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arthur flajolet
Online Learning with a Hint
Ofer Dekel, arthur flajolet, Nika Haghtalab, Patrick Jaillet
Real-Time Bidding with Side Information
arthur flajolet, Patrick Jaillet
Online Learning with a Hint
Ofer Dekel, arthur flajolet, Nika Haghtalab, Patrick Jaillet
We study a variant of online linear optimization where the player receives a hint about the loss function at the beginning of each round. The hint is given in the form of a vector that is weakly correlated with the loss vector on that round. We show that the player can benefit from such a hint if the set of feasible actions is sufficiently round. Specifically, if the set is strongly convex, the hint can be used to guarantee a regret of O(log(T)), and if the set is q-uniformly convex for q (2, 3), the hint can be used to guarantee a regret of o( T). In contrast, we establish Ω( T) lower bounds on regret when the set of feasible actions is a polyhedron.
Real-Time Bidding with Side Information
arthur flajolet, Patrick Jaillet