Exact Convex Confidence-Weighted Learning

@inproceedings{Crammer2008ExactCC,
  title={Exact Convex Confidence-Weighted Learning},
  author={Koby Crammer and Mark Dredze and Fernando Pereira},
  booktitle={NIPS},
  year={2008}
}
Confidence-weighted (CW) learning [6], an online learning method for linear classifiers, maintains a Gaussian distributions over weight vectors, with a covariance matrix that represents uncertainty about weights and correlations. Confidence constraints ensure that a weight vector drawn from the hypothesis distribution correctly classifies examples with a specified probability. Within this framework, we derive a new convex form of the constraint and analyze it in the mistake bound model… CONTINUE READING
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