Online Learning and Game Theory. A Quick Overview with recent results and applications*

We study one of the main concept of online learning and sequential decision problem known as regret minimization. We investigate three different frameworks, whether data are generated accordingly to some i.i.d. process, or when no assumption whatsoever are made on their...

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Bibliographic Details
Main Authors: Faure Mathieu, Gaillard Pierre, Gaujal Bruno, Perchet Vianney
Format: Article
Language:English
Published: EDP Sciences 2015-10-01
Series:ESAIM: Proceedings and Surveys
Online Access:http://dx.doi.org/10.1051/proc/201551014