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A Stochastic View of Optimal Regret through Minimax Duality
Jacob D. Abernethy
Alekh Agarwal
Peter L. Bartlett
Alexander Rakhlin
Published in:
CoRR (2009)
Keyphrases
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worst case
minimax regret
regret bounds
lower bound
online learning
linear programming
multiple views
stochastic programming
neural network
optimal solution
loss function
decision problems
stochastic dynamic programming
state dependent
optimal control
closed form
upper bound
dynamic programming
genetic algorithm