Online learning and prediction: just play along! A pre-Antaragni talk on online learning!

Purushottam Kar Department of CSE

IIT Kanpur

SIGML Special Interest Group in Machine Learning

Learning Problems

• Portfolio selection:

• Branch prediction:

• Click prediction:

Supervised Learning

coursera.org

Learner Teacher

Passive Supervised Learning

coursera.org

Learner Teacher

, L

, R

, L , L

, R

Online Supervised Learning

coursera.org

Learner Teacher

p2

p1

r1

r2

Corpus = <p1,r1> * <p2,r2> * … <pT,rT>

Online Supervised Learning

coursera.org

Learner Teacher

Active Supervised Learning

coursera.org

Learner Teacher

L

L

R

The Online Learning Model How we assess Online Learning Algorithms

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The Online Learning Model

9

Making it big in the stock market

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Simple Online Algorithms What makes online learning click ?

11

Online Linear Classification

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The Perceptron Algorithm in action

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Online Regression

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0

1

2

3

4

-2.5 -2 -1.5 -1 -0.5 0 0.5 1 1.5 2 2.5

Hinge Loss

Mistake Loss

Online Regression via Online Gradient Descent

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