[1Z1] [General Session] 2. Machine Learning

[1Z1-01] Concept-drift-aware Stochastic Gradient Descent

〇Kohei Miyaguchi¹, Hiroshi Kajino² (1. Graduate School of Information Science and Technology, The University of Tokyo, 2. IBM Research - Tokyo)

Keywords:Nonstationary time-series forecasting, Stochastic gradient descent

We present a stochastic gradient descent for the time-series forecasting problem in the presence of concept drift.