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CORR
2010
Springer
165views Education» more  CORR 2010»
13 years 7 months ago
Online Learning: Beyond Regret
We study online learnability of a wide class of problems, extending the results of [26] to general notions of performance measure well beyond external regret. Our framework simult...
Alexander Rakhlin, Karthik Sridharan, Ambuj Tewari
JMLR
2012
11 years 9 months ago
Beyond Logarithmic Bounds in Online Learning
We prove logarithmic regret bounds that depend on the loss L∗ T of the competitor rather than on the number T of time steps. In the general online convex optimization setting, o...
Francesco Orabona, Nicolò Cesa-Bianchi, Cla...
TARK
2007
Springer
14 years 1 months ago
Learning, regret minimization and option pricing
We relate regret minimization to various online learning tasks, and most notable option pricing.
Yishay Mansour
COLT
2003
Springer
14 years 4 days ago
Internal Regret in On-Line Portfolio Selection
This paper extends the game-theoretic notion of internal regret to the case of on-line potfolio selection problems. New sequential investment strategies are designed to minimize th...
Gilles Stoltz, Gábor Lugosi
COLT
2007
Springer
14 years 1 months ago
Regret to the Best vs. Regret to the Average
Abstract. We study online regret minimization algorithms in a bicriteria setting, examining not only the standard notion of regret to the best expert, but also the regret to the av...
Eyal Even-Dar, Michael J. Kearns, Yishay Mansour, ...