Research map / Bandits and online learning / Online convex optimization and games
Adaptive Scale-Invariant Online Algorithms for Learning Linear Models
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use coordinate-wise scale-invariant updates instead of a single tuned learning rate | Online linear prediction · Toy binary classification | test cross entropy | Helped |
| Use ScInOL2 rather than ScInOL1 | ScInOL algorithms · Toy binary classification | test cross entropy | Helped |
| Use ScInOL2 rather than ScInOL1 | ScInOL algorithms · Covertype, Census, Shuttle, Bank, Madelon, and MNIST | test cross entropy | Helped |
| Use ScInOL2 rather than ScInOL1 | ScInOL algorithms · Covertype, Census, Shuttle, Bank, Madelon, and MNIST | variance across runs | No clear effect |
| Use ScInOL2 or CoCoB rather than the other evaluated methods | Online classification methods · Covertype, Census, Shuttle, Bank, Madelon, and MNIST | test cross entropy | Mixed |
| Use coordinate-wise scale-invariant updates rather than learning-rate-tuned methods | Online classification methods · Covertype, Census, Shuttle, Bank, Madelon, and MNIST | variance across runs | Helped |
| Use ScInOL1's conservative potential-based updates | ScInOL1 · Toy binary classification | test cross entropy | Hurt |
| Use ScInOL2's more aggressive update policy | ScInOL2 · Online classification benchmarks | convergence speed | Helped |
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