Online Learning with Non-Convex Losses and Non-Stationary Regret.

Xiand Gao Xiaobo Li Shuzhong Zhang

Published in: AISTATS (2018)

Keyphrases

non stationary
online learning
online convex optimization
regret bounds
e learning
adaptive algorithms
autoregressive
convex optimization
active learning
concept drift
online algorithms
empirical mode decomposition
white noise
financial time series
multi component
stock price
change point detection
image processing