Семинар HDI Lab: Quentin Paris (HSE University), Online learning with exponential weights in metric spaces
20 апреля 2021 г. в 18:00 состоится очередной семинар международной лаборатории стохастических алгоритмов и анализа многомерных данных. С докладом "Online learning with exponential weights in metric spaces" выступит Quentin Paris (HSE University).
Аннотация: This paper addresses the problem of online learning in metric spaces using exponential weights. We extend the analysis of the exponentially weighted average forecaster, traditionally studied in a Euclidean settings, to a more abstract framework. Our results rely on the notion of barycenters, a suitable version of Jensen's inequality and a synthetic notion of lower curvature bound in metric spaces known as the measure contraction property. We also adapt the online-to-batch conversion principle to apply our results to a statistical learning framework.
Ссылка на семинар: https://us02web.zoom.us/j/9252879297
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