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在线学习:排除遗憾

Online Learning: Beyond Regret
课程网址: http://videolectures.net/colt2011_sridharan_online/  
主讲教师: Karthik Sridharan
开课单位: 康奈尔大学
开课时间: 2011-08-02
课程语种: 英语
中文简介:
我们研究了一系列问题的在线可学习性,将[21]的结果扩展到性能测量的一般概念,远远超出了外部的遗憾。我们的框架同时涵盖了众所周知的概念,如内部和一般的φ遗憾,学习非加性全局成本函数,Blackwell的可接近性,预测器的校准等等。我们证明了在所有这些情况下的可学习性是由于控制了相同的三个量:一个鞅收敛项,一个描述未来已知的能力的术语,以及[21]中研究的连续Rademacher复杂性的推广。由于我们直接研究问题的复杂性而不是关注一个有效的算法,我们能够改进和扩展许多已经通过算法构造得到的已知结果。
课程简介: We study online learnability of a wide class of problems, extending the results of [21] to general notions of performance measure well beyond external regret. Our framework simultaneously captures such well-known notions as internal and general ϕ-regret, learning with non-additive global cost functions, Blackwell's approachability, calibration of forecasters, and more. We show that learnability in all these situations is due to control of the same three quantities: a martingale convergence term, a term describing the ability to perform well if future is known, and a generalization of sequential Rademacher complexity, studied in [21]. Since we directly study complexity of the problem instead of focusing on efficient algorithms, we are able to improve and extend many known results which have been previously derived via an algorithmic construction.
关 键 词: 在线学习; 遗憾; 算法
课程来源: 视频讲座网
最后编审: 2019-02-23:chenxin
阅读次数: 266