منابع مشابه
Convergence of Online Mirror Descent Algorithms
In this paper we consider online mirror descent (OMD) algorithms, a class of scalable online learning algorithms exploiting data geometric structures through mirror maps. Necessary and sufficient conditions are presented in terms of the step size sequence {ηt}t for the convergence of an OMD algorithm with respect to the expected Bregman distance induced by the mirror map. The condition is limt→...
متن کاملOn the Universality of Online Mirror Descent
We show that for a general class of convex online learning problems, Mirror Descent can always achieve a (nearly) optimal regret guarantee.
متن کاملCollaborative Filtering via Online Mirror Descent
In this report, we will study online learning algorithms, and in particular, online mirror descent (OMD) method when applied to the collaborative filtering problem. This is motivated by the problem of real-world large-scale recommendation systems, where the goal is to make relevant recommendations to the users based on their demographic information, their past behavior, and the other users’ bah...
متن کاملLecture 3: Online Mirror Descent and Density Approximation
Let’s attempt to rephrase what we did last time in a more general setting. The idea is to view our algorithm as a sort of “regularized” local improvement algorithm. One should consult [Ch. 4, Bubeck, 2014] and [Ch. 5, Hazan, 2015] (and the references therein) for further information about online mirror descent and related algorithms coming from the convex optimization and machine learning. Our ...
متن کاملData-Distributed Weighted Majority and Online Mirror Descent
In this paper, we focus on the question of the extent to which online learning can benefit from distributed computing. We focus on the setting in whichN agents online-learn cooperatively, where each agent only has access to its own data. We propose a generic datadistributed online learning meta-algorithm. We then introduce the Distributed Weighted Majority and Distributed Online Mirror Descent ...
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ژورنال
عنوان ژورنال: Applied and Computational Harmonic Analysis
سال: 2020
ISSN: 1063-5203
DOI: 10.1016/j.acha.2018.05.005