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Questions tagged [online]

Online algorithms refer to computations that are performed iteratively, with data arriving during the computation. For questions focusing on the Internet, please use the "internet" tag.

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Is there a name for this? Updating class probabilities, online

An object is of an unknown class $y$. We receive a stream of measurements $x_1, x_2, ...$ of the object. Every time we receive a new measurement, we want to update our estimate of the class label $y$ (...
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2answers
533 views

Recursively updating the MLE as new observations stream in

General Question Say we have iid data $x_1$, $x_2$, ... $\sim f(x\,|\,\boldsymbol{\theta})$ streaming in. We want to recursively compute the maximum likelihood estimate of $\boldsymbol{\theta}$. That ...
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0answers
20 views

what is the diffrences between online and one pass learning?

as long as I know, online learning takes actions at each time step (for each data), and one-pass algorithm just can see each data once. I already read Wikipedia: about streaming algorithms. These ...
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1answer
49 views

How to use/treat a hidden layer as the new target to predict in a neural network?

Let's suppose I have a neural network with one hidden layer. During training, for a given pair of (input, target), I want to perform several iterations, such that the first iteration would be trying ...
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30 views

Clarification regarding proof of convergence of online EM

Online EM algorithm was proposed by Olivier Cappé in Link to paper. They assume that complete data likelihood $f(x ; \theta)$ belongs to exponential family i.e. $f(x;\theta) = h(x) \exp \left\lbrace ...
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19 views

measuring constant value

I'm taking multiple measurements of the same constant value. The measurements are noisy (lots of outliers) and I can take lots of them, more than I can store. How would I approximate the true value? ...
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1answer
36 views

Tuning distance threshold in online clustering

In online clustering there are approaches where a threshold $r$ on the distance to the nearest cluster is used to determine whether a new data point should be associated to an existing cluster or ...
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0answers
30 views

What is the relationship between Online Learning and Statistical Learning?

Online Learning also known as Online Convex Opimization has famous algorithms like Follow-the-Leader and Online Gradient Descent (See OCO Book) Now stoastic programming has algorithms like Sample ...
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2answers
61 views

on-line regression with 1 output [closed]

I have 12 input variables from sensor (IMU) to predict 1 output (Speed of a boat) variable. Is it possible to use regression (or something else?) in this case where it is a continuous data stream from ...
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2answers
98 views

Practical realities of updating a trained model with new data

In my day to day work, I train models on data using R packages that have no extension for Bayesian priors. I will generally have a large dataset to start off with, and add new data as needed. Any ...
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18 views

Are there specific Machine Learning Algorithms that are more indicated for Real Time Analytics?

As the title suggests, I am wondering if there are specific ML algorithms that are more suitable for real time learning. In my case, I am working on deploying a stacking algorithm on Spark Streaming ...
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34 views

Regret in online learning

In online learning/online convex optimization, it's often the case that you compare your algorithm against the best action in hindsight (i.e., from https://people.cs.umass.edu/~akshay/courses/cs690m/...
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22 views

Transforming an echo state network to online training

I have recently become interested in echo state networks, I've been using the simple introduction to ESNs here https://mantas.info/wp/wp-content/uploads/simple_esn/minimalESN.py by Dr. Mantas ...
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21 views

What is the effect of the use of online-learning algorithms on non streaming data?

I am wondering what the effects of using a passive-aggressive classifier instead of something like a SVM classifier on a non-streaming data would be. In other words, what are the general assumptions ...
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15 views

Recursive least square with incomplete data

If we have a system $\mathbf{Y}_t = \mathbf{A}_0 + \mathbf{v}_t$, in which $\mathbf{v}_t$ is the noise. Using the first $t$ samples, we can estimate $\mathbf{A}_0$ by the arithmetic (sample) mean, ...
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2answers
317 views

How to frequently update classification model with new training data?

How do I incorporate a new stream of data into my classification model? Do I have to retrain the model from the beginning every time I want to incorporate new data, or can I update the existing model ...
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0answers
25 views

Any previous work on online coordinate descent, where a new coordinate appears at each iteration?

