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COLT
1999
Springer
13 years 8 months ago
Regret Bounds for Prediction Problems
We present a unified framework for reasoning about worst-case regret bounds for learning algorithms. This framework is based on the theory of duality of convex functions. It brin...
Geoffrey J. Gordon
COLT
2008
Springer
13 years 6 months ago
Extracting Certainty from Uncertainty: Regret Bounded by Variation in Costs
Prediction from expert advice is a fundamental problem in machine learning. A major pillar of the field is the existence of learning algorithms whose average loss approaches that ...
Elad Hazan, Satyen Kale
ALT
2009
Springer
14 years 1 months ago
Pure Exploration in Multi-armed Bandits Problems
Abstract. We consider the framework of stochastic multi-armed bandit problems and study the possibilities and limitations of strategies that explore sequentially the arms. The stra...
Sébastien Bubeck, Rémi Munos, Gilles...
COLT
2004
Springer
13 years 8 months ago
Minimizing Regret with Label Efficient Prediction
We investigate label efficient prediction, a variant, proposed by Helmbold and Panizza, of the problem of prediction with expert advice. In this variant, the forecaster, after gues...
Nicolò Cesa-Bianchi, Gábor Lugosi, G...
COLT
2006
Springer
13 years 8 months ago
Logarithmic Regret Algorithms for Online Convex Optimization
In an online convex optimization problem a decision-maker makes a sequence of decisions, i.e., chooses a sequence of points in Euclidean space, from a fixed feasible set. After ea...
Elad Hazan, Adam Kalai, Satyen Kale, Amit Agarwal