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Exact-Form Regret for Gradient Descent, Mirror Descent and Follow-the-Regularized-Leader

Soleymani, Ashkan et al.
arXiv (All) · Papers
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computer-science-and-game-theorymachine-learningoptimization-and-control
Online gradient descent is usually studied through external regret, where the learner competes with fixed alternatives. Recent work shows that first-order methods control richer action-dependent deviations. We ask for a geometric characterization of the deviations with respect to which online gradie
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