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有限反馈在线学习中计算效率的交易后悔率

Trading Regret Rate for Computational Efficiency in Online Learning with Limited Feedback
课程网址: http://videolectures.net/icml09_shalev_shwartz_ittrrcf/  
主讲教师: Shai Shalev-Shwartz
开课单位: 耶路撒冷希伯来大学
开课时间: 2009-08-26
课程语种: 英语
中文简介:
我们研究具有有限反馈的低遗憾在线学习算法,其中对学习者的计算能力有额外的限制。针对多臂带侧边信息的土匪,给出了在遗憾率与在线学习算法计算效率之间存在权衡的案例。特别是,对于线性假设类,我们发现exp4预测策略达到了最佳遗憾,但效率不高。相比之下,我们提出了更有效的策略,仍然有一个消失的遗憾,但更糟的遗憾率。
课程简介: We study low regret algorithms for online learning with limited feedback, where there is an additional constraint on the computational power of the learner. Focusing on multi-armed bandit with side information, we demonstrate cases in which there is a trade-off between the regret rate and the computational efficiency of the online learning algorithm. In particular, for the class of linear hypotheses we show that the EXP4 prediction strategy achieves the optimal regret but is not efficient. In contrast, we propose much more efficient strategies, still with a vanishing regret, but a worse regret rate.
关 键 词: 在线学习; 低遗憾算法; 计算能力
课程来源: 视频讲座网
最后编审: 2019-11-24:lxf
阅读次数: 14