机器学习前沿:在线学习和优化

Advanced Machine Learning: Online learning and Optimization




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课程简介

    设计依照环境自适应变化的自动系统,一直是计算机科学和工程希望能够实现的一个重要目标。在某些情形下,外在环境往往过于复杂,以致不能很好直接建模,这个时候最好的方法是采用一种鲁邦的方式:通过和环境的交互,来持续优化系统。作为机器学习的一个子领域,在线学习对此类问题提供了坚实的理论基础。这门课程将会主要讲授在线学习,包括基本的技巧和想法。我们同时会讨论它和机器学习其它领域的联系,应用,以及如何用此类技巧来设计高效大规模优化方法。

    Designing autonomous systems that can adapt to their environments is arguably one of the most important goals in computer science and engineering. In some cases the environment is too complex to be modeled, and the best is to take a robust approach: continuously optimize the system as it interacts with its environment. Online learning, a subfield of machine learning, provides the theoretical foundations to solve such problems. The course will provide an introduction to online learning, covering the basic techniques and ideas. We will also discuss its connections and applications to other areas of machine learning, as well as how the same techniques lead to efficient methods for large scale optimization.


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