Exact Convex Confidence-Weighted Learning

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Exact Convex Confidence-Weighted Learning
Confidence-weighted (CW) learning [6], an online learning method for linear classifiers, maintains a Gaussian distributions over weight vectors, with a covariance matrix that represents uncertainty about weights and correlations. Confidence constraints ensure that a weight vector drawn from the hypothesis distribution correctly classifies examples with a specified probability. Within this framework, we derive a new convex form of the constraint and analyze it in the mistake bound model. Empirical evaluation with both synthetic and text data shows our version of CW learning achieves lower cumulative and out-of-sample errors than commonly used first-order and second-order online methods.
Koby Crammer, Mark Dredze, Fernando Pereira
Added 29 Oct 2010
Updated 29 Oct 2010
Type Conference
Year 2008
Where NIPS
Authors Koby Crammer, Mark Dredze, Fernando Pereira
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