83 search results - page 10 / 17 » Online Learning: Beyond Regret |
CORR
2004
Springer
13 years 7 months ago
2004
Springer
We study a general online convex optimization problem. We have a convex set S and an unknown sequence of cost functions c1, c2, . . . , and in each period, we choose a feasible po...
ICML
2010
IEEE
13 years 5 months ago
2010
IEEE
In this paper, we consider online prediction from expert advice in a situation where each expert observes its own loss at each time while the loss cannot be disclosed to others fo...
STOC
2006
ACM
14 years 8 months ago
2006
ACM
In this work we show how to use efficient online trading algorithms to price the current value of financial instruments, such as an option. We derive both upper and lower bounds f...
ICML
2009
IEEE
14 years 8 months ago
2009
IEEE
Many learning algorithms rely on the curvature (in particular, strong convexity) of regularized objective functions to provide good theoretical performance guarantees. In practice...
JMLR
2010
13 years 2 months ago
2010
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...