no code implementations • NeurIPS 2020 • Yihan Zhou, Victor S. Portella, Mark Schmidt, Nicholas J. A. Harvey
We extend the known regret bounds for classical OCO algorithms to the relative setting.
no code implementations • ICML 2020 • Huang Fang, Nicholas J. A. Harvey, Victor S. Portella, Michael P. Friedlander
Online mirror descent (OMD) and dual averaging (DA) -- two fundamental algorithms for online convex optimization -- are known to have very similar (and sometimes identical) performance guarantees when used with a fixed learning rate.
