图 书 馆
松弛和随机化：从值到算法Relax and Randomize: From Value to Algorithms |
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| 课程网址: | http://videolectures.net/nips2012_sridharan_relax_randomize/ |
| 主讲教师: | Karthik Sridharan |
| 开课单位: | 康奈尔大学 |
| 开课时间: | 2013-01-16 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | We show a principled way of deriving online learning algorithms from a minimax analysis. Various upper bounds on the minimax value, previously thought to be nonconstructive, are shown to yield algorithms. This allows us to seamlessly recover known methods and to derive new ones, also capturing such "unorthodox" methods as Follow the Perturbed Leader and the R^2 forecaster. Understanding the inherent complexity of the learning problem thus leads to the development of algorithms. To illustrate our approach, we present several new algorithms, including a family of randomized methods that use the idea of a "random play out". New versions of the Follow-the-Perturbed-Leader algorithms are presented, as well as methods based on the Littlestone’s dimension, efficient methods for matrix completion with trace norm, and algorithms for the problems of transductive learning and prediction with static experts. |
| 关 键 词: | 最小极大分析; 在线学习算法; 随机播出 |
| 课程来源: | 视频讲座网 |
| 最后编审: | 2019-07-26：cwx |
| 阅读次数: | 86 |