Open Problem: Second order regret bounds based on scaling time

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Yoav Freund ;
29th Annual Conference on Learning Theory, PMLR 49:1651-1654, 2016.

Abstract

We argue that the second order bounds given in Cesa-Bianchi2006, which accumulate the square of the loss of each action separately, are loose. We propose a different form of a second order bound and conjecture the it is satisfied by NormalHedge ChaudhuriFrHs2009.

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