资源论文Random Walk Approach to Regret Minimization

Random Walk Approach to Regret Minimization

2020-01-06 | |  61 |   40 |   0

Abstract

We propose a computationally efficient random walk on a convex body which rapidly mixes to a time-varying Gibbs distribution. In the setting of online convex optimization and repeated games, the algorithm yields low regret and presents a novel efficient method for implementing mixture forecasting strategies.

上一篇:Inductive Regularized Learning of Kernel Functions

下一篇:The Maximal Causes of Natural Scenes are Edge Filters

用户评价
全部评价

热门资源

  • Learning to Predi...

    Much of model-based reinforcement learning invo...

  • Stratified Strate...

    In this paper we introduce Stratified Strategy ...

  • The Variational S...

    Unlike traditional images which do not offer in...

  • Learning to learn...

    The move from hand-designed features to learned...

  • A Mathematical Mo...

    Direct democracy, where each voter casts one vo...