Research map / Learning theory and algorithms / Prediction and decision losses
Learning No-Regret Sparse Generalized Linear Models with Varying Observation(s)
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Proposes an efficient incremental learning method for sparse generalized linear models that updates the optimal model as observations are added or removed, with no-regret guarantees.
Problem
Training optimal sparse GLMs when observations are frequently added to or removed from the training set, without retraining from scratch.
Approach
Incremental learning for sparse GLMs under varying observations, designed so that the update is efficient and incurs no regret relative to retraining on the modified dataset. Full method details are not available beyond the abstract.
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