312 research outputs found
Efficient Transductive Online Learning via Randomized Rounding
Most traditional online learning algorithms are based on variants of mirror
descent or follow-the-leader. In this paper, we present an online algorithm
based on a completely different approach, tailored for transductive settings,
which combines "random playout" and randomized rounding of loss subgradients.
As an application of our approach, we present the first computationally
efficient online algorithm for collaborative filtering with trace-norm
constrained matrices. As a second application, we solve an open question
linking batch learning and transductive online learningComment: To appear in a Festschrift in honor of V.N. Vapnik. Preliminary
version presented in NIPS 201
Relax and Localize: From Value to Algorithms
We show a principled way of deriving online learning algorithms from a
minimax analysis. Various upper bounds on the minimax value, previously thought
to be non-constructive, are shown to yield algorithms. This allows us to
seamlessly recover known methods and to derive new ones. Our framework also
captures such "unorthodox" methods as Follow the Perturbed Leader and the R^2
forecaster. We emphasize that understanding the inherent complexity of the
learning problem leads to the development of algorithms.
We define local sequential Rademacher complexities and associated algorithms
that allow us to obtain faster rates in online learning, similarly to
statistical learning theory. Based on these localized complexities we build a
general adaptive method that can take advantage of the suboptimality of the
observed sequence.
We present a number of new algorithms, including a family of randomized
methods that use the idea of a "random playout". Several new versions of the
Follow-the-Perturbed-Leader algorithms are presented, as well as methods based
on the Littlestone's dimension, efficient methods for matrix completion with
trace norm, and algorithms for the problems of transductive learning and
prediction with static experts
A review of domain adaptation without target labels
Domain adaptation has become a prominent problem setting in machine learning
and related fields. This review asks the question: how can a classifier learn
from a source domain and generalize to a target domain? We present a
categorization of approaches, divided into, what we refer to as, sample-based,
feature-based and inference-based methods. Sample-based methods focus on
weighting individual observations during training based on their importance to
the target domain. Feature-based methods revolve around on mapping, projecting
and representing features such that a source classifier performs well on the
target domain and inference-based methods incorporate adaptation into the
parameter estimation procedure, for instance through constraints on the
optimization procedure. Additionally, we review a number of conditions that
allow for formulating bounds on the cross-domain generalization error. Our
categorization highlights recurring ideas and raises questions important to
further research.Comment: 20 pages, 5 figure
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