In this paper, we address the online learning problem when the input to the greedy algorithm is stochastic with unknown parameters that have to be learned over time.
In this paper, we consider a multi-step version of the stochastic ADMM method with efficient guarantees for high-dimensional problems. We first analyze the simple setting, where the optimization problem consists of a loss function and asingleregularizer(e.g.
However, the generating process can be different in several aspects, such as the conditions and devices used for acquisition, different pre-processing, different compressions, etc. Domain adaptation
The underlyingmetricis,however,non-parametric.Wedevelopamaximumlikelihood algorithm to infer the distribution parameters that relies on a combination of gradient descent and Monte Carlo integration. We further extend the LAND to mixture models, andprovidethecorresponding EMalgorithm.