PASCAL - Pattern Analysis, Statistical Modelling and Computational Learning

Hedging structured concepts
Wouter Koolen, Manfred Warmuth and Jyrki Kivinen
In: The 23rd Annual Conference on Learning Theory, Haifa, Israel(2010).

Abstract

Abstract We develop an online algorithm called Component Hedge for learning structured concept classes when the loss of a structured concept sums over its components. Example classes include paths through a graph (composed of edges) and partial permutations (composed of assignments). The algorithm maintains a parameter vector with one non-negative weight per component, which always lies in the convex hull of the structured concept class. The algorithm predicts by decomposing the current parameter vector into a convex combination of concepts and choosing one of those concepts at random. The parameters are updated by first performing a multiplicative update and then projecting back into the convex hull. We show that Component Hedge has optimal regret bounds for a large variety of structured concept classes.

EPrint Type:Conference or Workshop Item (Paper)
Project Keyword:Project Keyword UNSPECIFIED
Subjects:Learning/Statistics & Optimisation
ID Code:7274
Deposited By:Wouter Koolen
Deposited On:16 March 2011