On-line learning with linear loss constraints

  • Authors:
  • David P. Helmbold;Nicholas Littlestone;Philip M. Long

  • Affiliations:
  • -;-;-

  • Venue:
  • Information and Computation
  • Year:
  • 2000

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Abstract

We consider a generalization of the mistake-bound model (for learning {0, 1}-valued functions) in which the learner must satisfy a general constraint on the number M"+ of incorrect 1 predictions and the number M"- of incorrect 0 predictions. We describe a general-purpose optimal algorithm for our formulation of this problem. We describe several applications of our general results, involving situations in which the learner wishes to satisfy linear inequalities in M"+ and M"-.