Lecture 12: Online Learning
Andrea Caponnetto, Sanmay Das
Description
To introduce the general setting of online learning.
To describe an online version of the RLS algorithm and analyze its
performance.
To discuss convergence results of the classical Perceptron algorithm.
To introduce the ''experts'' framework and prove mistake bounds in
that framework.
To show the relationship between online learning and the theory of
learning in games.Slides
Slides for this lecture: PS, PDF
Suggested Reading
- Duda, Hart, Stork.
Pattern Classification.
Wiley Interscience 2001.
- Smale, Yao.
Online Learning Algorithms.
to appear on Foundations of Computational Mathematics.