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Full-Text Articles in Physical Sciences and Mathematics
Soft Confidence-Weighted Learning, Jialei Wang, Peilin Zhao, Hoi, Steven C. H.
Soft Confidence-Weighted Learning, Jialei Wang, Peilin Zhao, Hoi, Steven C. H.
Research Collection School Of Computing and Information Systems
Online learning plays an important role in many big datamining problems because of its high efficiency and scalability. In theliterature, many online learning algorithms using gradient information havebeen applied to solve online classification problems. Recently, more effectivesecond-order algorithms have been proposed, where the correlation between thefeatures is utilized to improve the learning efficiency. Among them,Confidence-Weighted (CW) learning algorithms are very effective, which assumethat the classification model is drawn from a Gaussian distribution, whichenables the model to be effectively updated with the second-order informationof the data stream. Despite being studied actively, these CW algorithms cannothandle nonseparable datasets and noisy datasets very …
Robust Median Reversion Strategy For Online Portfolio Selection, Dingjiang Huang, Junlong Zhou, Bin Li, Hoi, Steven C. H., Shuigeng Zhou
Robust Median Reversion Strategy For Online Portfolio Selection, Dingjiang Huang, Junlong Zhou, Bin Li, Hoi, Steven C. H., Shuigeng Zhou
Research Collection School Of Computing and Information Systems
On-line portfolio selection has been attracting increasing interests from artificial intelligence community in recent decades. Mean reversion, as one most frequent pattern in financial markets, plays an important role in some state-of-the-art strategies. Though successful in certain datasets, existing mean reversion strategies do not fully consider noises and outliers in the data, leading to estimation error and thus non-optimal portfolios, which results in poor performance in practice. To overcome the limitation, we propose to exploit the reversion phenomenon by robust L1-median estimator, and design a novel on-line portfolio selection strategy named "Robust Median Reversion" (RMR), which makes optimal portfolios based …
Online Passive-Aggressive Active Learning, Jing Lu, Peilin Zhao, Steven C. H. Hoi
Online Passive-Aggressive Active Learning, Jing Lu, Peilin Zhao, Steven C. H. Hoi
Research Collection School Of Computing and Information Systems
We investigate online active learning techniques for online classification tasks. Unlike traditional supervised learning approaches, either batch or online learning, which often require to request class labels of each incoming instance, online active learning queries only a subset of informative incoming instances to update the classification model, aiming to maximize classification performance with minimal human labelling effort during the entire online learning task. In this paper, we present a new family of online active learning algorithms called Passive-Aggressive Active (PAA) learning algorithms by adapting the Passive-Aggressive algorithms in online active learning settings. Unlike conventional Perceptron-based approaches that employ only the …
Olps: A Toolbox For On-Line Portfolio Selection, Bin Li, Doyen Sahoo, Hoi, Steven C. H.
Olps: A Toolbox For On-Line Portfolio Selection, Bin Li, Doyen Sahoo, Hoi, Steven C. H.
Research Collection School Of Computing and Information Systems
On-line portfolio selection is a practical financial engineering problem, which aims to sequentially allocate capital among a set of assets in order to maximize long-term return. In recent years, a variety of machine learning algorithms have been proposed to address this challenging problem, but no comprehensive open-source toolbox has been released for various reasons. This article presents the first open-source toolbox for "On-Line Portfolio Selection" (OLPS), which implements a collection of classical and state-of-the-art strategies powered by machine learning algorithms. We hope that OLPS can facilitate the development of new learning methods and enable the performance benchmarking and comparisons of …
Large Scale Online Kernel Learning, Jing Lu, Hoi, Steven C. H., Jialei Wang, Peilin Zhao, Zhi-Yong Liu
Large Scale Online Kernel Learning, Jing Lu, Hoi, Steven C. H., Jialei Wang, Peilin Zhao, Zhi-Yong Liu
Research Collection School Of Computing and Information Systems
In this paper, we present a new framework for large scale online kernel learning, making kernel methods efficient and scalable for large-scale online learning applications. Unlike the regular budget online kernel learning scheme that usually uses some budget maintenance strategies to bound the number of support vectors, our framework explores a completely different approach of kernel functional approximation techniques to make the subsequent online learning task efficient and scalable. Specifically, we present two different online kernel machine learning algorithms: (i) Fourier Online Gradient Descent (FOGD) algorithm that applies the random Fourier features for approximating kernel functions; and (ii) Nyström Online …
Online Multi-Modal Distance Metric Learning With Application To Image Retrieval, Pengcheng Wu, Steven C. H. Hoi, Peilin Zhao, Chunyan Miao, Zhi-Yong Liu
Online Multi-Modal Distance Metric Learning With Application To Image Retrieval, Pengcheng Wu, Steven C. H. Hoi, Peilin Zhao, Chunyan Miao, Zhi-Yong Liu
Research Collection School Of Computing and Information Systems
Distance metric learning (DML) is an important technique to improve similarity search in content-based image retrieval. Despite being studied extensively, most existing DML approaches typically adopt a single-modal learning framework that learns the distance metric on either a single feature type or a combined feature space where multiple types of features are simply concatenated. Such single-modal DML methods suffer from some critical limitations: (i) some type of features may significantly dominate the others in the DML task due to diverse feature representations; and (ii) learning a distance metric on the combined high-dimensional feature space can be extremely time-consuming using the …