Sparse Online Learning via Truncated Gradient
Abstrak
We propose a general method called truncated gradient to induce sparsity in the weights of online-learning algorithms with convex loss. This method has several essential properties. First, the degree of sparsity is continuous—a parameter controls the rate of sparsification from no sparsification to total sparsification. Second, the approach is theoretically motivated, and an instance of it can be regarded as an online counterpart of the popular L1-regularization method in the batch setting. We prove small rates of sparsification result in only small additional regret with respect to typical online-learning guarantees. Finally, the approach works well empirically. We apply it to several datasets and find for datasets with large numbers of features, substantial sparsity is discoverable.
Topik & Kata Kunci
Penulis (3)
J. Langford
Lihong Li
Tong Zhang
Akses Cepat
- Tahun Terbit
- 2008
- Bahasa
- en
- Total Sitasi
- 497×
- Sumber Database
- Semantic Scholar
- DOI
- 10.5555/1577069.1577097
- Akses
- Open Access ✓