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On-Line Learning Algorithms for Path Experts with Non-Additive Losses
Published on Aug 20, 20152135 Views
We consider two broad families of non-additive loss functions covering a large number of applications: rational losses and tropical losses. We give new algorithms extending the Follow-the-Perturbed-Le
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Chapter list
On-Line Learning Algorithms for Path Experts with Non-Additive Losses00:00
Prediction with Expert Advice00:17
Path Experts01:10
Problem02:43
Outline03:52
Semirings04:52
Weighted Automata and Transducers06:29
Composition08:26
Determinization09:20
Non-Additive Losses10:21
Extension of FPL to Rational Loss12:45
Key Ideas13:18
Follow-the-Perturbed-Rational-Leader14:37
Running-Time Complexity15:04
Regret Guarantees15:41
Conclusion16:46