c74214a3877c4d8297ac96217d5189b7-Paper.pdf

However, the resulting methods often suffer from high computational complexity which has reduced their practical applicability. For example, in the case of multiclass logistic regression, the aggregating forecaster (Foster et al. (2018)) achievesaregret ofO(log(Bn))whereas Online Newton Step achieves O(eBlog(n))obtaining adouble exponential gaininB (aboundonthenormof comparativefunctions).