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

12/15/2020

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by   Takayuki Osogami, et al.

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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.