Research map / Bandits and online learning / Online convex optimization and games
Online Improper Learning with an Approximation Oracle
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use OMD with a strongly convex regularizer satisfying PNIP and a projection-and-decomposition oracle | Online improper linear optimization with full information · Full information online improper linear optimization | oracle calls per round: O(T) -> O(\log T ) | Helped |
| Use CMWU with refining domains and a separation-or-decomposition oracle | Online improper linear optimization with full information · Full information online improper linear optimization | oracle calls per round: O(T) -> O(\log T) | Helped |
| Use CMWU rather than the earlier non-negative-loss approach | Online improper linear optimization with full information · General loss vectors | supported loss-vector domain | Helped |
| Use OMD with the barycentric regularizer in the bandit setting | Bandit α-regret minimization · Bandit α-regret minimization | oracle calls over T rounds: \widetilde O(T) -> \widetilde O(T^{2/3}) | Helped |
| Use OMD with the barycentric regularizer | Bandit α-regret minimization · Bandit α-regret minimization | regret: O(T^{2/3}) | No clear effect |
| Use OMD instead of online gradient descent with Euclidean regularization | Online improper linear optimization · Full information online improper linear optimization | regret bound | Helped |
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