Improved Strongly Adaptive Online Learning using Coin Betting

Abstract

This paper describes a new parameter-free online learning algorithm for changing environments. In comparing against algorithms with the same time complexity as ours, we obtain a strongly adaptive regret bound that is a factor of at least $\sqrt{\log (T)}$ better, where $T$ is the time horizon. Empirical results show that our algorithm outperforms state-of-the-art methods in learning with expert advice and metric learning scenarios.

fixed a few typos

References in corpus (1)

• Coin Betting and Parameter-Free Online Learning