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A Survey of Algorithms and Analysis for Adaptive Online Learning

Journal of Machine Learning Research, no. 90 (2017)

Cited by: 86|Views101
EI

Abstract

We present tools for the analysis of Follow-The-Regularized-Leader (FTRL), Dual Averaging, and Mirror Descent algorithms when the regularizer (equivalently, prox-function or learning rate schedule) is chosen adaptively based on the data. Adaptivity can be used to prove regret bounds that hold on every round, and also allows for data-dep...More

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