Pages that link to "Item:Q1009221"

The following pages link to Logarithmic regret algorithms for online convex optimization (Q1009221):

Displaying 35 items.

• Online learning over a decentralized network through ADMM (Q259131) (← links)
• Online variance minimization (Q420931) (← links)
• PAMR: passive aggressive mean reversion strategy for portfolio selection (Q420935) (← links)
• A generalized online mirror descent with applications to classification and regression (Q493737) (← links)
• Concave switching in single-hop and multihop networks (Q747723) (← links)
• Warranty optimization in a dynamic environment (Q1040028) (← links)
• Two queues with non-stochastic arrivals (Q1667172) (← links)
• The recursive variational Gaussian approximation (R-VGA) (Q2066753) (← links)
• Suboptimality of constrained least squares and improvements via non-linear predictors (Q2108490) (← links)
• Sketch-based empirical natural gradient methods for deep learning (Q2162326) (← links)
• Online active classification via margin-based and feature-based label queries (Q2163262) (← links)
• Predictive online convex optimization (Q2173950) (← links)
• Group parking permit problems (Q2184679) (← links)
• Kernel-based online regression with canal loss (Q2242215) (← links)
• Regret bounded by gradual variation for online convex optimization (Q2251474) (← links)
• A modular analysis of adaptive (non-)convex optimization: optimism, composite objectives, variance reduction, and variational bounds (Q2290691) (← links)
• Scale-invariant unconstrained online learning (Q2290692) (← links)
• Online Bayesian max-margin subspace learning for multi-view classification and regression (Q2303668) (← links)
• An adaptive online learning algorithm for distributed convex optimization with coupled constraints over unbalanced directed graphs (Q2318770) (← links)
• Online strongly convex optimization with unknown delays (Q2673315) (← links)
• Improving kernel online learning with a snapshot memory (Q2673322) (← links)
• Logarithmic regret in online linear quadratic control using Riccati updates (Q2674833) (← links)
• Competitive Portfolio Selection Using Stochastic Predictions (Q2831387) (← links)
• No Regret Learning in Oligopolies: Cournot vs. Bertrand (Q3162528) (← links)
• Technical Note—Nonstationary Stochastic Optimization Under <i>L</i>_<i>p,q</i>-Variation Measures (Q5129221) (← links)
• Online First-Order Framework for Robust Convex Optimization (Q5131545) (← links)
• AN ONLINE PORTFOLIO SELECTION ALGORITHM WITH REGRET LOGARITHMIC IN PRICE VARIATION (Q5247422) (← links)
• Small-Loss Bounds for Online Learning with Partial Information (Q5868953) (← links)
• Distributed one-pass online AUC maximization (Q6069176) (← links)
• Distributed online bandit linear regressions with differential privacy (Q6082820) (← links)
• Opinion dynamics with limited information (Q6088303) (← links)
• Adaptive moment estimation for universal portfolio selection strategy (Q6088522) (← links)
• No-regret learning for repeated non-cooperative games with lossy bandits (Q6152576) (← links)
• Online renewable smooth quantile regression (Q6170543) (← links)
• Online distributed dual averaging algorithm for multi-agent bandit optimization over time-varying general directed networks (Q6180222) (← links)