Material Detail

This video was recorded at 13th International Conference on Artificial Intelligence and Statistics (AISTATS), Sardinia 2010. Some online algorithms for linear classification model the uncertainty in their weights over the course of learning. Modeling the full covariance structure of the weights can provide a significant advantage for classification. However, for high-dimensional, large-scale data, even though there may be many second-order feature interactions, it is computationally infeasible to maintain this covariance structure. To extend second-order methods to high-dimensional data, we develop low-rank approximations of the covariance structure. We evaluate our approach on both synthetic and real-world data sets using the confidence-weighted online learning framework. We show improvements over diagonal covariance matrices for both low and high-dimensional data.

Disciplines:

• Science and Technology  / Computer Science  / Programming & Programming Languages