Confusion-Based Online Learning and a Passive-Aggressive Scheme

Abstract

This paper provides the first ---to the best of our knowledge--- analysis of online learning algorithms for multiclass problems when the confusion matrix is taken as a performance measure. The work builds upon recent and elegant results on noncommutative concentration inequalities, i.e. concentration inequalities that apply to matrices, and more precisely to matrix martingales. We do establish generalization bounds for online learning algorithm and show how the theoretical study motivate the proposition of a new confusion-friendly learning procedure. This learning algorithm, called (for COnfusion Passive-Aggressive) is a passive-aggressive learning algorithm; it is shown that the update equations for can be computed analytically, thus allowing the user from having to recours to any optimization package to implement it.

Tasks

Reproductions