Online learning with sample path constraints

MaRDI QIDQ2880891zbMATH OpenFDO

Authors Shie Mannor, Jia Yuan Yu, John N. Tsitsiklis

Publication date 17 April 2012

Published in Journal of Machine Learning Research (JMLR) (Search for Journal in Brave)

Full work available at URL http://www.jmlr.org/papers/v10/mannor09a.html

zbMATH Keywords

approachabilitycalibrationonline learningregret minimization

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05)

Recommendations

• Online Learning with Constraints
• Constrained no-regret learning
• On-line learning with linear loss constraints.
• Trading regret for efficiency: online convex optimization with long term constraints
• Linear programming with online learning

Cited in

(10)

• Approachability with constraints
• Constrained no-regret learning
• Primal-dual algorithms for optimization with stochastic dominance
• Bandits with global convex constraints and objective
• Opportunistic approachability and generalized no-regret problems
• Online Learning with Constraints
• Dynamic online convex optimization with long-term constraints via virtual queue
• Online weakly DR-submodular optimization with stochastic long-term constraints
• Augmented Lagrangian methods for time-varying constrained online convex optimization
• Policy optimization for CMDPs with bandit feedback: best-of-both-worlds and beyond

This page was built for publication: Online learning with sample path constraints

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2880891)