Adaptive sequential machine learning

DOI10.1080/07474946.2019.1686889zbMath1429.68241arXiv1904.02773OpenAlexW3003901708MaRDI QIDQ5215364

Craig Wilson, Yuheng Bu, Venugopal V. Veeravalli

Publication date: 10 February 2020

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1904.02773

zbMATH Keywords

adaptive learningcross-validationstochastic gradient descentsequential learningexcess risk

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Sequential statistical design (62L05) Sequential statistical analysis (62L10)

Uses Software

• Ipopt
• ElemStatLearn
• AdaGrad

Cites Work

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• Logarithmic regret algorithms for online convex optimization
• On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
• Implicit Functions and Solution Mappings
• Adaptive Sequential Stochastic Optimization
• Prediction, Learning, and Games
• The elements of statistical learning. Data mining, inference, and prediction

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