Covariance structure regularization via entropy loss function.
Lijing LinNicholas J. HighamJianxin PanPublished in: Comput. Stat. Data Anal. (2014)
Keyphrases
- loss function
- risk minimization
- pairwise
- regularization term
- reproducing kernel hilbert space
- solution path
- convex loss functions
- hinge loss
- stochastic gradient descent
- support vector
- gradient boosting
- learning to rank
- logistic regression
- empirical risk
- boosting framework
- objective function
- learning theory
- weight vector
- multi class
- square loss