Cogra: Concept-Drift-Aware Stochastic Gradient Descent for Time-Series Forecasting.
Kohei MiyaguchiHiroshi KajinoPublished in: AAAI (2019)
Keyphrases
- concept drift
- stochastic gradient descent
- least squares
- loss function
- data streams
- matrix factorization
- step size
- random forests
- classification algorithm
- non stationary
- data distribution
- support vector machine
- change detection
- weight vector
- online algorithms
- regularization parameter
- multiple kernel learning
- decision trees
- cost function
- multi dimensional
- pairwise
- neural network
- prediction accuracy
- machine learning algorithms
- image processing