Proofs and additional experiments on Second order techniques for learning time-series with structural breaks

Takayuki Osogami

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arXiv · 2012.08037

Proofs and additional experiments on Second order techniques for learning time-series with structural breaks

Takayuki Osogami

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Abstract

We provide complete proofs of the lemmas about the properties of the regularized loss function that is used in the second order techniques for learning time-series with structural breaks in Osogami (2021). In addition, we show experimental results that support the validity of the techniques.

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Takayuki Osogami. 2020-12-15. Proofs and additional experiments on Second order techniques for learning time-series with structural breaks. https://arxiv.org/abs/2012.08037

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