Random Permutation Online Isotonic Regression
نویسندگان
چکیده
FORWARD ALGORITHMS Two observations: • PAVA is efficient and generalizes to partial orders • Follow The Leader algorithms are common in practice Forward Algorithm: To predict at xt, imagine y′ t ∈ [0, 1], compute f∗ on {(x1, y1) . . . (xt−1, yt−1)} ∪ {(xt, y′ t)}, and play ŷt = f(xt). FORWARD ALGORITHM EXAMPLES • IR-Int: Compute f∗ on past data. Predict with average of f∗ at nearest xi. • Interpolation ŷi = λiŷ i + (1− λi)ŷ i (where ŷ and ŷ are „plug-in y′ t = 0” and „plug-in y′ t = 1”) • Last step minimax:
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