Fast Stochastic Optimization Algorithms for ML

نویسنده

  • Aaditya Ramdas
چکیده

For regression, y is real valued, L is the often squared loss (but not always; for example see Least Absolute Deviation regression) and w is the best linear fit to the data. For binary classification, y is binary, L is often the 0/1 loss and w is the best hyperplane separating the two sets of samples. Since the 0/1 loss is nonconvex, we often use convex upper bounds for the 0/1 loss examples of such surrogate losses include the logistic, hinge, exponential and squared losses.

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تاریخ انتشار 2015