arXivDaily arXiv每日学术速递 周一至周五更新
arXiv周末暂无论文更新,休息一下吧,周末愉快~~
arXiv 1909.02187cs.LGstat.ML
收藏

自适应高效的最佳专家跟踪算法

Adaptive and Efficient Algorithms for Tracking the Best Expert

National Key Laboratory for Novel Software Technology(Novel Software Technology国家重点实验室);Nanjing University(南京大学)

Shiyin Lu, Lijun Zhang

摘要:

在本文中,我们考虑在动态环境中的专家意见的预测问题。我们选择跟踪遗憾作为性能指标,并开发了两个自适应和有效的算法与数据相关的跟踪遗憾界。第一种算法实现了二阶跟踪遗憾界,改进了现有的一阶界。第二个算法享有的路径长度的界限,这通常是不可比的二阶界限,但在缓慢移动的环境中提供的优势。这两种算法都是在在线镜像下降框架下开发的,并从现有的算法中汲取灵感,获得静态遗憾的数据依赖性界限。其关键思想是在在线镜像下降的更新步骤中使用裁剪单纯形。最后,我们扩展我们的算法和分析,在线矩阵预测,并提供了第一个数据依赖的跟踪遗憾界这个问题。

英文摘要:

In this paper, we consider the problem of prediction with expert advice in dynamic environments. We choose tracking regret as the performance metric and develop two adaptive and efficient algorithms with data-dependent tracking regret bounds. The first algorithm achieves a second-order tracking regret bound, which improves existing first-order bounds. The second algorithm enjoys a path-length bound, which is generally not comparable to the second-order bound but offers advantages in slowly moving environments. Both algorithms are developed under the online mirror descent framework and draw inspiration from existing algorithms that attain data-dependent bounds of static regret. The key idea is to use a clipped simplex in the updating step of online mirror descent. Finally, we extend our algorithms and analysis to online matrix prediction and provide the first data-dependent tracking regret bound for this problem.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