Online Learning Based on Online DCA and Application to Online Classification
Keyword(s):
We investigate an approach based on DC (Difference of Convex functions) programming and DCA (DC Algorithm) for online learning techniques. The prediction problem of an online learner can be formulated as a DC program for which online DCA is applied. We propose the two so-called complete/approximate versions of online DCA scheme and prove their logarithmic/sublinear regrets. Six online DCA-based algorithms are developed for online binary linear classification. Numerical experiments on a variety of benchmark classification data sets show the efficiency of our proposed algorithms in comparison with the state-of-the-art online classification algorithms.
2018 ◽
Vol 22
(4)
◽
pp. 565-577
2011 ◽
Vol 21
(04)
◽
pp. 311-317
◽
Keyword(s):