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The optimal dynamic regret for smoothed online convex optimization with squared l2 norm switching costs.

Yaoyu ZhangQingsong LiuJian SunChenye Wu
Published in: J. Frankl. Inst. (2023)
Keyphrases
  • online convex optimization
  • regret bounds
  • online learning
  • worst case
  • long run
  • lower bound
  • convex optimization
  • newton method
  • dynamic programming
  • switching costs
  • objective function
  • least squares