C&O Reading Group - Nathan Benedetto Proenca

Friday, December 1, 2023 1:00 pm - 1:00 pm EST (GMT -05:00)

Title: Sublinear Regret 101

Speaker: Nathan Benedetto Proenca
Affiliation: University of Waterloo
Location: MC 6029

Abstract: The purpose of this talk is to look at specific algorithms for online convex optimization attaining sublinear regret. In this way, we can get more familiar with the online learning setup and with the ingredients necessary to attain sublinear regret.

We will look at two examples in particular:

- Online Subgradient Descent, following Chapter~2 on Orabona's text

- Follow-the-Leader with quadratic cost functions, following Section~2.2 of Shalev-Shwartz's text