Oracle-Efficient Online Learning and Auction Design

5 Nov 2016Miroslav DudíkNika HaghtalabHaipeng LuoRobert E. SchapireVasilis SyrgkanisJennifer Wortman Vaughan

We consider the design of computationally efficient online learning algorithms in an adversarial setting in which the learner has access to an offline optimization oracle. We present an algorithm called Generalized Follow-the-Perturbed-Leader and provide conditions under which it is oracle-efficient while achieving vanishing regret... (read more)

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