Videos

Boosting and Low-rank

Presenter
June 24, 2013
Keywords:
  • Applied Statistics
MSC:
  • 97K80
Abstract
Boosting is one of the two most successful machine learning methods with SVM. It uses gradient descent to an empirical loss function. When the step sizes are small, it is computationally efficient way to approximate Lasso. When a nuclear norm penalization is applied to L2 loss, we have the low-rank regularization arising from the Netflix competition. A subset of the netflix data will be investigated.