Online Bootstrap Confidence Intervals for the Stochastic Gradient Descent Estimator.
Yixin FangJinfeng XuLei YangPublished in: J. Mach. Learn. Res. (2018)
Keyphrases
- confidence intervals
- stochastic gradient descent
- online algorithms
- least squares
- sample size
- matrix factorization
- loss function
- monte carlo
- markov chain
- online learning
- test set
- roc curve
- step size
- decision trees
- random forests
- upper bound
- regularization parameter
- importance sampling
- optical flow
- reinforcement learning