Dimension-Optimal Dynamic Regret in Exp-Concave Online Learning
Tracking changing comparators is a central problem in online learning. For exp-concave losses, previous work established the $T^{1/3}P_T^{2/3}$ dependence on the horizon $T$ and Euclidean path length $P_T$ for fixed dimension, while the optimal cost of dimension remained unresolved. We resolve this question by establis...
Yan-Yi Li, Wen-Dao Wu, Hai-Han Zhang et al.
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