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» Regret to the Best vs. Regret to the Average
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COLT
2007
Springer
13 years 11 months ago
Regret to the Best vs. Regret to the Average
Abstract. We study online regret minimization algorithms in a bicriteria setting, examining not only the standard notion of regret to the best expert, but also the regret to the av...
Eyal Even-Dar, Michael J. Kearns, Yishay Mansour, ...
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
COLT
2010
Springer
13 years 2 months ago
Regret Minimization With Concept Drift
In standard online learning, the goal of the learner is to maintain an average loss that is "not too big" compared to the loss of the best-performing function in a fixed...
Koby Crammer, Yishay Mansour, Eyal Even-Dar, Jenni...
ICASSP
2011
IEEE
12 years 8 months ago
Logarithmic weak regret of non-Bayesian restless multi-armed bandit
Abstract—We consider the restless multi-armed bandit (RMAB) problem with unknown dynamics. At each time, a player chooses K out of N (N > K) arms to play. The state of each ar...
Haoyang Liu, Keqin Liu, Qing Zhao
STOC
2009
ACM
238views Algorithms» more  STOC 2009»
14 years 5 months ago
On the convergence of regret minimization dynamics in concave games
We study a general sub-class of concave games, which we call socially concave games. We show that if each player follows any no-external regret minimization procedure then the dyn...
Eyal Even-Dar, Yishay Mansour, Uri Nadav