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检索条件"主题词=Matrix exponentiated gradient algorithm"
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Online PCA with Optimal Regret
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JOURNAL OF MACHINE LEARNING RESEARCH 2016年 第1期17卷 1-49页
作者: Nie, Jiazhong Kotlowski, Wojciech Warmuth, Manfred K. Univ Calif Santa Cruz Dept Comp Sci Santa Cruz CA 95064 USA Poznan Univ Tech Inst Comp Sci Poznan Poland
We investigate the online version of Principle Component Analysis (PCA), where in each trial t the learning algorithm chooses a k-dimensional subspace, and upon receiving the next instance vector x(t), suffers the &qu... 详细信息
来源: 评论
Online variance minimization
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MACHINE LEARNING 2012年 第1期87卷 1-32页
作者: Warmuth, Manfred K. Kuzmin, Dima UC Calif Santa Cruz CA USA Google Mountain View CA USA
We consider the following type of online variance minimization problem: In every trial t our algorithms get a covariance matrix C-t and try to select a parameter vector w(t-1) such that the total variance over a seque... 详细信息
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Online PCA with optimal regret
The Journal of Machine Learning Research
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The Journal of Machine Learning Research 2016年 第1期17卷
作者: Kevin Murphy Bernhard Schölkopf Jiazhong Nie Wojciech Kotłowski Manfred K. Warmuth Google MPI for Intelligent Systems Department of Computer Science University of California Santa Cruz Institute of Computing Science Poznan University of Technology Poland
We investigate the online version of Principle Component Analysis (PCA), where in each trial t the learning algorithm chooses a k-dimensional subspace, and upon receiving the next instance vector xt, suffers the "... 详细信息
来源: 评论