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Neural Information Processing Systems

Weintroduce asimple butgeneral online learning frameworkinwhich alearner plays against an adversary in a vector-valued game that changes every round. Even though the learner'sobjectiveis not convex-concave(and so the minimax theorem does not apply), we giveasimple algorithm that can compete with the setting in which the adversary must announce their action first, with optimally diminishing regret.