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潜在结构概率和斜坡损失的概化边界和一致性

Generalization Bounds and Consistency for Latent Structural Probit and Ramp Loss
课程网址: http://videolectures.net/nips2011_mcallester_ramploss/  
主讲教师: David McAllester
开课单位: 芝加哥丰田技术学院
开课时间: 2012-01-25
课程语种: 英语
中文简介:
我们考虑概率损失和斜率损失的潜在结构版本。我们证明这些代理损失函数在强烈意义上是一致的,对于任何特征映射(有限或无限维),它们产生的预测变量接近任何线性预测器对给定特征可实现的最小任务损失。我们还给出了这些损失函数的有限样本泛化界限(收敛速度)。这些界限表明,概率损失收敛得更快。但是,斜坡损失更容易优化,最终可能更实用。
课程简介: We consider latent structural versions of probit loss and ramp loss. We show that these surrogate loss functions are consistent in the strong sense that for any feature map (finite or infinite dimensional) they yield predictors approaching the infimum task loss achievable by any linear predictor over the given features. We also give finite sample generalization bounds (convergence rates) for these loss functions. These bounds suggest that probit loss converges more rapidly. However, ramp loss is more easily optimized and may ultimately be more practical.
关 键 词: 概率损失; 斜率损失; 损失函数
课程来源: 视频讲座网
最后编审: 2019-09-06:lxf
阅读次数: 71