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Paper:

TR00-070 | 14th July 2000 00:00

Tracking the best disjunction

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TR00-070
Authors: Peter Auer, Manfred K. Warmuth
Publication: 12th September 2000 20:19
Downloads: 974
Keywords: 


Abstract:

Littlestone developed a simple deterministic on-line learning
algorithm for learning $k$-literal disjunctions. This algorithm
(called Winnow) keeps one weight for each variable and does
multiplicative updates to its weights. We develop a randomized
version of Winnow and prove bounds for an adaptation of the
algorithm for the case when the disjunction may change over time.
In this case a possible target disjunction schedule is a sequence
of disjunctions (one per trial) and the shift size is the total
number of literals that are added/removed from the disjunctions as
one progresses through the sequence.

We develop an algorithm that predicts nearly as well as the best
disjunction schedule for an arbitrary sequence of examples. This
algorithm that allows us to track the predictions of the best
disjunction is hardly more complex than the original version. However
the amortized analysis needed for obtaining worst-case mistake bounds
requires new techniques. In some cases our lower bounds show that the
upper bounds of our algorithm have the right constant in front of the
leading term in the mistake bound and almost the right constant in
front of the second leading term. By combining the tracking capability
with existing applications of Winnow we are able to enhance these
applications to the shifting case as well.



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