Margin-infused relaxed algorithm
Margin-infused relaxed algorithm (MIRA) is a machine learning algorithm, an online algorithm for multiclass classification problems. It is designed to learn a set of parameters (vector or matrix) by processing all the given training examples one-by-one and updating the parameters according to each training example, so that the current training example is classified correctly with a margin against incorrect classifications at least as large as their loss. The change of the parameters is kept as small as possible.
A two-class version called binary MIRA simplifies the algorithm by not requiring the solution of a quadratic programming problem (see below). When used in a one-vs.-all configuration, binary MIRA can be extended to a multiclass learner that approximates full MIRA, but may be faster to train.
The update step is then formalized as a quadratic programming problem: Find , so that , i.e. the score of the current correct training must be greater than the score of any other possible by at least the loss (number of errors) of that in comparison to .
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