CSAIL Event Calendar: Previous Series

Online Learning of Non-stationary Sequences

Speaker: Claire Monteleoni , Machine Learning Group, CSAIL
Date: April 5 2004
Time: 4:10PM to 5:00PM
Location: 32-D507
Contact: Lilla Zollei, x3-2986, lzollei@csail.mit.edu

We consider an online learning scenario in which the learner can make predictions on the basis of a fixed set of experts. We derive upper and lower relative loss bounds for a class of universal learning algorithms involving a switching dynamics over the choice of the experts. On the basis of the performance bounds we provide the optimal a priori discretization for learning the parameter that governs the switching dynamics. We demonstrate the new algorithm in the context of wireless networks.

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