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Online Convex Optimization with Unconstrained Domains and Losses

NeurIPS 2016 · Bandits and online learning › Online convex optimization and games · approach: Constrained and unconstrained OCO algorithms · 11 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Remove hyperparameter tuning: use RescaledExp (hyperparameter-free) instead of tuned Adam/AdaGrad/SGDunknown-L_max unconstrained OCO on CNNs · CIFAR-10 CNNvalidation accuracy: 84% vs 84/83/85%No clear effect
Re-center on previous prediction point instead of resetting w to zero when L_t updatesRescaledExp · CNN trainingvalidation accuracyNo clear effect
Hyperparameter-free RescaledExp vs. tuned baselines on linear hinge-loss classification (8 datasets)linear classification · libsvm datasetsaverage loss after one passMixed

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