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