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» Adaptive Bound Optimization for Online Convex Optimization
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CORR
2006
Springer
172views Education» more  CORR 2006»
13 years 7 months ago
Approximate Convex Optimization by Online Game Playing
This paper describes a general framework for converting online game playing algorithms into constrained convex optimization algorithms. This framework allows us to convert the wel...
Elad Hazan
COLT
2010
Springer
13 years 5 months ago
Convex Games in Banach Spaces
We study the regret of an online learner playing a multi-round game in a Banach space B against an adversary that plays a convex function at each round. We characterize the minima...
Karthik Sridharan, Ambuj Tewari
COLT
2006
Springer
13 years 11 months ago
Logarithmic Regret Algorithms for Online Convex Optimization
In an online convex optimization problem a decision-maker makes a sequence of decisions, i.e., chooses a sequence of points in Euclidean space, from a fixed feasible set. After ea...
Elad Hazan, Adam Kalai, Satyen Kale, Amit Agarwal
NIPS
2008
13 years 9 months ago
Mind the Duality Gap: Logarithmic regret algorithms for online optimization
We describe a primal-dual framework for the design and analysis of online strongly convex optimization algorithms. Our framework yields the tightest known logarithmic regret bound...
Shai Shalev-Shwartz, Sham M. Kakade
CDC
2010
IEEE
112views Control Systems» more  CDC 2010»
13 years 2 months ago
Online Convex Programming and regularization in adaptive control
Online Convex Programming (OCP) is a recently developed model of sequential decision-making in the presence of time-varying uncertainty. In this framework, a decisionmaker selects ...
Maxim Raginsky, Alexander Rakhlin, Serdar Yük...