论文标题

跟踪在线随机学习者的表现

Tracking Performance of Online Stochastic Learners

论文作者

Vlaski, Stefan, Rizk, Elsa, Sayed, Ali H.

论文摘要

在线随机算法的利用在大规模学习设置中很受欢迎,因为它们能够即时计算更新,而无需在大批处理中存储和处理数据。当使用恒定的阶梯大小时,这些算法还可以适应问题参数(例如数据或模型属性)中的漂移,并以合理的精度跟踪最佳解决方案。在与自适应过滤器的研究类比的基础上,我们建立了在平稳性假设下得出的稳态性能与在随机步行模型下在线学习者的跟踪性能之间的联系。该链接使我们能够直接和检查从稳态表达式中推断出跟踪性能。

The utilization of online stochastic algorithms is popular in large-scale learning settings due to their ability to compute updates on the fly, without the need to store and process data in large batches. When a constant step-size is used, these algorithms also have the ability to adapt to drifts in problem parameters, such as data or model properties, and track the optimal solution with reasonable accuracy. Building on analogies with the study of adaptive filters, we establish a link between steady-state performance derived under stationarity assumptions and the tracking performance of online learners under random walk models. The link allows us to infer the tracking performance from steady-state expressions directly and almost by inspection.

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