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通过随机舍入实现高效的在线学习

Efficient Online Learning via Randomized Rounding
课程网址: http://videolectures.net/nips2011_shamir_rounding/  
主讲教师: Ohad Shamir
开课单位: 魏茨曼科学研究所
开课时间: 2012-01-25
课程语种: 英语
中文简介:
今天机器学习中使用的大多数在线算法都是基于镜像下降的变体或跟随领导者。在本文中,我们提出了一种基于完全不同的方法的在线算法,它结合了“随机播出”和丢失子梯度的随机舍入。作为我们的方法的应用,我们提供了第一个计算有效的在线算法,用于跟踪范数约束矩阵的协同过滤。作为第二个应用程序,我们解决了批量学习和转换在线学习之间的开放性问题。
课程简介: Most online algorithms used in machine learning today are based on variants of mirror descent or follow-the-leader. In this paper, we present an online algorithm based on a completely different approach, which combines "random playout" and randomized rounding of loss subgradients. As an application of our approach, we provide the first computationally efficient online algorithm for collaborative filtering with trace-norm constrained matrices. As a second application, we solve an open question linking batch learning and transductive online learning.
关 键 词: 机器学习; 在线算法; 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: 91