图 书 馆
Bradley-Terry模型的在线密度估计Online Density Estimation of Bradley-Terry Models |
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| 课程网址: | https://videolectures.net/videos/colt2015_takimoto_online_density |
| 主讲教师: | Eiji Takimoto |
| 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: |  |
| 课程简介: | We consider an online density estimation problem for Bradley-Terry models which determine the probability of a match result between any pair in the set of $n$ teams. An annoying issue is that the loss function is not convex. A standard solution to avoid the non-convexity is to change variables so that the new loss function w.r.t.~new variables is convex. But, then the radius $K$ of the new domain might be huge or infinite in general. When $K$ is regarded as a constant, standard algorithms OGD and ONS have regret bounds $O(n^{\frac{1}{2}}(\ln K)\sqrt{T})$ and $O(n^{\frac{3}{2}}K\ln T)$, respectively. |
| 关 键 词: | 密度估计问题; 损失函数; 非凹性 |
| 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 |