Minimax Optimal Quantile and Semi-Adversarial Regret via Root-Logarithmic Regularizers

Jeffrey Negrea, Blair Bilodeau, Nicolò Campolongo +2

Quantile (and, more generally, KL) regret bounds, such as those achieved by NormalHedge (Chaudhuri, Freund, and Hsu 2009) and its variants, relax the goal of competing against the…