007/S10994-011-5269-0 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 17:03, 9 December 2024

scientific article
Language Label Description Also known as
English
Online variance minimization
scientific article

    Statements

    Online variance minimization (English)
    0 references
    0 references
    0 references
    23 May 2012
    0 references
    hedge algorithm
    0 references
    weighted majority algorithm
    0 references
    online learning
    0 references
    expert setting
    0 references
    density matrix
    0 references
    matrix exponentiated gradient algorithm
    0 references
    quantum relative entropy
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references