124 citations · 1.6k across the 112 of their papers we have counts for
4 papers · 1 filter
Volumetric Spanners: an Efficient Exploration Basis for Learning
Elad Hazan, Zohar Karnin, Raghu Mehka
Numerous machine learning problems require an exploration basis - a mechanism to explore the action space. We define a novel geometric notion of exploration basis with low variance…
Online Learning for Time Series Prediction
Oren Anava, Elad Hazan, Shie Mannor +1
In this paper we address the problem of predicting a time series using the ARMA (autoregressive moving average) model, under minimal assumptions on the noise terms. Using regret mi…
Online Convex Optimization Against Adversaries with Memory and Application to Statistical Arbitrage
Oren Anava, Elad Hazan, Shie Mannor
The framework of online learning with memory naturally captures learning problems with temporal constraints, and was previously studied for the experts setting. In this work we ext…
A Linearly Convergent Conditional Gradient Algorithm with Applications to Online and Stochastic Optimization
Dan Garber, Elad Hazan
Linear optimization is many times algorithmically simpler than non-linear convex optimization. Linear optimization over matroid polytopes, matching polytopes and path polytopes are…