Shifting Regret, Mirror Descent, and Matrices.
András GyörgyCsaba SzepesváriPublished in: ICML (2016)
Keyphrases
- online learning
- lower bound
- expert advice
- confidence bounds
- loss function
- singular value decomposition
- sweet spot
- field of view
- worst case
- game theory
- weighted majority
- kronecker product
- positive definite
- pairwise comparison
- projection matrices
- minimax regret
- bandit problems
- regret minimization
- upper confidence bound
- np hard