97 search results - page 3 / 20 » Logarithmic Regret Algorithms for Online Convex Optimization |
ICML
2009
IEEE
14 years 6 months ago
2009
IEEE
We study online learning in an oblivious changing environment. The standard measure of regret bounds the difference between the cost of the online learner and the best decision in...
CORR
2004
Springer
13 years 5 months ago
2004
Springer
We study a general online convex optimization problem. We have a convex set S and an unknown sequence of cost functions c1, c2, . . . , and in each period, we choose a feasible po...
ICML
2006
IEEE
14 years 6 months ago
2006
IEEE
We experimentally study on-line investment algorithms first proposed by Agarwal and Hazan and extended by Hazan et al. which achieve almost the same wealth as the best constant-re...
COLT
2010
Springer
13 years 3 months ago
2010
Springer
We study the regret of an online learner playing a multi-round game in a Banach space B against an adversary that plays a convex function at each round. We characterize the minima...
NIPS
2007
13 years 6 months ago
2007
We present an algorithm called Optimistic Linear Programming (OLP) for learning to optimize average reward in an irreducible but otherwise unknown Markov decision process (MDP). O...