Timezone: »

Random Walk Approach to Regret Minimization
Hariharan Narayanan · Sasha Rakhlin

Wed Dec 08 12:00 AM -- 12:00 AM (PST) @

We propose a computationally efficient random walk on a convex body which rapidly mixes to a time-varying Gibbs distribution. In the setting of online convex optimization and repeated games, the algorithm yields low regret and presents a novel efficient method for implementing mixture forecasting strategies.

Author Information

Hariharan Narayanan (Tata Institute of Fundamental Research)
Sasha Rakhlin (University of Pennsylvania)

More from the Same Authors