Learning with Approximate Optimization

This is a subtopic of Large-Scale Learning.

Basics

This work develops a theoretical framework that takes into account the effect of approximate optimization on learning algorithms. The analysis shows distinct tradeoffs for the case of small-scale and large-scale learning problems. Small-scale learning problems are subject to the usual approximation–estimation tradeoff. Large-scale learning problems are subject to a qualitatively different tradeoff involving the computational complexity of the underlying optimization algorithms in non-trivial ways. For instance, a mediocre optimization algorithms, stochastic gradient descent, is shown to perform very well on large-scale learning problems.

Lecture

A lecture (2007) covers the main results and illustrates them with practical examples.

Papers

Léon Bottou and Olivier Bousquet: The Tradeoffs of Large Scale Learning, Advances in Neural Information Processing Systems, 20, MIT Press, Cambridge, MA, 2008.

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research/approxalgo.txt · Last modified: 2008/01/15 16:02 by leonb
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