摘要翻译:
对于各种各样的正则化方法,计算整个解路径的算法是最近发展起来的。解路径算法不是只计算某一特定值的正则化参数的解,而是计算整条解的路径,使最优参数的选择变得更加容易。目前使用的大多数算法都不是鲁棒的,因为它们不能处理一般的或退化的输入。本文给出了参数二次规划的一种新的鲁棒泛型方法。我们的算法直接适用于几乎所有的
机器学习应用,到目前为止,每个应用都需要自己不同的算法。通过将该方法应用于现有路径跟踪方法无法解决的低秩问题,即基于选择的联合分析中的部分价值值计算,说明了该方法的有效性。基于选择的联合分析是市场研究中估计消费者对一类参数化期权偏好的流行技术。
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英文标题:
《A Combinatorial Algorithm to Compute Regularization Paths》
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作者:
Bernd G\"artner, Joachim Giesen, Martin Jaggi and Torsten Welsch
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最新提交年份:
2009
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分类信息:
一级分类:Computer Science 计算机科学
二级分类:Machine Learning 机器学习
分类描述:Papers on all aspects of machine learning research (supervised, unsupervised, reinforcement learning, bandit problems, and so on) including also robustness, explanation, fairness, and methodology. cs.LG is also an appropriate primary category for applications of machine learning methods.
关于机器学习研究的所有方面的论文(有监督的,无监督的,强化学习,强盗问题,等等),包括健壮性,解释性,公平性和方法论。对于机器学习方法的应用,CS.LG也是一个合适的主要类别。
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一级分类:Computer Science 计算机科学
二级分类:Artificial Intelligence
人工智能
分类描述:Covers all areas of AI except Vision, Robotics, Machine Learning, Multiagent Systems, and Computation and Language (Natural Language Processing), which have separate subject areas. In particular, includes Expert Systems, Theorem Proving (although this may overlap with Logic in Computer Science), Knowledge Representation, Planning, and Uncertainty in AI. Roughly includes material in ACM Subject Classes I.2.0, I.2.1, I.2.3, I.2.4, I.2.8, and I.2.11.
涵盖了人工智能的所有领域,除了视觉、机器人、机器学习、多智能体系统以及计算和语言(自然语言处理),这些领域有独立的学科领域。特别地,包括专家系统,定理证明(尽管这可能与计算机科学中的逻辑重叠),知识表示,规划,和人工智能中的不确定性。大致包括ACM学科类I.2.0、I.2.1、I.2.3、I.2.4、I.2.8和I.2.11中的材料。
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一级分类:Computer Science 计算机科学
二级分类:Computer Vision and Pattern Recognition 计算机视觉与模式识别
分类描述:Covers image processing, computer vision, pattern recognition, and scene understanding. Roughly includes material in ACM Subject Classes I.2.10, I.4, and I.5.
涵盖图像处理、计算机视觉、模式识别和场景理解。大致包括ACM课程I.2.10、I.4和I.5中的材料。
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英文摘要:
For a wide variety of regularization methods, algorithms computing the entire solution path have been developed recently. Solution path algorithms do not only compute the solution for one particular value of the regularization parameter but the entire path of solutions, making the selection of an optimal parameter much easier. Most of the currently used algorithms are not robust in the sense that they cannot deal with general or degenerate input. Here we present a new robust, generic method for parametric quadratic programming. Our algorithm directly applies to nearly all machine learning applications, where so far every application required its own different algorithm. We illustrate the usefulness of our method by applying it to a very low rank problem which could not be solved by existing path tracking methods, namely to compute part-worth values in choice based conjoint analysis, a popular technique from market research to estimate consumers preferences on a class of parameterized options.
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PDF链接:
https://arxiv.org/pdf/0903.4856