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We consider the problem of estimating the conditional probability of a label in time $O(\log n)$, where $n$ is the number of possible labels. We analyze a natural reduction of this problem to a set of binary regression problems organized in a tree structure, proving a regret bound that scales with the depth of the tree. Motivated by this analysis, we propose the first online algorithm which provably constructs a logarithmic depth tree on the set of labels to solve this problem. We test the algorithm empirically, showing that it works succesfully on a dataset with roughly $10^6$ labels

Topics:
QA75 Electronic computers. Computer science

Year: 2009

OAI identifier:
oai:eprints.lse.ac.uk:35637

Provided by:
LSE Research Online

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