A Simpler Unified Analysis of Budget Perceptrons

author: Ilya Sutskever, Department of Computer Science, University of Toronto
published: Aug. 26, 2009,   recorded: June 2009,   views: 460
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Description

The kernel Perceptron is an appealing online learning algorithm that has a drawback: whenever it makes an error it must increase its support set, which slows training and testing if the number of errors is large. The Forgetron and the Randomized Budget Perceptron algorithms overcome this problem by restricting the number of support vectors the Perceptron is allowed to have. These algorithms have regret bounds whose proofs are dissimilar. In this paper we propose a unified analysis of both of these algorithms by observing that the way in which they remove support vectors can be seen as types of $L_2$-regularization. By casting these algorithms as instances of online convex optimization problems and applying a variant of Zinkevich's theorem for noisy and incorrect gradient, we can bound the regret of these algorithms more easily than before. Our bounds are similar to the existing ones, but the proofs are less technical.

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