No-regret algorithms in on-line learning, games and convex optimization

被引:1
|
作者
Sorin, Sylvain [1 ]
机构
[1] Sorbonne Univ, Inst Math Jussieu, CNRS UMR 7586, PRG, Campus Pierre Marie Curie, Paris, France
关键词
68T05; 68W27; 68W50; 90C25; 91A26; PROJECTED SUBGRADIENT METHODS; DYNAMICAL-SYSTEMS; 1ST-ORDER METHODS; VARIATIONAL-INEQUALITIES; MONOTONE-OPERATORS; GRADIENT; CONVERGENCE; DESCENT; APPROXIMATIONS; MINIMIZATION;
D O I
10.1007/s10107-023-01927-7
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
The purpose of this article is to underline the links between some no-regret algorithms used in on-line learning, games and convex optimization and to compare the continuous and discrete time versions.
引用
收藏
页码:645 / 686
页数:42
相关论文
共 50 条
  • [31] No-regret dynamics in the Fenchel game: a unified framework for algorithmic convex optimization
    Wang, Jun-Kun
    Abernethy, Jacob
    Levy, Kfir Y.
    MATHEMATICAL PROGRAMMING, 2024, 205 (1-2) : 203 - 268
  • [32] No-regret learning for repeated non-cooperative games with lossy bandits
    Liu, Wenting
    Lei, Jinlong
    Yi, Peng
    Hong, Yiguang
    AUTOMATICA, 2024, 160
  • [33] On the Complexity of Computing Sparse Equilibria and Lower Bounds for No-Regret Learning in Games
    Anagnostides, Ioannis
    Kalavasis, Alkis
    Sandholm, Tuomas
    Zampetakis, Manolis
    15TH INNOVATIONS IN THEORETICAL COMPUTER SCIENCE CONFERENCE, ITCS 2024, 2024,
  • [34] No-Regret Learning in Time-Varying Zero-Sum Games
    Zhang, Mengxiao
    Zhao, Peng
    Luo, Haipeng
    Zhou, Zhi-Hua
    INTERNATIONAL CONFERENCE ON MACHINE LEARNING, VOL 162, 2022,
  • [35] Logarithmic regret algorithms for online convex optimization
    Hazan, Elad
    Agarwal, Amit
    Kale, Satyen
    MACHINE LEARNING, 2007, 69 (2-3) : 169 - 192
  • [36] Logarithmic regret algorithms for online convex optimization
    Elad Hazan
    Amit Agarwal
    Satyen Kale
    Machine Learning, 2007, 69 : 169 - 192
  • [37] Optimistic No-regret Algorithms for Discrete Caching
    Mhaisen N.
    Sinha A.
    Paschos G.
    Iosifidis G.
    Performance Evaluation Review, 2023, 51 (01): : 69 - 70
  • [38] Optimistic No-regret Algorithms for Discrete Caching
    Mhaisen, Naram
    Sinha, Abhishek
    Paschos, Georgios
    Iosifidis, George
    PROCEEDINGS OF THE ACM ON MEASUREMENT AND ANALYSIS OF COMPUTING SYSTEMS, 2022, 6 (03)
  • [39] Logarithmic regret algorithms for online convex optimization
    Hazan, Elad
    Kalai, Adam
    Kale, Satyen
    Agarwal, Amit
    LEARNING THEORY, PROCEEDINGS, 2006, 4005 : 499 - 513
  • [40] No-regret Algorithms for Fair Resource Allocation
    Sinha, Abhishek
    Joshi, Ativ
    Bhattacharjee, Rajarshi
    Musco, Cameron
    Hajiesmaili, Mohammad
    ADVANCES IN NEURAL INFORMATION PROCESSING SYSTEMS 36 (NEURIPS 2023), 2023,