Adaptive Subgradient Methods for Online Learning and Stochastic Optimization
Adaptive Subgradient Methods for Online Learning and Stochastic Optimization
Adaptive Subgradient Methods for Online Learning and Stochastic Optimization
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Why adapt to geometry?<br />
Hard<br />
Nice<br />
yt φt,1 φt,2 φt,3<br />
1 1 0 0<br />
-1 .5 0 1<br />
1 -.5 1 0<br />
-1 0 0 0<br />
1 .5 0 0<br />
-1 1 0 0<br />
1 -1 1 0<br />
-1 -.5 0 1<br />
1 Frequent, irrelevant<br />
2 Infrequent, predictive<br />
3 Infrequent, predictive<br />
Duchi et al. (UC Berkeley) <strong>Adaptive</strong> <strong>Subgradient</strong> <strong>Methods</strong> ISMP 2012 8 / 32
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