Online learning by ellipsoid method

Liu Yang, Rong Jin, Jieping Ye

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

16 Scopus citations

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 publicationProceedings of the 26th International Conference On Machine Learning, ICML 2009
Pages1153-1160
Number of pages8
StatePublished - Dec 9 2009
Event26th International Conference On Machine Learning, ICML 2009 - Montreal, QC, Canada
Duration: Jun 14 2009Jun 18 2009

Publication series

NameProceedings of the 26th International Conference On Machine Learning, ICML 2009

Other

Other26th International Conference On Machine Learning, ICML 2009
CountryCanada
CityMontreal, QC
Period6/14/096/18/09

ASJC Scopus subject areas

  • Artificial Intelligence
  • Computer Networks and Communications
  • Software

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  • Cite this

    Yang, L., Jin, R., & Ye, J. (2009). Online learning by ellipsoid method. In Proceedings of the 26th International Conference On Machine Learning, ICML 2009 (pp. 1153-1160). (Proceedings of the 26th International Conference On Machine Learning, ICML 2009).