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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 10 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 27 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, ...