In prediction with expert advice the goal is to design online prediction algorithms that achieve small regret (additional loss on the whole data) compared to a reference scheme. I...
We relate two problems that have been explored in two distinct communities. The first is the problem of combining expert advice, studied extensively in the computational learning...
In this paper, we study a sequential decision making problem. The objective is to maximize the total reward while satisfying constraints, which are defined at every time step. The...
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...
We consider the problem of choosing, sequentially, a map which assigns elements of a set A to a few elements of a set B. On each round, the algorithm suffers some cost associated ...
Alexander Rakhlin, Jacob Abernethy, Peter L. Bartl...