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具有非加性损失的路径专家在线学习算法

On-Line Learning Algorithms for Path Experts with Non-Additive Losses
课程网址: https://videolectures.net/videos/colt2015_kuznetsov_path_experts  
主讲教师: Vitaly Kuznetsov
开课单位: 信息不详。欢迎您在右侧留言补充。
开课时间: 2025-02-04
课程语种: 英语
中文简介:
我们考虑了两个广泛的非加性损失函数族,包括大量的应用:理性损失和热带损失。我们给出了将随动前导(FPL)算法扩展到这两类损失函数的新算法,并同样给出了将随机加权多数(RWM)算法扩展到这两类损失函数的新算法。我们证明了我们对FPL和RWM的有理损失的扩展的时间复杂度都是多项式,并给出了两者的遗憾界。我们进一步表明,这些算法可以在提高结构化预测等应用程序的性能方面发挥关键作用。
课程简介: We consider two broad families of non-additive loss functions covering a large number of applications: rational losses and tropical losses. We give new algorithms extending the Follow-the-Perturbed-Leader (FPL) algorithm to both of these families of loss functions and similarly give new algorithms extending the Randomized Weighted Majority (RWM) algorithm to both of these families. We prove that the time complexity of our extensions to rational losses of both FPL and RWM is polynomial and present regret bounds for both. We further show that these algorithms can play a critical role in improving performance in applications such as structured prediction.
关 键 词: 非加性损失函数族; 理性损失:热带损失
课程来源: 视频讲座网
数据采集: 2025-03-28:zsp
最后编审: 2025-03-28:zsp
阅读次数: 4