Fenchel Duals for Drifting Adversaries

23 Sep 2013Suman K BeraAnamitra R ChoudhurySyamantak DasSambuddha RoyJayram S. Thatchachar

We describe a primal-dual framework for the design and analysis of online convex optimization algorithms for {\em drifting regret}. Existing literature shows (nearly) optimal drifting regret bounds only for the $\ell_2$ and the $\ell_1$-norms... (read more)

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