Second-order non-stationary online learning for regression

zbMATH Open1351.68224arXiv1303.0140MaRDI QIDQ5744809FDOQ5744809

Authors: Edward Moroshko, Nina Vaits, Koby Crammer 

Publication date: 19 February 2016

Full work available at URL: https://arxiv.org/abs/1303.0140

Recommendations

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• Weighted last-step min-max algorithm with improved sub-logarithmic regret

zbMATH Keywords

online learningregret boundsnon-stationary input

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Learning and adaptive systems in artificial intelligence (68T05) Inference from stochastic processes and prediction (62M20)

Cited In (9)

• Nonstationary online convex optimization with multiple predictions
• Re-adapting the regularization of weights for non-stationary regression
• An upper bound for aggregating algorithm for regression with changing dependencies
• Renewable composite quantile method and algorithm for nonparametric models with streaming data
• Recursive ridge regression using second-order stochastic algorithms
• Non-stationary stochastic optimization
• Second-Order Online Nonconvex Optimization
• Online renewable smooth quantile regression
• One step back, two steps forward: interference and learning in recurrent neural networks

Uses Software

• AdaGrad

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