Tracking the Best Disjunction

  • Authors:
  • Peter Auer;Manfred K. Warmuth

  • Affiliations:
  • Institute for Theoretical Computer Science, University of Technology Graz, Klosterwiesgasse 32/2, A-8010 Graz, Austria. E-mail: pauer@igi.tu-graz.ac.at;Department of Computer Science, University of California at Santa Cruz, Applied Sciences Building, Santa Cruz, CA 95064. E-mail: manfred@cse.ucsc.edu

  • Venue:
  • Machine Learning - Special issue on context sensitivity and concept drift
  • Year:
  • 1998

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Abstract

Littlestone developed a simple deterministic on-line learning algorithm for learning k-literal disjunctions. This algorithm(called {\sc Winnow}) keeps one weight for each of then variables and does multiplicative updates to its weights. Wedevelop a randomized version of {\sc Winnow} and prove boundsfor an adaptation of the algorithm for the case when the disjunction maychange over time. In this case a possible target {\it disjunctionschedule} &Tgr; is a sequence of disjunctions (one per trial) andthe {\it shift size} is the total number of literals that areadded/removed from the disjunctions as one progresses through thesequence.We develop an algorithm that predicts nearly as well as the bestdisjunction schedule for an arbitrary sequence of examples. This algorithmthat allows us to track the predictions of the best disjunction is hardlymore complex than the original version. However, the amortized analysisneeded for obtaining worst-case mistake bounds requires new techniques. Insome cases our lower bounds show that the upper bounds of our algorithm havethe right constant in front of the leading term in the mistake bound andalmost the right constant in front of the second leading term. Computerexperiments support our theoretical findings.