Optimal Anytime Regret with Two Experts

Optimal Anytime Regret with Two Experts

IEEE FOCS: Foundations of Computer Science via YouTube Direct link

Proof Overview

6 of 14

6 of 14

Proof Overview

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Optimal Anytime Regret with Two Experts

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  1. 1 Optimal anytime regret with two experts
  2. 2 Prediction with expert advice
  3. 3 Regret bounds for expert learning
  4. 4 Techniques
  5. 5 Our result
  6. 6 Proof Overview
  7. 7 Simplifications for two experts Alg. A depends only on time t and "gap" g
  8. 8 Discrete Regret Summary Task: Design pt.
  9. 9 Continuous Regret Task: Design p(t.g)
  10. 10 Backward Heat Equation and Regret Task: Design pt. g
  11. 11 The Backward Heat Equation
  12. 12 Back to discrete From Ito's Formula...
  13. 13 The algorithm Algorithm A initializes go = 0
  14. 14 Conclusion

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