A Note on How to Remove the lnln T Term from the Squint Bound
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Abstract (arXiv)
In Orabona and P'al [2016], we introduced the shifted KT potentials, to remove the ln ln T factor in the parameter-free learning with expert bound. In this short technical note, I show that this is equivalent to changing the prior in the Krichevsky--Trofimov algorithm. Then, I show how to use the same idea to remove the ln ln T factor in the data-independent bound for the Squint algorithm.
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References · 4
- 2019Online Learning: A Modern Introduction Using Convex Optimizationcited by 417
- 2016Coin Betting and Parameter-Free Online Learningcited by 133
- 2015Second-order Quantile Methods for Experts and Combinatorial Gamescited by 49
- 2014Prediction with Advice of Unknown Number of Expertscited by 1
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