Competitive online algorithms for resource allocation over the positive semidefinite cone.
Reza EghbaliJames SaundersonMaryam FazelPublished in: Math. Program. (2018)
Keyphrases
- resource allocation
- online algorithms
- positive semidefinite
- positive semidefinite matrices
- semidefinite
- semidefinite programming
- online learning
- metric learning
- learning algorithm
- kernel matrix
- similarity function
- lower bound
- kernel methods
- kernel function
- linear combination
- worst case
- linear programming
- convex sets
- polynomial kernels
- pattern classification
- decision boundary
- support vectors
- dimensionality reduction
- upper bound