Online convex optimization hazan

Sep 7, 2019Abstract:This manuscript portrays optimization as a process. In many practical applications the environment is so complex that it is

New edition of a graduate-level textbook on that focuses on online convex optimization, a machine learning framework that views optimization as a process.In many practical applications, the environment Google BooksOriginally published: August 10, 2016Author: Elad Hazan

Can a convex optimization algorithm achieve a rate of O( D)?

One can apply both reductions simultaneously to obtain a rate of O( ̃ √ d )

While near-optimal in terms of the number of iterations, the weakness of this bound lies in its dependence on the dimension

In the next chapter we shall show a rate of O( √ 1 ) as a direct consequence of a more general online convex optimization algorithm

What is a good textbook for convex optimization?

The classic textbook of Boyd and Vandenberghe gives a broad introduction to convex optimization with numerous applica- tions, see also [Boyd, 2014]

What is Online convex optimization?

Abstract: Introduction to Online Convex Optimization portrays optimization as a process

In many practical applications the environment is so complex that it is infeasible to lay out a comprehensive theoretical model and use classical algorithmic theory and mathematical optimization

Israeli-American computer scientist

Elad Hazan is an Israeli-American computer scientist, academic, author and researcher.
He is a Professor of Computer Science at Princeton University, and the co-founder and director of Google AI Princeton.

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