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What's the difference between ML and online convex optimization? I remember presenting on the Multiplicative Weights algorithm, and someone told me not to intro
by bhl 7y ago
What's the difference between ML and online convex optimization? I remember presenting on the Multiplicative Weights algorithm, and someone told me not to introduce it from a learning theory perspective and instead from more of a basic theoretical CS perspective -- that part was confusing, because they seemed to me to be the same.
- joker3 7y agoTake a look at https://ocobook.cs.princeton.edu/OCObook.pdf https://ocobook.cs.princeton.edu/OCObook.pdf, and in particular section 1.2. The online shortest path problem is a good example of an online optimization problem that's not related to machine learning.