Strongly Adaptive Online Learning

author: Alon Gonen, School of Computer Science and Engineering, The Hebrew University of Jerusalem
published: Dec. 5, 2015,   recorded: October 2015,   views: 28
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Description

Strongly adaptive algorithms are algorithms whose performance on every time interval is close to optimal. We present a reduction that can transform standard low-regret algorithms to strongly adaptive. As a consequence, we derive simple, yet efficient, strongly adaptive algorithms for a handful of problems.

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