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Nov, 2022
在线矩阵完成的始终有效风险监控
Always Valid Risk Monitoring for Online Matrix Completion
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Chi-Hua Wang, Wenjie Li
TL;DR
本文在矩阵完成问题上，结合非渐近鞅集中和正则化低秩矩阵回归，建立了始终有效的风险界限过程，以实现更高效的在线算法设计和在线实验策略评估。
Abstract
Always-valid
concentration inequalities
are increasingly used as performance measures for
online statistical learning
, notably in the learning of
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