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Mathematics / Convex optimization / Interior point method / Linear programming / Self-concordant function / Distribution / Mathematical analysis / Mathematical optimization / Operations research


Competing in the Dark: An Efficient Algorithm for Bandit Linear Optimization Jacob Abernethy Computer Science Division UC Berkeley [removed]
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Document Date: 2013-10-28 18:03:14


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IBM / Cambridge University Press / MIT Press / /

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United States / /

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online shortest path problem / consecutive solutions / inner product / online learning / online linear optimization / black box full-information algorithm / online shortest path / dot product / iterative polynomial-time algorithms / above algorithm / bandit online learning / flow algorithm / online player / regularization tool / fullinformation algorithms / regret algorithm / randomized online shortest path algorithm / proposed algorithms / online linear optimization problem / online optimization task / bandit optimization algorithm / online optimization / simplest online learning strategy / Online Algorithm / computing / well known Online Gradient Descent algorithm / multi-armed bandit algorithm / learning algorithm / learning algorithms / regularization algorithm / /

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Cambridge University / National Science Foundation / MIT / UC Berkeley / /

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Baruch Awerbuch / Alexander Rakhlin / Kalai / Varsha Dani / Robert E. Schapire / Peter Auer / Yoav Freund / P. Bartlett / V / Robert D. Kleinberg / Peter Bartlett / Jacob Abernethy / Sham Kakade / Thomas Hayes / /

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Regularized Leader / RT / player / regret RT / Follow The Regularized Leader / Singer / online player / above approach Follow The Regularized Leader / /

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Proof of Theorem / Pentax K-x Digital Camera / /

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K / /

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New York / Massachusetts / /

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above algorithm / 2.1 Algorithms / iterative polynomial-time algorithms / regularization algorithm / 4 Regularization Algorithms / initially proposed algorithms / EXP3 algorithm / randomized online shortest path algorithm / bandit optimization algorithm / flow algorithm / online learning algorithm / well known Online Gradient Descent algorithm / regret algorithm / modified algorithm / multi-armed bandit algorithm / all previous algorithms / online learning algorithms / fullinformation algorithms / /

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