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COLT
2005
Springer
14 years 11 months ago
Loss Bounds for Online Category Ranking
Category ranking is the task of ordering labels with respect to their relevance to an input instance. In this paper we describe and analyze several algorithms for online category r...
Koby Crammer, Yoram Singer
STOC
2006
ACM
130views Algorithms» more  STOC 2006»
15 years 10 months ago
Online trading algorithms and robust option pricing
In this work we show how to use efficient online trading algorithms to price the current value of financial instruments, such as an option. We derive both upper and lower bounds f...
Peter DeMarzo, Ilan Kremer, Yishay Mansour
COLT
2005
Springer
14 years 11 months ago
Data Dependent Concentration Bounds for Sequential Prediction Algorithms
Abstract. We investigate the generalization behavior of sequential prediction (online) algorithms, when data are generated from a probability distribution. Using some newly develop...
Tong Zhang
NIPS
2007
14 years 11 months ago
Topmoumoute Online Natural Gradient Algorithm
Guided by the goal of obtaining an optimization algorithm that is both fast and yields good generalization, we study the descent direction maximizing the decrease in generalizatio...
Nicolas Le Roux, Pierre-Antoine Manzagol, Yoshua B...
ICALP
2004
Springer
15 years 3 months ago
Online Scheduling with Bounded Migration
Consider the classical online scheduling problem where jobs that arrive one by one are assigned to identical parallel machines with the objective of minimizing the makespan. We gen...
Peter Sanders, Naveen Sivadasan, Martin Skutella