Online learning algorithms
Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal
|Journal / Publication||Foundations of Computational Mathematics|
|Publication status||Published - Jun 2006|
|Link to Scopus||https://www.scopus.com/record/display.uri?eid=2-s2.0-33744740175&origin=recordpage|
In this paper, we study an online learning algorithm in Reproducing Kernel Hilbert Spaces (RKHSs) and general Hilbert spaces. We present a general form of the stochastic gradient method to minimize a quadratic potential function by an independent identically distributed (i.i.d.) sample sequence, and show a probabilistic upper bound for its convergence. © 2005 SFoCM.
- Online learning, Regularization, Reproducing Kernel Hilbert Spaces, Stochastic approximation