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在线非参数回归的链式算法A Chaining Algorithm for Online Nonparametric Regression |
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| 课程网址: | https://videolectures.net/videos/colt2015_gerchinovitz_nonparamet... |
| 主讲教师: | Sébastien Gerchinovitz |
| 开课单位: | 信息不详。欢迎您在右侧留言补充。 |
| 开课时间: | 2015-08-20 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | We consider the problem of online nonparametric regression with arbitrary deterministic sequences. Using ideas from the chaining technique, we design an algorithm that achieves a Dudley-type regret bound similar to the one obtained in a non-constructive fashion by Rakhlin and Sridharan (2014). Our regret bound is expressed in terms of the metric entropy in the sup norm, which yields optimal guarantees when the metric and sequential entropies are of the same order of magnitude. In particular our algorithm is the first one that achieves optimal rates for online regression over Hölder balls. In addition we show for this example how to adapt our chaining algorithm to get a reasonable computational efficiency with similar regret guarantees (up to a log factor). |
| 关 键 词: | 非参数回归问题; 链接技术思想; 度量熵 |
| 课程来源: | 视频讲座网 |
| 数据采集: | 2025-04-21：zsp |
| 最后编审: | 2025-04-21：zsp |
| 阅读次数: | 4 |