Statistical Inference for Online Decision Making via Stochastic Gradient Descent.
Haoyu ChenWenbin LuRui SongPublished in: CoRR (2020)
Keyphrases
- statistical inference
- stochastic gradient descent
- online algorithms
- graphical models
- model selection
- statistical learning
- loss function
- matrix factorization
- least squares
- online learning
- step size
- bayesian inference
- data mining
- random forests
- machine learning
- worst case
- regularization parameter
- unsupervised learning
- hyperparameters
- information extraction
- support vector machine
- cost function
- importance sampling
- pairwise
- learning algorithm