Online Variance Minimization

We design algorithms for two online variance minimization problems. Specifically, in every trial t our algorithms get a covariance matrix Ct and try to select a parameter vector wt such that the total variance over a sequence of trials

• Type: Conference
• Year: 2006
• Where: COLT
• Authors: Manfred K. Warmuth, Dima Kuzmin
• Keywords: COLT 2006, Machine Learning, Parameter, Parameter Space, Total Variance