Winnow (algorithm): Difference between revisions

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The '''winnow algorithm'''<ref name="littlestone88"> Nick Littlestone (1988). "Learning Quickly When Irrelevant Attributes Abound: A New Linear-threshold Algorithm", ''[http://www.springerlink.com/content/j0k7t38567325716/ ''Machine Learning'' 285–318(2)].</ref> is a technique from [[machine learning]] for learning a [[linear classifier]] from labeled examples. It is very similar to the [[perceptron|perceptron algorithm]]. However, the perceptron algorithm uses an additive weight-update scheme, while Winnow uses a [[Multiplicative Weight Update Method|multiplicative scheme]] that allows it to perform much better when many dimensions are irrelevant (hence its name). It is a simple algorithm that scales well to high-dimensional data. During training, Winnow is shown a sequence of positive and negative examples. From these it learns a decision [[hyperplane]] that can then be used to label novel examples as positive or negative. The algorithm can also be used in the [[Online machine learning|online learning]] setting, where the learning and the classification phase are not clearly separated.
The '''winnow algorithm'''<ref name="littlestone88">
Nick Littlestone (1988). "Learning Quickly When Irrelevant Attributes Abound: A New Linear-threshold Algorithm", ''[http://www.springerlink.com/content/j0k7t38567325716/ Machine Learning 285–318(2)].</ref> is a technique from [[machine learning]] for learning a [[linear classifier]] from labeled examples. It is very similar to the [[perceptron|perceptron algorithm]]. However, the perceptron algorithm uses an additive weight-update scheme, while Winnow uses a [[Multiplicative Weight Update Method|multiplicative scheme]] that allows it to perform much better when many dimensions are irrelevant (hence its name). It is a simple algorithm that scales well to high-dimensional data. During training, Winnow is shown a sequence of positive and negative examples. From these it learns a decision [[hyperplane]] that can then be used to label novel examples as positive or negative. The algorithm can also be used in the [[Online machine learning|online learning]] setting, where the learning and the classification phase are not clearly separated.
 
== Algorithm ==
 
The basic algorithm, Winnow1, is as follows. The instance space is <math>X=\{0,1\}^n</math>, that is, each instance is described as a set of [[Boolean-valued]] [[features (pattern recognition)|features]]. The algorithm maintains non-negative weights <math>w_i</math> for <math>i\in \{1,\ldots,n\}</math>, which are initially set to 1, one weight for each feature. When the learner is given an example <math>(x_1,\ldots,x_n)</math>, it applies the typical prediction rule for linear classifiers: