Questions tagged [online-learning]

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About estimating escape time of gradient Langevin dynamics

I am trying to understand the argument in the proof of Lemmma 6.3 (page 18) of this paper https://arxiv.org/abs/1902.08179. Let me summarize the conceptual crux of the argument here using a slightly ...
1
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What is the state of the art in first order stochastic convex optimization?

What is the optimally fastest convex risk minimizing algorithm which only uses a stochastic first order oracle? Is this SGD? What is the optimally fastest convex function minimizing algorithm which ...
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Automatically Adapting Forgetting Factor for Online EM

I've been reading some interesting papers recently on methods for automatically and adaptively setting the learning rate in stochastic gradient descent (SGD). In particular, "No more pesky learning ...
0
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1answer
212 views

A Simple Auction Game

You are playing the following game. You have a budget of $B$ dollars. There are $n$ days. Every day $d$, you have to make a bid $b_d\geq0$ that does not exceed your budget. After making the bid, a ...
-3
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1answer
225 views

Which algorithm for a project about online machine learning?

I have a basic understanding of how machine learning works, but my knowledge isn't enough in order to develop a personal project I would like to start. I want to develop a system based on online ...