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Advanced Topics in Machine Learning - Caltech

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Prac8cal problems ! In many applica8ons, number of experts (classifiers) is <strong>in</strong>f<strong>in</strong>ite Onl<strong>in</strong>e op8miza8on (e.g., onl<strong>in</strong>e convex programm<strong>in</strong>g) ! Ozen, only par8al feedback is available (e.g., obta<strong>in</strong> loss only for chosen classifier) Mul8-­‐armed bandits, sequen8al experimental design ! Many prac8cal problems are high-­‐dimensional Dimension reduc8on, sketch<strong>in</strong>g 26

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