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Poster
Learning with Incremental Iterative Regularization
Lorenzo Rosasco · Silvia Villa
Within a statistical learning setting, we propose and study an iterative regularization algorithm for least squares defined by an incremental gradient method. In particular, we show that, if all other parameters are fixed a priori, the number of passes over the data (epochs) acts as a regularization parameter, and prove strong universal consistency, i.e. almost sure convergence of the risk, as well as sharp finite sample bounds for the iterates. Our results are a step towards understanding the effect of multiple epochs in stochastic gradient techniques in machine learning and rely on integrating statistical and optimizationresults.
Author Information
Lorenzo Rosasco (University of Genova)
Silvia Villa (IIT-MIT)
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