no code implementations • NeurIPS 2021 • Rémi Jézéquel, Pierre Gaillard, Alessandro Rudi
Mixability has been shown to be a powerful tool to obtain algorithms with optimal regret.
no code implementations • 18 Mar 2020 • Rémi Jézéquel, Pierre Gaillard, Alessandro Rudi
We consider the setting of online logistic regression and consider the regret with respect to the 2-ball of radius B.
1 code implementation • NeurIPS 2019 • Rémi Jézéquel, Pierre Gaillard, Alessandro Rudi
For $d$-dimensional inputs, we provide a (close to) optimal regret of order $O((\log n)^{d+1})$ with per-round time complexity and space complexity $O((\log n)^{2d})$.