Near-optimal no-regret algorithms for zero-sum
We propose a new no-regret learning algorithm. When used against an adversary, our algorithm achieves average regret that scales as O (1/√T) with the number T of rounds. This regret bound is optimal but not rare, as there are a multitude of learning algorithms with this regret guarantee. However, wh...
| Main Authors: | , , |
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| Other Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
Society for Industrial and Applied Mathematics,
2012-09-21T15:32:49Z.
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| Subjects: | |
| Online Access: | Get fulltext |