Bregman Divergence Bounds and Universality Properties of the Logarithmic Loss.

Amichai Painsky Gregory W. Wornell

Published in: IEEE Trans. Inf. Theory (2020)

Keyphrases

loss bounds
worst case
bregman divergences
regret bounds
expert advice
theoretical guarantees
information theoretic
maximum entropy
linear regression
cost sensitive
lower bound
upper bound
mahalanobis distance
closed form
temporal difference learning
loss function
model selection