He W, Kwok JTY, Zhu J, Liu Y. A Note on the Unification of Adaptive Online Learning.
IEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS 2017;
28:1178-1191. [PMID:
26929066 DOI:
10.1109/tnnls.2016.2527053]
[Citation(s) in RCA: 1] [Impact Index Per Article: 0.1] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 06/05/2023]
Abstract
In online convex optimization, adaptive algorithms, which can utilize the second-order information of the loss function's (sub)gradient, have shown improvements over standard gradient methods. This paper presents a framework Follow the Bregman Divergence Leader that unifies various existing adaptive algorithms from which new insights are revealed. Under the proposed framework, two simple adaptive online algorithms with improvable performance guarantee are derived. Furthermore, a general equation derived from a matrix analysis generalizes the adaptive learning to nonlinear case with kernel trick.
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