Online Density Estimation of Bradley-Terry Models

author: Eiji Takimoto, Department of Informatics, Kyushu University
published: Aug. 20, 2015,   recorded: July 2015,   views: 1636
Categories

Slides

Related content

Report a problem or upload files

If you have found a problem with this lecture or would like to send us extra material, articles, exercises, etc., please use our ticket system to describe your request and upload the data.
Enter your e-mail into the 'Cc' field, and we will keep you updated with your request's status.
Lecture popularity: You need to login to cast your vote.
  Delicious Bibliography

Description

We consider an online density estimation problem for Bradley-Terry models which determine the probability of a match result between any pair in the set of $n$ teams. An annoying issue is that the loss function is not convex. A standard solution to avoid the non-convexity is to change variables so that the new loss function w.r.t.new variables is convex. But, then the radius $K$ of the new domain might be huge or infinite in general. When $K$ is regarded as a constant, standard algorithms OGD and ONS have regret bounds $O(n^{\frac{1}{2}}(\ln K)\sqrt{T})$ and $O(n^{\frac{3}{2}}K\ln T)$, respectively.

See Also:

Download slides icon Download slides: colt2015_takimoto_online_density_01.pdf (450.8 KB)


Help icon Streaming Video Help

Link this page

Would you like to put a link to this lecture on your homepage?
Go ahead! Copy the HTML snippet !

Write your own review or comment:

make sure you have javascript enabled or clear this field: