Online learning by ellipsoid method

Liu Yang, Rong Jin, Jieping Ye

Research output: Chapter in Book/Report/Conference proceedingConference contribution

1 Citation (Scopus)

Abstract

In this work, we extend the ellipsoid method, which was originally designed for convex optimization, for online learning. The key idea is to approximate by an ellipsoid the classification hypotheses that are consistent with all the training examples received so far. This is in contrast to most online learning algorithms where only a single classifier is maintained at each iteration. Efficient algorithms are presented for updating both the centroid and the positive definite matrix of ellipsoid given a misclassified example. In addition to the classical ellipsoid method, an improved version for online learning is also presented. Mistake bounds for both ellipsoid methods are derived. Evaluation with the USPS dataset and three UCI data-sets shows encouraging results when comparing the proposed online learning algorithm to two state-of-the-art online learners.

Original languageEnglish (US)
Title of host publicationACM International Conference Proceeding Series
Volume382
DOIs
StatePublished - 2009
Event26th Annual International Conference on Machine Learning, ICML'09 - Montreal, QC, Canada
Duration: Jun 14 2009Jun 18 2009

Other

Other26th Annual International Conference on Machine Learning, ICML'09
CountryCanada
CityMontreal, QC
Period6/14/096/18/09

Fingerprint

Learning algorithms
Convex optimization
Classifiers

ASJC Scopus subject areas

  • Human-Computer Interaction

Cite this

Yang, L., Jin, R., & Ye, J. (2009). Online learning by ellipsoid method. In ACM International Conference Proceeding Series (Vol. 382). [144] https://doi.org/10.1145/1553374.1553521

Online learning by ellipsoid method. / Yang, Liu; Jin, Rong; Ye, Jieping.

ACM International Conference Proceeding Series. Vol. 382 2009. 144.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Yang, L, Jin, R & Ye, J 2009, Online learning by ellipsoid method. in ACM International Conference Proceeding Series. vol. 382, 144, 26th Annual International Conference on Machine Learning, ICML'09, Montreal, QC, Canada, 6/14/09. https://doi.org/10.1145/1553374.1553521
Yang L, Jin R, Ye J. Online learning by ellipsoid method. In ACM International Conference Proceeding Series. Vol. 382. 2009. 144 https://doi.org/10.1145/1553374.1553521
Yang, Liu ; Jin, Rong ; Ye, Jieping. / Online learning by ellipsoid method. ACM International Conference Proceeding Series. Vol. 382 2009.
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