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Sparse coding which encodes the original signal in a sparse signal space, has shown its state-of-the-art performance in the visual codebook generation and feature quan-tization process of BoW based image representation. However , in the feature quantization process of sparse coding, some similar local features may be quantized into different visual words of(More)
Feature selection is an important technique for data mining. Despite its importance, most studies of feature selection are restricted to batch learning. Unlike traditional batch learning methods, online learning represents a promising family of efficient and scalable machine learning algorithms for large-scale applications. Most existing studies of online(More)
Uniform sampling of training data has been commonly used in traditional stochastic optimization algorithms such as Proximal Stochastic Gradient Descent (prox-SGD) and Proximal Stochastic Dual Coordinate Ascent (prox-SDCA). Although uniform sampling can guarantee that the sampled stochastic quantity is an unbiased estimate of the corresponding true quantity,(More)
Recent years have witnessed a number of studies on distance metric learning to improve visual similarity search in content-based image retrieval (CBIR). Despite their successes, most existing methods on distance metric learning are limited in two aspects. First, they usually assume the target proximity function follows the family of Mahalanobis distances,(More)
Although both online learning and kernel learning have been studied extensively in machine learning, there is limited effort in addressing the intersecting research problems of these two important topics. As an attempt to fill the gap, we address a new research problem, termed Online Multiple Kernel Classification (OMKC), which learns a kernel-based(More)
Kernel-based online learning has often shown state-of-the-art performance for many online learning tasks. It, however, suffers from a major shortcoming, that is, the unbounded number of support vectors, making it non-scalable and unsuitable for applications with large-scale datasets. In this work, we study the problem of bounded kernel-based online learning(More)
This article proposes a novel online portfolio selection strategy named “Passive Aggressive Mean Reversion” (PAMR). Unlike traditional trend following approaches, the proposed approach relies upon the mean reversion relation of financial markets. Equipped with online passive aggressive learning technique from machine learning, the proposed portfolio(More)