Uniform regret bounds over R^d for the sequential linear regression problem with the square loss

MaRDI QIDQ7034390zbMATH OpenFDO

Authors Pierre Gaillard, Sébastien Gerchinovitz, Malo Huard, Gilles Stoltz

Publication date 31 January 2025

Full work available at URL https://proceedings.mlr.press/v98/gaillard19a.html

zbMATH Keywords

(nonlinear) ridge regressionadversarial learninglinear regressionregret bounds

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07) Learning and adaptive systems in artificial intelligence (68T05)

Cites work

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• Relative loss bounds for on-line density estimation with the exponential family of distributions
• Relative loss bounds for temporal-difference learning

Cited in

(1)

• A hierarchical Vovk-Azoury-Warmuth forecaster with discounting for online regression in RKHS

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