Empirical Bernstein Stopping
Abstract
Sampling is a popular way of scaling up machine learning algorithms to large datasets. The question often is how many samples are needed. Adaptive stopping algorithms monitor the performance in an online fashion and make it possible to stop early, sparing valuable computation time. We concentrate on the setting where probabilistic guarantees are desired and demonstrate how recently-introduced empirical Bernstein bounds can be used to design stopping rules that are efficient. We provide upper bounds on the sample complexity of the new rules as well as empirical results on model selection and boosting in the filtering setting.
Cite
Text
Mnih et al. "Empirical Bernstein Stopping." International Conference on Machine Learning, 2008. doi:10.1145/1390156.1390241Markdown
[Mnih et al. "Empirical Bernstein Stopping." International Conference on Machine Learning, 2008.](https://mlanthology.org/icml/2008/mnih2008icml-empirical/) doi:10.1145/1390156.1390241BibTeX
@inproceedings{mnih2008icml-empirical,
title = {{Empirical Bernstein Stopping}},
author = {Mnih, Volodymyr and Szepesvári, Csaba and Audibert, Jean-Yves},
booktitle = {International Conference on Machine Learning},
year = {2008},
pages = {672-679},
doi = {10.1145/1390156.1390241},
url = {https://mlanthology.org/icml/2008/mnih2008icml-empirical/}
}