Online Learning Algorithms

  • Authors:
  • Steve Smale;Yuan Yao

  • Affiliations:
  • Toyota Technological Institute at Chicago, 1427 East 60th Street, Chicago, IL 60637, USA;Department of Mathematics, University of California at Berkeley, Berkeley, CA 94720, USA/ Current address: Toyota Technological Institute at Chicago, 1427 East 60th Street, Chicago, IL 60637, USA

  • Venue:
  • Foundations of Computational Mathematics
  • Year:
  • 2006

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Abstract

In this paper, we study an online learning algorithm in Reproducing Kernel Hilbert Spaces (RKHSs) and general Hilbert spaces. We present a general form of the stochastic gradient method to minimize a quadratic potential function by an independent identically distributed (i.i.d.) sample sequence, and show a probabilistic upper bound for its convergence.