2 papers
cs.LG2022
Efficient and Optimal Fixed-Time Regret with Two Experts
Laura Greenstreet, Nicholas J. A. Harvey, Victor Sanches Portella
Prediction with expert advice is a foundational problem in online learning. In instances with rounds and experts, the classical Multiplicative Weights Update method suffers…
cs.LG2020
Regret Bounds without Lipschitz Continuity: Online Learning with Relative-Lipschitz Losses
Yihan Zhou, Victor S. Portella, Mark Schmidt +1
In online convex optimization (OCO), Lipschitz continuity of the functions is commonly assumed in order to obtain sublinear regret. Moreover, many algorithms have only logarithmic…