Improved Risk Tail Bounds for On-Line Algorithms

DOI10.1109/TIT.2007.911292zbMATH Open1304.68221DBLPjournals/tit/Cesa-BianchiG08WikidataQ59538578 ScholiaQ59538578MaRDI QIDQ3604417FDOQ3604417

Authors: Nicolò Cesa-Bianchi, Claudio Gentile 

Publication date: 24 February 2009

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

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zbMATH Keywords

on-line learningrisk boundsstatistical learning theoryMartingales

Mathematics Subject Classification ID

General nonlinear regression (62J02) Learning and adaptive systems in artificial intelligence (68T05) Online algorithms; streaming algorithms (68W27) Approximations to statistical distributions (nonasymptotic) (62E17)

Cited In (6)

• On the Generalization Ability of On-Line Learning Algorithms
• Online regularized learning with pairwise loss functions
• New insights on concentration inequalities for self-normalized martingales
• Real-time model learning using incremental sparse spectrum Gaussian process regression
• Convergence rate analysis for optimal computing budget allocation algorithms
• Optimistic optimisation of composite objective with exponentiated update

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