6 citations · 7 across the 3 of their papers we have counts for
3 papers
math.OC2022
Efficient and Near-Optimal Online Portfolio Selection
Rémi Jézéquel, Dmitrii M. Ostrovskii, Pierre Gaillard
In the problem of online portfolio selection as formulated by Cover (1991), the trader repeatedly distributes her capital over assets in each of rounds, with the go…
cs.LG2021★ 1 cited
Mixability made efficient: Fast online multiclass logistic regression
Rémi Jézéquel, Pierre Gaillard, Alessandro Rudi
Mixability has been shown to be a powerful tool to obtain algorithms with optimal regret. However, the resulting methods often suffer from high computational complexity which has r…
cs.LG2020★ 6 cited
Efficient improper learning for online logistic regression
Rémi Jézéquel, Pierre Gaillard, Alessandro Rudi
We consider the setting of online logistic regression and consider the regret with respect to the 2-ball of radius B. It is known (see [Hazan et al., 2014]) that any proper algorit…