Strongly Adaptive Online Learning
author: Alon Gonen,
School of Computer Science and Engineering, The Hebrew University of Jerusalem
published: Dec. 5, 2015, recorded: October 2015, views: 1620
published: Dec. 5, 2015, recorded: October 2015, views: 1620
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Description
Strongly adaptive algorithms are algorithms whose performance on every time interval is close to optimal. We present a reduction that can transform standard low-regret algorithms to strongly adaptive. As a consequence, we derive simple, yet efficient, strongly adaptive algorithms for a handful of problems.
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