2016

Regret Bounds for Lifelong Learning

Alquier, Pierre, Mai, The Tien, Pontil, Massimiliano

Understand

We consider the problem of transfer learning in an online setting.

  • Different tasks are presented sequentially and processed by a within-task algorithm.
  • We propose a lifelong learning strategy which refines the underlying data representation used by the within-task algorithm, thereby transferring information from one task to the next.
  • We show that when the within-task algorithm comes with some regret bound, our strategy inherits this good property.

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