Regret bounded by gradual variation for online convex optimization

DOI10.1007/s10994-013-5418-8zbMath1320.68154OpenAlexW2088253680MaRDI QIDQ2251474

Mehrdad Mahdavi, Rong Jin, Tianbao Yang, Shenghuo Zhu

Publication date: 14 July 2014

Published in: Machine Learning (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10994-013-5418-8

zbMATH Keywords

banditregret boundonline convex optimizationgradual variation

Mathematics Subject Classification ID

Convex programming (90C25) Learning and adaptive systems in artificial intelligence (68T05) Online algorithms; streaming algorithms (68W27)

Related Items

Exploiting problem structure in optimization under uncertainty via online convex optimization

Uses Software

• AdaBoost.MH

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Smooth minimization of non-smooth functions
• Logarithmic regret algorithms for online convex optimization
• Introductory lectures on convex optimization. A basic course.
• Extracting certainty from uncertainty: regret bounded by variation in costs
• Efficient algorithms for online decision problems
• Adaptive routing with end-to-end feedback
• Robbing the bandit
• Prox-Method with Rate of Convergence O(1/t) for Variational Inequalities with Lipschitz Continuous Monotone Operators and Smooth Convex-Concave Saddle Point Problems
• 10.1162/1532443041424328
• Excessive Gap Technique in Nonsmooth Convex Minimization
• Online Learning with Kernels
• Prediction, Learning, and Games
• Learning Theory