We study the notion of learning in an oblivious changing environment. Existing online learning algorithms which minimize regret are shown to converge to the average of all locally...
We study on-line decision problems where the set of actions that are available to the decision algorithm vary over time. With a few notable exceptions, such problems remained larg...
Robert D. Kleinberg, Alexandru Niculescu-Mizil, Yo...
In the online linear optimization problem, a learner must choose, in each round, a decision from a set D ⊂ Rn in order to minimize an (unknown and changing) linear cost function...
The analysis of online least squares estimation is at the heart of many stochastic sequential decision-making problems. We employ tools from the self-normalized processes to provi...
We consider regularized stochastic learning and online optimization problems, where the objective function is the sum of two convex terms: one is the loss function of the learning...