Online local learning via semidefinite programming

From MaRDI portal
Publication:5259582

DOI10.1145/2591796.2591880zbMATH Open1315.68205arXiv1403.5287OpenAlexW1977223703MaRDI QIDQ5259582FDOQ5259582

Paul Christiano

Publication date: 26 June 2015

Published in: Proceedings of the forty-sixth annual ACM symposium on Theory of computing (Search for Journal in Brave)

Abstract: In many online learning problems we are interested in predicting local information about some universe of items. For example, we may want to know whether two items are in the same cluster rather than computing an assignment of items to clusters; we may want to know which of two teams will win a game rather than computing a ranking of teams. Although finding the optimal clustering or ranking is typically intractable, it may be possible to predict the relationships between items as well as if you could solve the global optimization problem exactly. Formally, we consider an online learning problem in which a learner repeatedly guesses a pair of labels (l(x), l(y)) and receives an adversarial payoff depending on those labels. The learner's goal is to receive a payoff nearly as good as the best fixed labeling of the items. We show that a simple algorithm based on semidefinite programming can obtain asymptotically optimal regret in the case where the number of possible labels is O(1), resolving an open problem posed by Hazan, Kale, and Shalev-Schwartz. Our main technical contribution is a novel use and analysis of the log determinant regularizer, exploiting the observation that log det(A + I) upper bounds the entropy of any distribution with covariance matrix A.


Full work available at URL: https://arxiv.org/abs/1403.5287





Cites Work


Uses Software


Recommendations





This page was built for publication: Online local learning via semidefinite programming

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5259582)