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新论文详述在线线性优化的minimax最优界限

一篇新发表在arXiv上的论文详述了关于$\ell_p$球上的在线线性优化进展。该研究引入了一种遵循正则化领导者(FTRL)的算法,该算法实现了minimax最优的遗憾界限,这些界限被证明对于固定的$p$是最优的,并且随着$p$的增加接近最优常数。与标准的遵循领导者(FTL)方法相比,所提出的算法提供了改进的遗憾保证,尤其是在某些损失序列上,并包含一个切换扩展以在限制FTL遗憾的同时保持精确的常数。该论文还计算了在特定条件下预期遗憾的精确$\log T$系数,区分了FTL的方差和正则化器的偏差。 AI

影响 在与机器学习相关的优化算法方面引入了理论进展。

排序理由 发表在arXiv上的学术论文,详述了新的优化算法。[lever_c_demoted from research: ic=1 ai=1.0]

在 arXiv stat.ML 阅读 →

AI 生成摘要 · Google Gemini · 来自 1 个来源。 我们如何撰写摘要 →

新论文详述在线线性优化的minimax最优界限

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发表在arXiv上的学术论文,详述了新的优化算法。[lever_c_demoted from research: ic=1 ai=1.0]
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报道来源 [1]

  1. arXiv stat.ML TIER_1 English(EN) · Jack J. Mayo ·

    Minimax-Optimal Small-Loss Bounds for Online Linear Optimisation on $\ell_p$ Balls

    arXiv:2610.36097v1 Announce Type: cross Abstract: We study full-information online linear optimisation on the unit $\ell_p$ ball in $\mathbb{R}^d$, for fixed $2\le p<\infty$ and losses of dual norm at most one. Let $\Delta_T$ denote the cumulative loss of the best fixed action ab…