On the convergence of a family of robust losses for stochastic gradient descent
- Publication Type:
- Conference Proceeding
- Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), 2016, 9851 LNAI pp. 665 - 680
- Issue Date:
Copyright Clearance Process
- Recently Added
- In Progress
- Closed Access
This item is closed access and not available.
© Springer International Publishing AG 2016. The convergence of Stochastic Gradient Descent (SGD) using convex loss functions has been widely studied. However, vanilla SGD methods using convex losses cannot perform well with noisy labels, which adversely affect the update of the primal variable in SGD methods. Unfortunately, noisy labels are ubiquitous in real world applications such as crowdsourcing. To handle noisy labels, in this paper, we present a family of robust losses for SGD methods. By employing our robust losses, SGD methods successfully reduce negative effects caused by noisy labels on each update of the primal variable. We not only reveal the convergence rate of SGD methods using robust losses, but also provide the robustness analysis on two representative robust losses. Comprehensive experimental results on six real-world datasets show that SGD methods using robust losses are obviously more robust than other baseline methods in most situations with fast convergence.
Please use this identifier to cite or link to this item: