Abstract
We study online linear optimization problems over concept classes which are defined in some combinatorial ways. Typically, those concept classes contain finite but exponentially many concepts and hence the complexity issue arises. In this paper, we survey some recent results on universal and efficient implementations of low-regret algorithmic frameworks such as Follow the Regularized Leader (FTRL) and Follow the Perturbed Leader (FPL).
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Takimoto, E., Hatano, K. (2013). Efficient Algorithms for Combinatorial Online Prediction. In: Jain, S., Munos, R., Stephan, F., Zeugmann, T. (eds) Algorithmic Learning Theory. ALT 2013. Lecture Notes in Computer Science(), vol 8139. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-40935-6_3
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DOI: https://doi.org/10.1007/978-3-642-40935-6_3
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