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03/09/2023
Blackwell's Approachability with Time-Dependent Outcome Functions and Dot Products. Application to the Big Match
Blackwell's approachability is a very general sequential decision framew...
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09/08/2020
Refined approachability algorithms and application to regret minimization with global costs
Blackwell's approachability is a framework where two players, the Decisi...
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10/30/2019
Unifying mirror descent and dual averaging
We introduce and analyse a new family of algorithms which generalizes an...
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12/06/2018
Median of means principle as a divide-and-conquer procedure for robustness, sub-sampling and hyper-parameters tuning
Many learning methods have poor risk estimates with large probability un...
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11/26/2015
Gains and Losses are Fundamentally Different in Regret Minimization: The Sparse Case
We demonstrate that, in the classical non-stochastic regret minimization...
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01/27/2014