Research map / Bandits and online learning / Online convex optimization and games
Dual Mirror Descent for Online Allocation Problems
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use online dual mirror descent with step size eta ~ 1/sqrt(T) (dual sub-gradient descent reference function) | online proportional matching with high entropy · Proportional matching numerical experiment | regret growth with horizon T | Helped |
| Dual sub-gradient descent dual update with online dual mirror descent | online proportional matching with high entropy · Proportional matching numerical experiment | relative reward | Helped |
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