No-Regret Algorithms in On-Line Learning, Games and Convex Optimization
Sylvain Sorin (CNRS & Sorbonne University)
Abstract: The purpose of this talk is to underline links between no-regret algorithms used in learning, games and convex optimization.\\ We will describe and analyze Projected Dynamics, Mirror Descent and Dual Averaging.\\ In particular we will study continuous and discrete time versions and their connections.\\ We will discuss: - link with variational inequalities,\\ - speed of convergence of the no-regret evaluation,\\ - convergence of the trajectories.
optimization and control
Audience: learners
Comments: The address and password of the zoom room of the seminar are sent by e-mail on the mailinglist of the seminar one day before each talk
One World Optimization seminar
Series comments: Description: Online seminar on optimization and related areas
The address and password of the zoom room of the seminar are sent by e-mail on the mailinglist of the seminar one day before each talk
| Organizers: | Sorin-Mihai Grad*, Radu Ioan Boț, Shoham Sabach, Mathias Staudigl |
| *contact for this listing |