Research map / Bandits and online learning / Online convex optimization and games
Efficient online learning with kernels for adversarial large scale problems
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Replace full kernel computation with a fixed Taylor basis for the Gaussian kernel | PKAWV · Gaussian kernel | regret: $(\log n)^{2d+1} -> (\log n)^{d+1}$ | Helped |
| Replace full kernel computation with a fixed Taylor basis for the Gaussian kernel | PKAWV · Gaussian kernel | per-round complexity: $(n/c)^2 -> (\log n)^{2d}$ | Helped |
| Use sequential Nyström projections in place of the full kernel representation | PKAWV · General kernels under the stated capacity condition | regret: $n^{\frac{4\gamma}{(1+\gamma)^2}} \log n -> n^{\frac{\gamma}{\gamma+1}} \log n$ | Helped |
| Use a larger Nyström dictionary | PKAWV with KORS · General kernels under the capacity condition | regret: $nm^{\frac{1}{2}-\frac{1}{2\gamma}} -> n^{\frac{\gamma}{1+\gamma}}$ | Helped |
| Compute the full Nyström dictionary beforehand when inputs are known | PKAWV with Nyström projections · General kernels under the capacity condition | regret: $nm^{\frac{1}{2}-\frac{1}{2\gamma}} -> nm^{-\frac{1}{2\gamma}}$ | Helped |
| Use Taylor features with $M=2$ instead of the full-kernel forecaster | PKAWV · UCI datasets in the experiments | average loss | Mixed |
| Use Taylor features with $M=2$ on the first million SUSY examples | PKAWV · SUSY | average classification error | No clear effect |
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