A primal-dual perspective of online learning algorithms

  • Authors:
  • Shai Shalev-Shwartz;Yoram Singer

  • Affiliations:
  • School of Computer Science & Engineering, The Hebrew University, Jerusalem, Israel 91904;School of Computer Science & Engineering, The Hebrew University, Jerusalem, Israel 91904 and Google Inc., Mountain View, USA 94043

  • Venue:
  • Machine Learning
  • Year:
  • 2007

Quantified Score

Hi-index 0.00

Visualization

Abstract

We describe a novel framework for the design and analysis of online learning algorithms based on the notion of duality in constrained optimization. We cast a sub-family of universal online bounds as an optimization problem. Using the weak duality theorem we reduce the process of online learning to the task of incrementally increasing the dual objective function. The amount by which the dual increases serves as a new and natural notion of progress for analyzing online learning algorithms. We are thus able to tie the primal objective value and the number of prediction mistakes using the increase in the dual.