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A Chaining Algorithm for Online Nonparametric Regression
Published on 2015-08-201852 Views
We consider the problem of online nonparametric regression with arbitrary deterministic sequences. Using ideas from the chaining technique, we design an algorithm that achieves a Dudley-type regret bo
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Presentation
A chaining algorithm for online nonparametric regression00:00
Setting: online regression with individual sequences00:09
Contribution 1: chaining algorithm with Dudley bound01:06
Main intuitions behind our chaining algorithm 02:19
Contribution 2: efficient algorithm for Holder classes04:09
References05:08