No-Regret Algorithms for Structured Prediction Problems
CARNEGIE-MELLON UNIV PITTSBURGH PA SCHOOL OF COMPUTER SCIENCE
Pagination or Media Count:
No-regret algorithms are a popular class of online learning rules. Unfortunately, most no-regret algorithms assume that the set Y of allowable hypotheses is small and discrete. Instead, the authors consider prediction problems where Y has internal structure Y might be the set of strategies in a game like poker, the set of paths in a graph, or the set of configurations of a data structure like a rebalancing binary search tree or Y might be a given convex set the online convex programming problem, or, in general, an arbitrary bounded set. They derive a family of no-regret learning rules, called Lagrangian Hedging algorithms, to take advantage of this structure. Their algorithms are a direct generalization of known no-regret learning rules, like weighted majority and external-regret matching. In addition to proving regret bounds, they demonstrate one of their algorithms learning to play one-card poker.
- Statistics and Probability
- Computer Programming and Software