136 citations · 816 across the 52 of their papers we have counts for
Showing 2016 · cs.LGShow all
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cs.LG2016★ 19 cited
Combining Adversarial Guarantees and Stochastic Fast Rates in Online Learning
Wouter M. Koolen, Peter Grünwald, Tim van Erven
We consider online learning algorithms that guarantee worst-case regret rates in adversarial environments (so they can be deployed safely and will perform robustly), yet adapt opti…
cs.LG2016★ 54 cited
Fast Rates for General Unbounded Loss Functions: from ERM to Generalized Bayes
Peter D. Grünwald, Nishant A. Mehta
We present new excess risk bounds for general unbounded loss functions including log loss and squared loss, where the distribution of the losses may be heavy-tailed. The bounds hol…