I'd like to analyze the behavior of coordinate descent algorithms, where as a twist, at each iteration, a new variable appears. For example, if $T$ is my total number of iterations, then at iteration $...
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2answers
95 views

What test to use to find the probability of highest value?

If I have a vector of around 40 values each with a normally distributed error, is there an easy way to figure out the probability of each element being the element with maximal true value? For context,...
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0answers
25 views

Online estimation of drifting discrete probability

I recently come across (in a practical setting) to the following problem. Suppose I receive items from a finite set ,one at a time . At each moment one item is drawn independently from an unknown ...
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0answers
16 views

Performance of Hierarchical Temporal Memory on unsupervised online anomaly detection problems

I'm looking for an algorithm to detect anomalies in streaming data (server metrics). The detection needs to be near-real time and unsupervised (labeled data will never be available, unfortunately, and ...
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0answers
40 views

Adding new center in an RBF network without memorizing previous training examples

Suppose we train an RBF by minimizing the LSE on a couple of training points and we are doing it incrementally in an online fashion. So basically we update the QR factorization using e.g. Givens ...
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1answer
39 views

Algorithm for selecting largest possible value, when observing online sequence of unknown distribution?

I have been trying to devise an algorithm for a problem that's been bugging me for a while. For some weird reason I haven't been able to find any mention of this problem in the literature, so far. I ...
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2answers
38 views

Effects of exclusion on averages

Given a set of data points, if a single point which is above/below the average is excluded, can it be said that the new average will surely decrease/increase? What if the average is the median instead ...
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63 views

Relationship between expanding window, online learning and incremental learning?

My understanding: Online Learning: In an online learning setting (for regression problems e.g.), new data becomes available in a sequential order and is used to update the predictor for future data. ...
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0answers
49 views

Extended kalman filter vs online passive-aggressive

I was wondering, what are the advantages and disadvantages of extended Kalman filter and online passive-aggressive algorithm when we use them to train our networks. I have RBF neural network and I'm ...
3
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1answer
41 views

Are ensemble learning methods for data streams restricted to online or batch learning?

Recently I'm working on some online learning algorithm (using RBF neural network ) for classification. As I read papers in this area I found there is an issue in online-learning called concept drift ...
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335 views

Online vs batch learning, difference with incremental learning and offline learning

I can't understand the difference between (online and batch learning) and incremental versus offline learning.
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1answer
47 views

Real-Time signal processing with RandomForestClassifier in sklearn always predicts one class

I am trying to perform real-time decision making on data from a radar sensor and trying to detect occupancy. I generated data using the same sensor annotated it manually as vacant or occupied. I ...
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1answer
46 views

What data format should I use to learn the nonlinear output behavior of my guitar distortion pedal using a neural networkl?

My Problem I've built a very simple transistor guitar pedal. it has 1 mono input, 1 mono output. Now, all I have ever done in the past with ANN's is offline learning with labelled data and some work ...
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0answers
64 views

Cumulative Moving Trimmed Mean [closed]

I would be interested in a technique to calculate the trimmed mean of a (potentially) infinite stream of observations. It is infeasible to store each of the observations and therefore, I have to ...
4
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1answer
46 views

Gradual clustering in deterministic manner

We have 128-dimensional vectors representing people's identities where the euclidean metric defines the similarity between them. Ours solution requires them to be clustered and then annotated (assign ...
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0answers
20 views

Add a sample to Maximum correlation?

