图 书 馆
适当损失的替代后悔界限Surrogate Regret Bounds for Proper Losses |
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| 课程网址: | http://videolectures.net/icml09_reid_srbp/ |
| 主讲教师: | Mark Reid |
| 开课单位: | 澳大利亚国立大学 |
| 开课时间: | 2009-08-26 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | We present tight surrogate regret bounds for the class of proper (i.e., Fisher consistent) losses. The bounds generalise the margin-based bounds due to Bartlett et al. (2006). The proof uses Taylor's theorem and leads to new representations for loss and regret and a simple proof of the integral representation of proper losses. We also present a different formulation of a duality result of Bregman divergences which leads to a demonstration of the convexity of composite losses using canonical link functions. |
| 关 键 词: | 泰勒定理; 规范链接函数; 费舍尔一致 |
| 课程来源: | 视频讲座网 |
| 最后编审: | 2019-04-24：lxf |
| 阅读次数: | 95 |