On-line Variance Minimization in O(n2) per Trial?

Elad Hazan Satyen Kale Manfred K. Warmuth

Published in: COLT (2010)

Keyphrases

objective function
covariance matrix
real time
convex minimization
standard deviation
correlation coefficient
decision making
training data
metadata
trade off
least squares
sample size
search engine
machine learning
normal distribution
geometric interpretation
global minimization
database