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ICML
2009
IEEE

Proximal regularization for online and batch learning

13 years 23 days ago
Proximal regularization for online and batch learning
Many learning algorithms rely on the curvature (in particular, strong convexity) of regularized objective functions to provide good theoretical performance guarantees. In practice, the choice of regularization penalty that gives the best testing set performance may result in objective functions with little or even no curvature. In these cases, algorithms designed specifically for regularized objectives often either fail completely or require some modification that involves a substantial compromise in performance. We present new online and batch algorithms for training a variety of supervised learning models (such as SVMs, logistic regression, structured prediction models, and CRFs) under conditions where the optimal choice of regularization parameter results in functions with low curvature. We employ a technique called proximal regularization, in which we solve the original learning problem via a sequence of modified optimization tasks whose objectives are chosen to have greater curva...
Chuong B. Do, Quoc V. Le, Chuan-Sheng Foo
Added 17 Nov 2009
Updated 17 Nov 2009
Type Conference
Year 2009
Where ICML
Authors Chuong B. Do, Quoc V. Le, Chuan-Sheng Foo
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