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Online Convex Optimisation: The Optimal Switching Regret for all Segmentations Simultaneously.
Stephen Pasteris
Chris Hicks
Vasilios Mavroudis
Mark Herbster
Published in:
CoRR (2024)
Keyphrases
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convex optimisation
online learning
worst case
lower bound
dynamic programming
online algorithms
optimal solution
regret bounds
loss function
online convex optimization