We frame max-margin learning of latent variable structured prediction models as a convex optimization problem, making use of scoring functions computed by input-output observable operator models. This learning problem can be expressed as an optimization problem involving a low-rank Hankel matrix that represents the inputoutput operator model. The direct outcome of our work is a new spectral regularization method for max-margin structured prediction. Our experiments confirm that our proposed regularization framework leads to an effective way of controlling the capacity of structured prediction models.

Peer Reviewed