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Extracting certainty from uncertainty: regret bounded by variation in costs
10 references·15 citing·29 second hop
Extracting certainty from uncertainty: regret bounded by variation in costs (2010)Extracting certainty from uncertainty: re…Prediction, Learning, and Games (2006)Prediction, Learning, and Gam…Improved second-order bounds for prediction with expert advice (2006)Improved second-order bounds …Efficient algorithms for online decision problems (2004)Efficient algorithms for onli…Online convex programming and generalized infinitesimal gradient ascent (2003)Online convex programming and…The Nonstochastic Multiarmed Bandit Problem (2002)The Nonstochastic Multiarmed …A Game of Prediction with Expert Advice (1998)A Game of Prediction with Exp…Exponentiated Gradient versus Gradient Descent for Linear Predictors (1997)Exponentiated Gradient versus…A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting (1997)A Decision-Theoretic Generali…Universal Portfolios (1991)Universal PortfoliosA Nonstandard Approach to Option Pricing (1991)A Nonstandard Approach to Opt…Online Learning: A Modern Introduction Using Convex Optimization (2019)Online Learning: A Modern Int…Optimal learning with Bernstein online aggregation (2016)Optimal learning with Bernste…Multi-armed Bandits: Competing with Optimal Sequences (2016)Multi-armed Bandits: Competin…Efficient Algorithms for Adversarial Contextual Learning (2016)Efficient Algorithms for Adve…Second-order Quantile Methods for Experts and Combinatorial Games (2015)Second-order Quantile Methods…Online learning with adversarial delays (2015)Online learning with adversar…Adaptivity and Optimism: An Improved Exponentiated Gradient Algorithm (2014)Adaptivity and Optimism: An I…Efficient Market Making via Convex Optimization, and a Connection to Online Learning (2013)Efficient Market Making via C…AN ONLINE PORTFOLIO SELECTION ALGORITHM WITH REGRET LOGARITHMIC IN PRICE VARIATION (2012)AN ONLINE PORTFOLIO SELECTION…New Adaptive Algorithms for Online Classification (2010)New Adaptive Algorithms for O…A new understanding of prediction markets via no-regret learning (2010)A new understanding of predic…On Stochastic and Worst-case Models for Investing (2009)On Stochastic and Worst-case …Better Algorithms for Benign Bandits (2009)Better Algorithms for Benign …Better algorithms for benign bandits (2009)Better algorithms for benign …A parameter-free hedging algorithm (2009)A parameter-free hedging algo…Finite-time Analysis of the Multiarmed Bandit Problem (2002)Online Learning and Online Convex Optimization (2011)Online Learning and Online Convex Optimization (2012)Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems (2012)Theory of games and economic behavior (2019)Some aspects of the sequential design of experiments (1952)The Theory of Learning in Games (1998)Ad click prediction (2013)Contributions to the theory of games. (1960)How to use expert advice (1997)Algorithms for portfolio management based on the Newton method (2006)Combinatorial bandits (2012)From Bandits to Monte-Carlo Tree Search: The Optimistic Principle Applied to Optimization and Planning (2014)Using and combining predictors that specialize (1997)Competitive On‐line Statistics (2001)Encyclopedia of Statistical Sciences (2004)Regret bounds for sleeping experts and bandits (2010)Portfolio Selection (1952)A Simplified Model for Portfolio Analysis (1963)Essays in the Theory of Risk-Bearing. (1972)Adaptive Game Playing Using Multiplicative Weights (1999)Robust Dynamic Programming (2005)Survey on speech emotion recognition: Features, classification schemes, and databases (2010)Online Optimization with Gradual Variations (2012)The best of both worlds: stochastic and adversarial bandits (2012)Online convex optimization in the bandit setting: gradient descent without a gradient (2004)Introduction to Online Convex Optimization (2016)Introduction to Online Convex Optimization (2016)Answering the Queen: Machine Learning and Financial Crises (2020)
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References

  • 1997A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting20,469 cited
  • 2006Prediction, Learning, and Games3,176 cited
  • 2002The Nonstochastic Multiarmed Bandit Problem2,210 cited
  • 2003Online convex programming and generalized infinitesimal gradient ascent1,733 cited
  • 1997Exponentiated Gradient versus Gradient Descent for Linear Predictors856 cited
  • 2004Efficient algorithms for online decision problems595 cited
  • 1991Universal Portfolios581 cited
  • 1998A Game of Prediction with Expert Advice280 cited
  • 2006Improved second-order bounds for prediction with expert advice154 cited
  • 1991A Nonstandard Approach to Option Pricing97 cited

Cited by

  • 2019Online Learning: A Modern Introduction Using Convex Optimization111 cited
  • 2009A parameter-free hedging algorithm92 cited
  • 2010A new understanding of prediction markets via no-regret learning83 cited
  • 2013Efficient Market Making via Convex Optimization, and a Connection to Online Learning75 cited
  • 2015Online learning with adversarial delays61 cited
  • 2016

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Optimal learning with Bernstein online aggregation
52 cited
  • 2010New Adaptive Algorithms for Online Classification46 cited
  • 2014Adaptivity and Optimism: An Improved Exponentiated Gradient Algorithm46 cited
  • 2012AN ONLINE PORTFOLIO SELECTION ALGORITHM WITH REGRET LOGARITHMIC IN PRICE VARIATION44 cited
  • 2015Second-order Quantile Methods for Experts and Combinatorial Games42 cited
  • 2016Efficient Algorithms for Adversarial Contextual Learning40 cited
  • 2009Better algorithms for benign bandits35 cited
  • 2009On Stochastic and Worst-case Models for Investing33 cited
  • 2016Multi-armed Bandits: Competing with Optimal Sequences32 cited
  • 2009Better Algorithms for Benign Bandits30 cited