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Online Learning Based on Online DCA and Application to Online Classification
Neural Computation ( IF 2.7 ) Pub Date : 2020-04-01 , DOI: 10.1162/neco_a_01266
Hoai An Le Thi 1 , Vinh Thanh Ho 1
Affiliation  

We investigate an approach based on DC (Difference of Convex functions) programming and DCA (DC Algorithm) for online learning techniques. The prediction problem of an online learner can be formulated as a DC program for which online DCA is applied. We propose the two so-called complete/approximate versions of online DCA scheme and prove their logarithmic/sublinear regrets. Six online DCA-based algorithms are developed for online binary linear classification. Numerical experiments on a variety of benchmark classification data sets show the efficiency of our proposed algorithms in comparison with the state-of-the-art online classification algorithms.

中文翻译:

基于在线 DCA 的在线学习及其在在线分类中的应用

我们研究了一种基于 DC(凸函数差)编程和 DCA(DC 算法)的在线学习技术方法。在线学习者的预测问题可以表述为应用在线 DCA 的 DC 程序。我们提出了两种所谓的在线 DCA 方案的完整/近似版本,并证明了它们的对数/次线性遗憾。为在线二元线性分类开发了六种基于在线 DCA 的算法。在各种基准分类数据集上的数值实验表明,与最先进的在线分类算法相比,我们提出的算法的效率。
更新日期:2020-04-01
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