Sciweavers

263 search results - page 1 / 53
» Regret Bounds for Prediction Problems
Sort
View
COLT
1999
Springer
13 years 10 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 8 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 3 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 10 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 10 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