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Exp-Concavity of Proper Composite Losses

Kamalaruban, Parameswaran; Williamson, Robert; Zhang, Xinhua

Description

The goal of online prediction with expert advice is to find a decision strategy which will perform almost as well as the best expert in a given pool of experts, on any sequence of outcomes. This problem has been widely studied and O (T √ ) O(T) and O(logT) O(log⁡T) regret bounds can be achieved for convex losses and strictly convex losses with bounded first and second derivatives respectively. In special cases like the Aggregating Algorithm with mixable losses and the Weighted Average Algorithm...[Show more]

CollectionsANU Research Publications
Date published: 2015
Type: Conference paper
URI: http://hdl.handle.net/1885/103789
Source: Exp-Concavity of Proper Composite Losses

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