Online Learning Meets Optimization in the Dual

@inproceedings{ShalevShwartz2006OnlineLM,
  title={Online Learning Meets Optimization in the Dual},
  author={Shai Shalev-Shwartz and Yoram Singer},
  booktitle={COLT},
  year={2006}
}
We describe a novel framework for the design and analysis of o nline learning algorithms. Our framework is based on a new perspec tive on relative mistake bounds by viewing the number of mistakes of an online learning algorithm as a lower bound for an optimization problem. This inte rpr tation of a mistake bound draws a connection between online learning and op timization through the theory of duality. In particular, we show that any proced ur which incrementally increases a dual objective… CONTINUE READING
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