Dynamic Local Regret for Non-convex Online Forecasting.

Sergül Aydöre Tianhao Zhu Dean P. Foster

Published in: CoRR (2019)

Keyphrases

online learning
online convex optimization
online algorithms
real time
data sets
dynamic environments
loss function
short term
convex optimization
neural network
long term
dynamic programming
least squares
convex hull
forecasting accuracy