Matrix Exponentiated Gradient Updates for On-line Learning and Bregman Projection.
Koji TsudaGunnar RätschManfred K. WarmuthPublished in: J. Mach. Learn. Res. (2005)
Keyphrases
- exponentiated gradient
- relative entropy
- symmetric positive definite
- stochastic gradient
- log linear
- max margin
- bregman divergences
- positive definite
- total variation
- information theoretic
- covariance matrix
- distribution function
- information theory
- maximum entropy
- loss function
- mutual information
- singular value decomposition
- multi class
- log likelihood
- mahalanobis distance
- learning algorithm
- convergence rate
- hidden markov models