Efficient Algorithms for Combinatorial Online Prediction
Abstract
We study online linear optimization problems over concept classes which are defined in some combinatorial ways. Typically, those concept classes contain finite but exponentially many concepts and hence the complexity issue arises. In this paper, we survey some recent results on universal and efficient implementations of low-regret algorithmic frameworks such as Follow the Regularized Leader (FTRL) and Follow the Perturbed Leader (FPL).
Cite
Text
Takimoto and Hatano. "Efficient Algorithms for Combinatorial Online Prediction." International Conference on Algorithmic Learning Theory, 2013. doi:10.1007/978-3-642-40935-6_3Markdown
[Takimoto and Hatano. "Efficient Algorithms for Combinatorial Online Prediction." International Conference on Algorithmic Learning Theory, 2013.](https://mlanthology.org/alt/2013/takimoto2013alt-efficient/) doi:10.1007/978-3-642-40935-6_3BibTeX
@inproceedings{takimoto2013alt-efficient,
title = {{Efficient Algorithms for Combinatorial Online Prediction}},
author = {Takimoto, Eiji and Hatano, Kohei},
booktitle = {International Conference on Algorithmic Learning Theory},
year = {2013},
pages = {22-32},
doi = {10.1007/978-3-642-40935-6_3},
url = {https://mlanthology.org/alt/2013/takimoto2013alt-efficient/}
}