Online variance minimization
From MaRDI portal
Publication:420931
DOI10.1007/s10994-011-5269-0zbMath1238.68070OpenAlexW2016070790MaRDI QIDQ420931
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
density matrixonline learningquantum relative entropyexpert settinghedge algorithmmatrix exponentiated gradient algorithmweighted majority algorithm
Computational learning theory (68Q32) Measures of association (correlation, canonical correlation, etc.) (62H20) Learning and adaptive systems in artificial intelligence (68T05) Quadratic programming (90C20)
Related Items (1)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Exponentiated gradient versus gradient descent for linear predictors
- Logarithmic regret algorithms for online convex optimization
- Tracking the best expert
- The weighted majority algorithm
- A decision-theoretic generalization of on-line learning and an application to boosting
- Bayesian generalized probability calculus for density matrices
- On equality and proportionality of ordinary least squares, weighted least squares and best linear unbiased estimators in the general linear model
- Efficient algorithms for online decision problems
- 10.1162/153244301753683726
- QIP = PSPACE
- Universal Portfolios
- The p-norm generalization of the LMS algorithm for adaptive filtering
- On‐Line Portfolio Selection Using Multiplicative Updates
- 10.1162/153244303321897654
- Online Variance Minimization
- Learning Permutations with Exponential Weights
- When Is There a Free Matrix Lunch?
- Prediction, Learning, and Games
- Learning Theory
- Learning Theory
- Relative loss bounds for multidimensional regression problems
This page was built for publication: Online variance minimization