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Online Linear Optimization with Many Hints

NeurIPS 2020 · Bandits and online learning › Online convex optimization and games · approach: Constrained and unconstrained OCO algorithms · 0 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use a learned convex combination of the hint sequences rather than choosing a single hint sequenceConstrained OLO with K hints · Constrained OLO with K hint sequencesregret boundHelped
Choose among individual hint sequences with multiplicative weights instead of optimizing over their convex combinationsConstrained OLO with K hints · Constrained OLO with K hint sequencesregret boundHurt
Use a smoothed hinge loss over the hint simplex to select convex combinationsK-Hints_α · Constrained OLO with K hint sequencesregret boundHelped
Combine candidate-threshold learners with the randomized combinerConstrained OLO with unknown α · Constrained OLO with K hint sequences; unknown αexpected regret boundHelped
Use a randomized rather than deterministic combiner for base learnersConstrained OLO combiner · Constrained OLO with K base algorithms; oblivious adversaryregret overhead: K to log_2(K+1)Helped
Add multiple hint-specific one-dimensional learners to the unconstrained learnerUnconstrained OLO · Unconstrained OLO with K hint sequencesregret boundHelped

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