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» Local Complexities for Empirical Risk Minimization
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IJCNN
2007
IEEE
14 years 1 months ago
Evaluation of Performance Measures for SVR Hyperparameter Selection
— To obtain accurate modeling results, it is of primal importance to find optimal values for the hyperparameters in the Support Vector Regression (SVR) model. In general, we sea...
Koen Smets, Brigitte Verdonk, Elsa Jordaan
ACL
2006
13 years 8 months ago
Minimum Risk Annealing for Training Log-Linear Models
When training the parameters for a natural language system, one would prefer to minimize 1-best loss (error) on an evaluation set. Since the error surface for many natural languag...
David A. Smith, Jason Eisner
LACL
2005
Springer
14 years 26 days ago
A Note on the Complexity of Constraint Interaction: Locality Conditions and Minimalist Grammars
Locality Conditions (LCs) on (unbounded) dependencies have played a major role in the development of generative syntax ever since the seminal work by Ross [22]. Descriptively, they...
Hans-Martin Gärtner, Jens Michaelis
COLT
2000
Springer
13 years 11 months ago
Model Selection and Error Estimation
We study model selection strategies based on penalized empirical loss minimization. We point out a tight relationship between error estimation and data-based complexity penalizatio...
Peter L. Bartlett, Stéphane Boucheron, G&aa...
JMLR
2010
143views more  JMLR 2010»
13 years 5 months ago
A Quasi-Newton Approach to Nonsmooth Convex Optimization Problems in Machine Learning
We extend the well-known BFGS quasi-Newton method and its memory-limited variant LBFGS to the optimization of nonsmooth convex objectives. This is done in a rigorous fashion by ge...
Jin Yu, S. V. N. Vishwanathan, Simon Günter, ...