Academic Journal
Bundle methods for regularized risk minimization
| العنوان: | Bundle methods for regularized risk minimization |
|---|---|
| المؤلفون: | Choon Hui Teo, S. V. N. Vishwanathan, Alex Smola, Quoc V. Le, Thorsten Joachims |
| المساهمون: | The Pennsylvania State University CiteSeerX Archives |
| المصدر: | http://alex.smola.org/papers/2010/Teoetal10.pdf. |
| سنة النشر: | 2010 |
| المجموعة: | CiteSeerX |
| مصطلحات موضوعية: | optimization, subgradient methods, cutting plane method, bundle methods, regular- ized risk minimization, parallel optimization |
| الوصف: | A wide variety of machine learning problems can be described as minimizing a regularized risk functional, with different algorithms using different notions of risk and different regularizers. Ex-amples include linear Support Vector Machines (SVMs), Gaussian Processes, Logistic Regression, Conditional Random Fields (CRFs), and Lasso amongst others. This paper describes the theory and implementation of a scalable and modular convex solver which solves all these estimation problems. It can be parallelized on a cluster of workstations, allows for data-locality, and can deal with regularizers such as L1 and L2 penalties. In addition to the unified framework we present tight convergence bounds, which show that our algorithm converges in O(1/ε) steps to ε precision for general convex problems and in O(log(1/ε)) steps for continuously differentiable problems. We demonstrate the performance of our general purpose solver on a variety of publicly available data sets. |
| نوع الوثيقة: | text |
| وصف الملف: | application/pdf |
| اللغة: | English |
| Relation: | http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.675.1608; http://alex.smola.org/papers/2010/Teoetal10.pdf |
| الاتاحة: | http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.675.1608 http://alex.smola.org/papers/2010/Teoetal10.pdf |
| Rights: | Metadata may be used without restrictions as long as the oai identifier remains attached to it. |
| رقم الانضمام: | edsbas.4EABDDB9 |
| قاعدة البيانات: | BASE |
| الوصف غير متاح. |