Title
Efficient Projection-Free Online Methods With Stochastic Recursive Gradient
Abstract
This paper focuses on projection-free methods for solving smooth Online Convex Optimization (OCO) problems. Existing projection-free methods either achieve suboptimal regret bounds or have high per-round computational costs. To fill this gap, two efficient projection-free online methods called ORGFW and MORGFW are proposed for solving stochastic and adversarial OCO problems, respectively. By employing a recursive gradient estimator, our methods achieve optimal regret bounds (up to a logarithmic factor) while possessing low per-round computational costs. Experimental results demonstrate the efficiency of the proposed methods compared to state-of-the-arts.
Year
Venue
DocType
2020
THIRTY-FOURTH AAAI CONFERENCE ON ARTIFICIAL INTELLIGENCE, THE THIRTY-SECOND INNOVATIVE APPLICATIONS OF ARTIFICIAL INTELLIGENCE CONFERENCE AND THE TENTH AAAI SYMPOSIUM ON EDUCATIONAL ADVANCES IN ARTIFICIAL INTELLIGENCE
Conference
Volume
ISSN
Citations 
34
2159-5399
0
PageRank 
References 
Authors
0.34
0
5
Name
Order
Citations
PageRank
Jiahao Xie102.03
Zebang Shen2179.36
Chao Zhang385.49
Boyu Wang45212.32
Hui Qian55913.26