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Dynamic Regret of Strongly Adaptive Methods

机译:强适应性方法的动态遗憾

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To cope with changing environments, recent developments in online learning have introduced the concepts of adaptive regret and dynamic regret independently. In this paper, we illustrate an intrinsic connection between these two concepts by showing that the dynamic regret can be expressed in terms of the adaptive regret and the functional variation. This observation implies that strongly adaptive algorithms can be directly leveraged to minimize the dynamic regret. As a result, we present a series of strongly adaptive algorithms that have small dynamic regrets for convex functions, exponentially concave functions, and strongly convex functions, respectively. To the best of our knowledge, this is the first time that exponential concavity is utilized to upper bound the dynamic regret. Moreover, all of those adaptive algorithms do not need any prior knowledge of the functional variation, which is a significant advantage over previous specialized methods for minimizing dynamic regret.
机译:为了应对不断变化的环境,在线学习的最新发展已独立引入了自适应后悔和动态后悔的概念。在本文中,我们通过显示动态后悔可以用自适应后悔和功能变化来表达,从而说明了这两个概念之间的内在联系。此观察结果表明,可以直接利用强自适应算法来最大程度地减少动态后悔。结果,我们提出了一系列强自适应算法,分别对凸函数,指数凹函数和强凸函数具有较小的动态后悔。据我们所知,这是第一次使用指数凹度来上限动态后悔。而且,所有那些自适应算法不需要任何有关功能变化的先验知识,这是相对于以前的用于使动态后悔最小化的专门方法的显着优势。

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