Assume we have two random variables X and Y. After taking 100 samples of $X$ and $Y$ as $\{x_1, x_2, ... , x_{100}\}$ and $\{y_1, y_2, ... , y_{100}\}$, the correlation between these two series of ...
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70 views

Anomaly detection in network data

I have time series data that come from a network and am trying to figure out a reasonable approach for detecting clearly anomalous behavior. The data consist of many separate streams of packet and ...
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14 views

Identify whether my NEW data is having some new pattern(s) or trend(s) from the OLD data in REAL time

After going into production the model starts predicting in Real Time. Therefore it becomes the need to handle the scenarios that may arise in Real Time. If we are planning to use the REAL TIME data ...
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104 views

What are online learning and offline learning in the context of reinforcement learning? [duplicate]

In this question, many users have discussed online and offline learning in machine learning. But, in the context of reinforcement learning, what are exactly online and offline learning?
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184 views

Updating of OLS regression estimates when one data point is changed

How do I estimate the new slope and intercept if I'm given a 'updated' data instance? For example I have a regression equation y = 1x + 0.5 and this is learned with a data set of 10 data instances ...
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3answers
740 views

Online algorithm for the mean square error

Given a dataset $\{(x_1, y_1), (x_2, y_2), \dots\}$, we can compute incrementally (or "online") the linear regression for those points. In other words, given a new point $(x_i, y_i)$, we can ...
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0answers
62 views

Online deseasonalization of time series data

Are there any existing methodologies of deseasonalizing time series data online, in order to avoid lookahead bias? It seems that if you don't deaseasonalize time series data online, you would not be ...
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2answers
27 views

Learning from Mistakes in a classification task

Let's say I have a text classifier that I have trained on some training dataset. Now when I run this trained classifier on some test dataset, I identify the cases where it went wrong (assuming I have ...
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1answer
45 views

Calculating mean and SD from a stream of numbers

I'm sure this has been asked, but my stats knowledge is not good enough to know the terms to looks for, so apologies if this is really basic. I'm collecting a sample of numbers for which I want to ...
2
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1answer
91 views

Matrix factorization for expanding matrix

In the paper Matrix Factorization Techniques for Recommender Systems Koren, Bell and Volinsky describe how the matrix $R_{n \times k}$ (users $\times$ movie ratings) can be decomposed to $P_{n \times ...
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1answer
200 views

Algorithms for real-time classification of segments in noisy time-series data

I’m trying to detect various features of a toy train track while driving on it: The primary input is data from an optical sensor. The following image shows the recorded signal when driving over the ...
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1answer
50 views

What are alternatives to regret minimization in online learning settings?

Regret is a common criteria to optimize in online learning. I'm wondering if anyone knows of other alternative criteria to optimize that have been proposed or explored in an online learning problem. ...
2
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1answer
68 views

Online Convex Optimization: meaning of different loss function each time $t$

In the survey of Shai Shalev-Shwartz (see 1), the online convex optimization is presented as: where one can see that the loss function is chosen. All proofs for regret bounds use (more or less) the ...
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67 views

Question on the Weighted Majority Algorithm: Learning the experts in an online fashion

I have a question on whether the Weighted Majority Algorithm (WMA) could be used in an online learning setting where "experts" are not predefined, but they are learned, as new training examples stream-...
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1answer
590 views

sequential/recursive/online calculation of sample covariance matrix

I am solving the next exercise, but I have spent a lot of time and I can´t. For random vectors, $X_1,X_2,...\in\mathbb{R}^p$ The sample covariance with $\Sigma_1=0$ is given by: $$\hat\Sigma_n=\frac{1}...
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0answers
210 views

Computing covariance matrix of gaussian distribution with one additional observation

Say I have the sample mean vector and sample covariance matrix of N observations sampled from a Gaussian distribution. If I then observe an additional observation, updating the mean vector using the ...
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0answers
29 views

Fitting a model with bounded data and subsequently retraining it

I have five independent variables, each of which vary between 0 and 10. The output of from these combinations is multi-class output which is essentially a judgement call by an industry expert. We are ...
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0answers
358 views

online vs offline model performance

I work in a group that deploys models that are trained offline and evaluated offline before being deployed. THis is for an ads ranking system. We also record whether the user clicked on our ...
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0answers
121 views

Update model parameter with new data, discarding old data

I have this dataset, and I am using y = (a * x^n) / (b + x^n) Hill function as the model, where a is the limit of the Hill curve,...