Title
Black-Box Reductions for Parameter-free Online Learning in Banach Spaces.
Abstract
We introduce several new black-box reductions that significantly improve the design of adaptive and parameter-free online learning algorithms by simplifying analysis, improving regret guarantees, and sometimes even improving runtime. We reduce parameter-free online learning to online exp-concave optimization, we reduce optimization in a Banach space to one-dimensional optimization, and we reduce optimization over a constrained domain to unconstrained optimization. All of our reductions run as fast as online gradient descent. We use our new techniques to improve upon the previously best regret bounds for parameter-free learning, and do so for arbitrary norms.
Year
Venue
DocType
2018
COLT
Conference
Volume
Citations 
PageRank 
abs/1802.06293
4
0.41
References 
Authors
8
2
Name
Order
Citations
PageRank
Cutkosky, Ashok11410.02
Francesco Orabona288151.44