519 citations · 1.6k across the 49 of their papers we have counts for
3 papers · 1 filter
Optimization, Learning, and Games with Predictable Sequences
Alexander Rakhlin, Karthik Sridharan
We provide several applications of Optimistic Mirror Descent, an online learning algorithm based on the idea of predictable sequences. First, we recover the Mirror Prox algorithm f…
Empirical entropy, minimax regret and minimax risk
Alexander Rakhlin, Karthik Sridharan, Alexandre B. Tsybakov
We consider the random design regression model with square loss. We propose a method that aggregates empirical minimizers (ERM) over appropriately chosen random subsets and reduces…
Competing With Strategies
Wei Han, Alexander Rakhlin, Karthik Sridharan
We study the problem of online learning with a notion of regret defined with respect to a set of strategies. We develop tools for analyzing the minimax rates and for deriving regre…