TY - GEN
T1 - Online Learning Adaptive to Dynamic and Adversarial Environments
AU - Shen, Yanning
AU - Chen, Tianyi
AU - Giannakis, Georgios B
PY - 2018/8/24
Y1 - 2018/8/24
N2 - The present contribution deals with online learning of functions, where multi-kernel approaches, among other popular methods, have well-documented merits, but also face major challenges such as scalability and adaptivity. Leveraging the random feature approximation, an online multi-kernel learning scheme is developed to infer the intended nonlinear function. To account for dynamic and possibly adversarial environments, an adaptive and scalable multi-kernel learning scheme is also introduced at affordable complexity and memory requirements. Performance guarantees are provided in terms of dynamic regret analysis, while numerical tests on a Twitter dataset are carried out to showcase the effectiveness of our approach.
AB - The present contribution deals with online learning of functions, where multi-kernel approaches, among other popular methods, have well-documented merits, but also face major challenges such as scalability and adaptivity. Leveraging the random feature approximation, an online multi-kernel learning scheme is developed to infer the intended nonlinear function. To account for dynamic and possibly adversarial environments, an adaptive and scalable multi-kernel learning scheme is also introduced at affordable complexity and memory requirements. Performance guarantees are provided in terms of dynamic regret analysis, while numerical tests on a Twitter dataset are carried out to showcase the effectiveness of our approach.
UR - http://www.scopus.com/inward/record.url?scp=85053440075&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=85053440075&partnerID=8YFLogxK
U2 - 10.1109/SPAWC.2018.8445874
DO - 10.1109/SPAWC.2018.8445874
M3 - Conference contribution
AN - SCOPUS:85053440075
SN - 9781538635124
T3 - IEEE Workshop on Signal Processing Advances in Wireless Communications, SPAWC
BT - 2018 IEEE 19th International Workshop on Signal Processing Advances in Wireless Communications, SPAWC 2018
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 19th IEEE International Workshop on Signal Processing Advances in Wireless Communications, SPAWC 2018
Y2 - 25 June 2018 through 28 June 2018
ER -