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Warm Start for Parameter Selection of Linear Classifiersを呼んだ

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KDD2015 Warm Start for Parameter Selection of Linear Classifiersを呼んだ

どんなもの?

  • 線形分類器の正則化係数を自動で推定する仕組みを作った
  • liblinearに入れた

技術や手法のキモはどこ?

  • CVで推定をしたいが時間がかかるので、warm-startというテクニックで学習時間を高速化した。k-foldならk個の組み合わせができるので、他の組み合わせで推定したパラメータを使って学習を始めることで収束を早くできる。
  • 正則化係数の下限と上限を導出した

どうやって有効だと検証した?

CVによる精度と実行時間の測定

ref

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