Regret in online learning - Cross Validated

In online learning/online convex optimization, it's often the case that you compare your algorithm against the best action in hindsight (i.e., from https://people.cs.umass.edu/~akshay/courses/cs690m/

Regret in online learning - Cross Validated Stack Internal Knowledge at work Bring the best of human thought and AI automation together at your work. Explore Stack Internal Regret in online learning Ask Question Asked 7 years, 6 months ago Modified 6 years, 3 months ago Viewed 4k times 4 $\begingroup$ In online learning/online convex optimization, it's often the case that you compare your algorithm against the best action in hindsight (i.e., from https://people.cs.umass.edu/~akshay/courses/cs690m/files/lec15.pdf ) $$ \operatorname{Regret}(T)=\sum_t{f_t(w_t)}-\min_u \sum_t{f_t(u)} $$ For sequen

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