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A Chaining Algorithm for Online Nonparametric Regression
Published on Aug 20, 20151825 Views
We consider the problem of online nonparametric regression with arbitrary deterministic sequences. Using ideas from the chaining technique, we design an algorithm that achieves a Dudley-type regret bo
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Chapter list
A chaining algorithm for online nonparametric regression00:00
Setting: online regression with individual sequences00:09
Contribution 1: chaining algorithm with Dudley bound01:06
Main intuitions behind our chaining algorithm 02:19
Contribution 2: efficient algorithm for Holder classes04:09
References05:08