A generalized online mirror descent with applications to classification and regression

DOI10.1007/s10994-014-5474-8zbMath1359.62215arXiv1304.2994OpenAlexW2129427957WikidataQ59538550 ScholiaQ59538550MaRDI QIDQ493737

Francesco Orabona, Koby Crammer, Nicolò Cesa-Bianchi

Publication date: 4 September 2015

Published in: Machine Learning (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1304.2994

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Measures of association (correlation, canonical correlation, etc.) (62H20) Learning and adaptive systems in artificial intelligence (68T05) Online algorithms; streaming algorithms (68W27)

Related Items (9)

Optimistic optimisation of composite objective with exponentiated update ⋮ Unnamed Item ⋮ Data-Driven Mirror Descent with Input-Convex Neural Networks ⋮ Scale-free online learning ⋮ A modular analysis of adaptive (non-)convex optimization: optimism, composite objectives, variance reduction, and variational bounds ⋮ Scale-invariant unconstrained online learning ⋮ Analogues of Switching Subgradient Schemes for Relatively Lipschitz-Continuous Convex Programming Problems ⋮ Scale-Free Algorithms for Online Linear Optimization ⋮ Unnamed Item

Uses Software

• AdaGrad

Cites Work

• Adaptive regularization of weight vectors
• Exponentiated gradient versus gradient descent for linear predictors
• The robustness of the \(p\)-norm algorithms
• A primal-dual perspective of online learning algorithms
• Logarithmic regret algorithms for online convex optimization
• Adaptive and self-confident on-line learning algorithms
• Mirror descent and nonlinear projected subgradient methods for convex optimization.
• Online Learning and Online Convex Optimization
• The p-norm generalization of the LMS algorithm for adaptive filtering
• Competitive On-line Statistics
• Interior-Point Methods for Full-Information and Bandit Online Learning
• A Second-Order Perceptron Algorithm
• Prediction by Categorical Features: Generalization Properties and Application to Feature Ranking
• Prediction, Learning, and Games
• Convex analysis and monotone operator theory in Hilbert spaces
• Relative loss bounds for on-line density estimation with the exponential family of distributions
• Relative loss bounds for multidimensional regression problems
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