Online variance minimization

DOI10.1007/S10994-011-5269-0MaRDI QIDQ420931zbMATH OpenOpenAlexFDO

Authors Manfred K. Warmuth, Dima Kuzmin

Publication date 23 May 2012

Published in Machine Learning (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10994-011-5269-0

zbMATH Keywords

density matrixonline learningquantum relative entropyexpert settinghedge algorithmmatrix exponentiated gradient algorithmweighted majority algorithm

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Quadratic programming (90C20) Measures of association (correlation, canonical correlation, etc.) (62H20) Computational learning theory (68Q32)

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Cited in

(6)

• Time-Variation in Online Nonconvex Optimization Enables Escaping From Spurious Local Minima
• Mining matrix data with Bregman matrix divergences for portfolio selection
• Risk-Sensitive Online Learning
• Online Variance Minimization
• Learning rotations with little regret
• Online Covariance Matrix Estimation in Stochastic Gradient Descent

Describes a project that uses

Uses Software

• AdaBoost.MH

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