Intrinsic Geometries in Learning
Emerging Trends in Visual Computing
Adaptive fuzzy filtering in a deterministic setting
IEEE Transactions on Fuzzy Systems
Linear support vector machines via dual cached loops
Proceedings of the 18th ACM SIGKDD international conference on Knowledge discovery and data mining
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Recently much work has been done analyzing online machine learning algorithms in a worst case setting, where no probabilistic assumptions are made about the data. This is analogous to the H∞ setting used in adaptive linear filtering. Bregman divergences have become a standard tool for analyzing online machine learning algorithms. Using these divergences, we motivate a generalization of the least mean squared (LMS) algorithm. The loss bounds for these so-called p-norm algorithms involve other norms than the standard 2-norm. The bounds can be significantly better if a large proportion of the input variables are irrelevant, i.e., if the weight vector we are trying to learn is sparse. We also prove results for nonstationary targets. We only know how to apply kernel methods to the standard LMS algorithm (i.e., p=2). However, even in the general p-norm case, we can handle generalized linear models where the output of the system is a linear function combined with a nonlinear transfer function (e.g., the logistic sigmoid).