Learning with incremental iterative regularization

التفاصيل البيبلوغرافية
العنوان: Learning with incremental iterative regularization
المؤلفون: Lorenzo Rosasco, Silvia Villa
المساهمون: edited by C. Cortes, N.D. Lawrence, D.D. Lee, M. Sugiyama, R. Garnett, Rosasco, Lorenzo, Villa, Silvia
بيانات النشر: Neural Information Processing Systems Foundation
سنة النشر: 2015
المجموعة: Università degli Studi di Genova: CINECA IRIS
مصطلحات موضوعية: Algorithms, Artificial intelligence, Gradient methods, Information science, Learning systems, Least squares approximations, Sampling, Stochastic systems, Almost sure convergence, Finite samples. Iterative regularization, Least Square, Regularization parameters, Statistical learning, Stochastic gradient techniques, Universal consistency, Iterative methods
الوصف: Within a statistical learning setting, we propose and study an iterative regularization algorithm for least squares defined by an incremental gradient method. In particular, we show that, if all other parameters are fixed a priori, the number of passes over the data (epochs) acts as a regularization parameter, and prove strong universal consistency, i.e. almost sure convergence of the risk, as well as sharp finite sample bounds for the iterates. Our results are a step towards understanding the effect of multiple epochs in stochastic gradient techniques in machine learning and rely on integrating statistical and optimization results
نوع الوثيقة: conference object
وصف الملف: ELETTRONICO
اللغة: English
العلاقة: info:eu-repo/semantics/altIdentifier/wos/WOS:000450913103053; ispartofbook:Advances in Neural Information Processing Systems 28 (NIPS 2015); 29th Annual Conference on Neural Information Processing Systems - NIPS 2015; firstpage:1630; lastpage:1638; numberofpages:9; serie:ADVANCES IN NEURAL INFORMATION PROCESSING SYSTEMS; http://hdl.handle.net/11567/888561Test; info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-84965154543
الإتاحة: http://hdl.handle.net/11567/888561Test
حقوق: info:eu-repo/semantics/openAccess
رقم الانضمام: edsbas.46FAC71D
قاعدة البيانات: BASE