Strongly Adaptive Online Learning


Amit Daniely, Alon Gonen, Shai Shalev-Shwartz ;
Proceedings of the 32nd International Conference on Machine Learning, PMLR 37:1405-1411, 2015.


Strongly adaptive algorithms are algorithms whose performance on every time interval is close to optimal. We present a reduction that can transform standard low-regret algorithms to strongly adaptive. As a consequence, we derive simple, yet efficient, strongly adaptive algorithms for a handful of problems.

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