unconstrained online learning ashok cutkosky
Fully Unconstrained Online Learning
Importantly, this matches the optimal bound $G\|w_\star\|\sqrt{T}$ available with such knowledge (up to logarithmic factors), unless either $\|w_\star\|$ or $G$ is so large that even $G\|w_\star\|\sqrt{T}$ is roughly linear in $T$. Thus, at a high level it matches the optimal bound in all cases in which one can achieve sublinear regret.
artificial intelligence, machine learning, unconstrained online learning ashok cutkosky, (7 more...)
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