conftrace_

time-varying regularizer

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mixable loss (1) online newton (1) adaptive regret (1) online newton step (1) online algorithm (1) regret bound (1) exponentiated gradient (1) infinite dimensional (1) mirror descent (1) portfolio selection (1)

Papers

Damped Online Newton Step for Portfolio Selection COLT 2022 Dimension-Free Exponentiated Gradient NeurIPS 2013