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Volumn , Issue , 2009, Pages

A stochastic view of optimal regret through minimax duality

Author keywords

[No Author keywords available]

Indexed keywords

ACTION SEQUENCES; EMPIRICAL MINIMIZATION; GEOMETRIC INTERPRETATION; JENSEN'S INEQUALITY; JOINT DISTRIBUTIONS; ONLINE CONVEX OPTIMIZATIONS; OPTIMAL STRATEGIES; UPPER AND LOWER BOUNDS;

EID: 84898066957     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper
Times cited : (76)

References (22)
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  • 5
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    • Convex analysis and nonlinear optimization
    • Canadian Mathematical Society, To appear
    • J. M. Borwein and A.S. Lewis. Convex Analysis and Nonlinear Optimization. Advanced Books in Mathematics. Canadian Mathematical Society, To appear.
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  • 6
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    • On prediction of individual sequences
    • N. Cesa-Bianchi and G. Lugosi. On prediction of individual sequences. Ann. Stat., 27(6): 1865-1895, 1999.
    • (1999) Ann. Stat. , vol.27 , Issue.6 , pp. 1865-1895
    • Cesa-Bianchi, N.1    Lugosi, G.2
  • 9
    • 0037959556 scopus 로고    scopus 로고
    • Predicting a binary sequence almost as well as the optimal biased coin
    • Y. Freund. Predicting a binary sequence almost as well as the optimal biased coin. Inf. Comput., 182(2): 73-94, 2003.
    • (2003) Inf. Comput. , vol.182 , Issue.2 , pp. 73-94
    • Freund, Y.1
  • 10
    • 84898066975 scopus 로고    scopus 로고
    • Functional bregman divergence and Bayesian estimation of distributions
    • B. A. Frigyik, S. Srivastava, and M. R. Gupta. Functional bregman divergence and bayesian estimation of distributions. CoRR, abs/cs/0611123, 2006.
    • (2006) CoRR, Abs/Cs/0611123
    • Frigyik, B.A.1    Srivastava, S.2    Gupta, M.R.3
  • 11
    • 33746081666 scopus 로고    scopus 로고
    • Logarithmic regret algorithms for online convex optimization
    • E. Hazan, A. Kalai, S. Kale, and A. Agarwal. Logarithmic regret algorithms for online convex optimization. In COLT, pages 499-513, 2006.
    • (2006) COLT , pp. 499-513
    • Hazan, E.1    Kalai, A.2    Kale, S.3    Agarwal, A.4
  • 13
    • 0000880364 scopus 로고
    • On the best constant in the khinchin-kahane inequality
    • R. Latala and K. Oleszkiewicz. On the best constant in the Khinchin-Kahane inequality. Studia Math., 109(1): 101-104, 1994.
    • (1994) Studia Math. , vol.109 , Issue.1 , pp. 101-104
    • Latala, R.1    Oleszkiewicz, K.2
  • 16
    • 35248851077 scopus 로고    scopus 로고
    • A few notes on statistical learning theory
    • S. Mendelson and A. J. Smola, editors Machine Learning Summer School 2002, Canberra, Australia, February 11-22 Springer
    • S. Mendelson. A few notes on statistical learning theory. In S. Mendelson and A. J. Smola, editors, Advanced Lectures in Machine Learning, LNCS 2600, Machine Learning Summer School 2002, Canberra, Australia, February 11-22, pages 1-40. Springer, 2003.
    • (2003) Advanced Lectures in Machine Learning, LNCS 2600 , pp. 1-40
    • Mendelson, S.1
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    • The minimax strategy for Gaussian density estimation
    • Morgan Kaufmann, San Francisco
    • E. Takimoto and M. Warmuth. The minimax strategy for gaussian density estimation. In COLT, pages 100-106. Morgan Kaufmann, San Francisco, 2000.
    • (2000) COLT , pp. 100-106
    • Takimoto, E.1    Warmuth, M.2
  • 22
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    • Online convex programming and generalized infinitesimal gradient ascent
    • M. Zinkevich. Online convex programming and generalized infinitesimal gradient ascent. In ICML, pages 928-936, 2003.
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    • Zinkevich, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.