The Robustness of the p-Norm Algorithms

  • Authors:
  • Claudio Gentile

  • Affiliations:
  • CRII, Università dell'Insubria, Via Ravasi, 2, 21100—Varese, Italy. gentile@dsi.unimi.it

  • Venue:
  • Machine Learning
  • Year:
  • 2003

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Abstract

We consider two on-line learning frameworks: binary classification through linear threshold functions and linear regression. We study a family of on-line algorithms, called p-norm algorithms, introduced by Grove, Littlestone and Schuurmans in the context of deterministic binary classification. We show how to adapt these algorithms for use in the regression setting, and prove worst-case bounds on the square loss, using a technique from Kivinen and Warmuth. As pointed out by Grove, et al., these algorithms can be made to approach a version of the classification algorithm Winnow as p goes to infinity; similarly they can be made to approach the corresponding regression algorithm EG in the limit. Winnow and EG are notable for having loss bounds that grow only logarithmically in the dimension of the instance space. Here we describe another way to use the p-norm algorithms to achieve this logarithmic behavior. With the way to use them that we propose, it is less critical than with Winnow and EG to retune the parameters of the algorithm as the learning task changes. Since the correct setting of the parameters depends on characteristics of the learning task that are not typically known a priori by the learner, this gives the p-norm algorithms a desireable robustness. Our elaborations yield various new loss bounds in these on-line settings. Some of these bounds improve or generalize known results. Others are incomparable.