Performance Measure Regret:online prediction as good as the best offline model T Reget,) f:(w) cumulative loss of the w∈W best offline model t=1 Dynamic Regret optimal model changes in non-stationary environments T D-Regreti(u,…,ur)efi(v)-∑f(u,) t=1 allow changing comparators The comparators u,...,ur essentially depict the underlying(unknown)distributions of all rounds. ·stationary environments:ut=w,∈argminwew∑Z1fi(w) piecewise-stationary environments:ut-w!for a stationary interval t Zk Peng Zhao(Nanjing University) 11Peng Zhao (Nanjing University) 11 Performance Measure Regret: online prediction as good as the best offline model cumulative loss of the best offline model Dynamic Regret optimal model changes in non-stationary environments allow changing comparators