Open Problem: Second Order Regret Bounds Based on Scaling Time
Abstract
We argue that the second order bounds given in Cesa-Bianchi2006, which accumulate the square of the loss of each action separately, are loose. We propose a different form of a second order bound and conjecture the it is satisfied by NormalHedge ChaudhuriFrHs2009.
Cite
Text
Freund. "Open Problem: Second Order Regret Bounds Based on Scaling Time." Annual Conference on Computational Learning Theory, 2016.Markdown
[Freund. "Open Problem: Second Order Regret Bounds Based on Scaling Time." Annual Conference on Computational Learning Theory, 2016.](https://mlanthology.org/colt/2016/freund2016colt-open/)BibTeX
@inproceedings{freund2016colt-open,
title = {{Open Problem: Second Order Regret Bounds Based on Scaling Time}},
author = {Freund, Yoav},
booktitle = {Annual Conference on Computational Learning Theory},
year = {2016},
pages = {1651-1654},
url = {https://mlanthology.org/colt/2016/freund2016colt-open/}
}