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Multi-class classification: mirror descent approach (1607.00076v2)
Published 30 Jun 2016 in math.OC, cs.LG, and stat.ML
Abstract: We consider the problem of multi-class classification and a stochastic opti- mization approach to it. We derive risk bounds for stochastic mirror descent algorithm and provide examples of set geometries that make the use of the algorithm efficient in terms of error in k.
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