University of Minnesota
School of Physics & Astronomy

Physics and Astronomy Calendar

Tuesday, March 5th 2019
Speaker: Georgios Giannakis
Subject: Online Scalable Learning Adaptive to Unknown Dynamics and Graphs

Kernel based methods exhibit well-documented performance in various nonlinear learning tasks. Most of them rely on a preselected kernel, whose prudent choice presumes task-specific prior information. Especially when the latter is not available, multi-kernel learning has gained popularity thanks to its flexibility in choosing kernels from a prescribed kernel dictionary. Leveraging the random feature approximation, this talk will introduce first for static setups a scalable multi-kernel learning approach (termed Raker) to obtain the sought nonlinear learning function ‘on the fly,’ bypassing the `curse of dimensionality’ associated with kernel methods. We will also present an adaptive multi-kernel learning scheme (termed AdaRaker) that relies on weighted combinations of advices from hierarchical ensembles of experts to boost performance in dynamic environments. The weights account not only for each kernel’s contribution to the learning process, but also for the unknown dynamics. Performance is analyzed in terms of both static and dynamic regrets. AdaRaker is uniquely capable of tracking nonlinear learning functions in environments with unknown dynamics, with analytic performance guarantees. The approach is further tailored for online graph-adaptive learning with scalability and privacy. Tests with synthetic and real datasets will showcase the effectiveness of the novel algorithms.

Faculty Host: Vuk Mandic

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