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Nov, 2012
无约束在线凸优化的无悔算法
No-Regret Algorithms for Unconstrained Online Convex Optimization
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Matthew Streeter, H. Brendan McMahan
TL;DR
本文提出了在线凸优化算法来解决无约束情况下在线预测和分类的问题，并证明了其相对于参数x^*几乎达到最优的遗憾界。
Abstract
Some of the most compelling applications of
online convex optimization
, including
online prediction
and classification, are
unconstrained
:
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