Adaptive regularization for Lasso models in the context of nonstationary data streams
Adaptive regularization for Lasso models in the context of nonstationary data streams
Largeāscale, streaming data sets are ubiquitous in modern machine learning. Streaming algorithms must be scalable, amenable to incremental training, and robust to the presence of nonstationarity. In this work we consider the problem of learning ā 1 regularized linear models in the context of streaming data. In particular, the focus ā¦