55 citations · 121 across the 18 of their papers we have counts for
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stat.ML2011★ 1 cited
Adaptive and optimal online linear regression on -balls
Sébastien Gerchinovitz, Jia Yuan Yu
We consider the problem of online linear regression on individual sequences. The goal in this paper is for the forecaster to output sequential predictions which are, after time…
stat.ML2011★ 15 cited
Sparsity regret bounds for individual sequences in online linear regression
Sébastien Gerchinovitz
We consider the problem of online linear regression on arbitrary deterministic sequences when the ambient dimension d can be much larger than the number of time rounds T. We introd…