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Adaptive Scale-Invariant Online Algorithms for Learning Linear Models

ICML 2019 · Bandits and online learning › Online convex optimization and games · approach: Parameter-free non-stationary online learning · 12 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use coordinate-wise scale-invariant updates instead of a single tuned learning rateOnline linear prediction · Toy binary classificationtest cross entropyHelped
Use ScInOL2 rather than ScInOL1ScInOL algorithms · Toy binary classificationtest cross entropyHelped
Use ScInOL2 rather than ScInOL1ScInOL algorithms · Covertype, Census, Shuttle, Bank, Madelon, and MNISTtest cross entropyHelped
Use ScInOL2 rather than ScInOL1ScInOL algorithms · Covertype, Census, Shuttle, Bank, Madelon, and MNISTvariance across runsNo clear effect
Use ScInOL2 or CoCoB rather than the other evaluated methodsOnline classification methods · Covertype, Census, Shuttle, Bank, Madelon, and MNISTtest cross entropyMixed
Use coordinate-wise scale-invariant updates rather than learning-rate-tuned methodsOnline classification methods · Covertype, Census, Shuttle, Bank, Madelon, and MNISTvariance across runsHelped
Use ScInOL1's conservative potential-based updatesScInOL1 · Toy binary classificationtest cross entropyHurt
Use ScInOL2's more aggressive update policyScInOL2 · Online classification benchmarksconvergence speedHelped

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