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Image Credit: Arxiv

Non-stationary Online Learning for Curved Losses: Improved Dynamic Regret via Mixability

  • Non-stationary online learning has been a focus, but mainly on convex functions, neglecting stronger curved losses like squared or logistic loss.
  • A new approach leveraging mixability, a property to capture loss curvature for improved regret, is proposed.
  • Utilizing exponential-weight method with fixed-share updates, the dynamic regret is reduced to O(dT^(1/3)PT^(2/3)logT) for mixable losses.
  • This approach outperforms the previous best-known result, reducing the dynamic regret complexity in terms of d.
  • The improvement is due to an analytical framework based on mixability, which simplifies the analysis process compared to previous methods.

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