On Equivalence of Martingale Tail Bounds and Deterministic Regret Inequalities.
Alexander RakhlinKarthik SridharanPublished in: CoRR (2015)
Keyphrases
- confidence bounds
- regret bounds
- lower bound
- worst case
- randomized algorithms
- upper bound
- online learning
- sufficient conditions
- lower and upper bounds
- change detection
- upper and lower bounds
- linear regression
- expert advice
- vc dimension
- average case
- risk bounds
- worst case bounds
- relaxation algorithm
- error bounds
- power law
- valid inequalities
- branch and bound
- minimax regret
- objective function
- linear functions
- lagrangian relaxation
- mixed integer
- binary classification
- multi class
- regret minimization
- optimal solution
- learning algorithm