SIGML Purushottam Kar · Online learning and prediction: just play along! A pre-Antaragni talk on...
Transcript of SIGML Purushottam Kar · Online learning and prediction: just play along! A pre-Antaragni talk on...
Online learning and prediction: just play along! A pre-Antaragni talk on online learning!
Purushottam Kar Department of CSE
IIT Kanpur
SIGML Special Interest Group in Machine Learning
Learning Problems
• Portfolio selection:
• Branch prediction:
• Click prediction:
Supervised Learning
coursera.org
Learner Teacher
Passive Supervised Learning
coursera.org
Learner Teacher
, L
, R
, L , L
, R
Online Supervised Learning
coursera.org
Learner Teacher
p2
p1
r1
r2
Corpus = <p1,r1> * <p2,r2> * … <pT,rT>
Online Supervised Learning
coursera.org
Learner Teacher
Active Supervised Learning
coursera.org
Learner Teacher
L
L
R
The Online Learning Model How we assess Online Learning Algorithms
8
The Online Learning Model
9
Making it big in the stock market
10
Simple Online Algorithms What makes online learning click ?
11
Online Linear Classification
12
The Perceptron Algorithm in action
13
Online Regression
14
0
1
2
3
4
-2.5 -2 -1.5 -1 -0.5 0 0.5 1 1.5 2 2.5
Hinge Loss
Mistake Loss
Online Regression via Online Gradient Descent
15