Poster
Parameter-free, Dynamic, and Strongly-Adaptive Online Learning
Ashok Cutkosky
Keywords: [ Online Learning / Bandits ] [ Online Learning, Active Learning, and Bandits ]
Abstract:
We provide a new online learning algorithm that for the first time combines several disparate notions of adaptivity. First, our algorithm obtains a parameter-free'' regret bound that adapts to the norm of the comparator and the squared norm of the size of the gradients it observes. Second, it obtains a strongly-adaptive'' regret bound, so that for any given interval of length NN, the regret over the interval is ˜O(√N)~O(√N). Finally, our algorithm obtains an optimal dynamic'' regret bound: for any sequence of comparators with path-length PP, our algorithm obtains regret ˜O(√PN)~O(√PN) over intervals of length NN. Our primary technique for achieving these goals is a new method of combining constrained online learning regret bounds that does not rely on an expert meta-algorithm to aggregate learners.
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