On martingale extensions of Vapnik-Chervonenkis theory with applications to online learning

DOI10.1007/978-3-319-21852-6_15MaRDI QIDQ2805727zbMATH OpenOpenAlexFDO

Authors Alexander Rakhlin, Karthik Sridharan

Publication date 13 May 2016

Published in Measures of Complexity (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-21852-6_15

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Learning and adaptive systems in artificial intelligence (68T05) Martingales with discrete parameter (60G42)

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Cited in

(8)

• Active learning for cost-sensitive classification
• A sieve stochastic gradient descent estimator for online nonparametric regression in Sobolev ellipsoids
• Online learning via sequential complexities
• Stochastic online optimization. Single-point and multi-point non-linear multi-armed bandits. Convex and strongly-convex case
• Rademacher complexity for Markov chains: applications to kernel smoothing and Metropolis-Hastings
• Minimax rates for conditional density estimation via empirical entropy
• Approachability, regret and calibration: implications and equivalences
• Machine learning advised ski rental problem with a discount

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