Projection-free Online Learning in Dynamic Environments
نویسندگان
چکیده
To efficiently solve high-dimensional problems with complicated constraints, projection-free online learning has received ever-increasing research interest. However, previous studies either focused on static regret that is not suitable for dynamic environments, or only established the bound under smoothness of losses. In this paper, without condition smoothness, we propose a novel algorithm, and achieve an O(max{T^{2/3}V_T^{1/3},T^{1/2}}) convex functions O(max{(TV_Tlog T)^{1/2},log T}) strongly functions, where T time horizon V_T denotes variation loss functions. Specifically, first improve existing algorithm called conditional gradient (OCG) to enjoy small bounds prior knowledge V_T. work unknowable V_T, maintain multiple instances improved OCG can handle different functional variations, combine them meta-algorithm track best one. Experimental results validate efficiency effectiveness our algorithm.
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ژورنال
عنوان ژورنال: Proceedings of the ... AAAI Conference on Artificial Intelligence
سال: 2021
ISSN: ['2159-5399', '2374-3468']
DOI: https://doi.org/10.1609/aaai.v35i11.17208