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International Workshop on Statistical Learning
June 26, 2013 16:00–16:30
 


Generalized exponential weight algorithm and applications to online learning

V. Perchet

Université Paris VII – Denis Diderot
Supplementary materials:
Adobe PDF 657.9 Kb

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V. Perchet



Abstract: I'll show how the celebrated ‘exponential weight algorithm’ can be generalized into the vectorial setting (related to multi-criteria optimization) called Blackwell approachability. As applications, I will show how it can be used to construct simple and efficient algorithms that minimize refined versions of regret or that are calibrated, with respect to the family of all balls.

Supplementary materials: perchet.pdf (657.9 Kb)

Language: English
 
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