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Online Convex Optimization At each round t=1,2,... (1)the player first picks a model xt from aconvex set cRd (2)and environments pick an online convex functionf:->R; (3)the player suffers loss fi(xt),observes some information about fi and updates the model. Problem Domain Online Functions General OCO convex set t'cRd convex function fi() OCO with Strongly Convex Functions convex set tc Rd V2fi(x)=aI OCO with Exp-concave Functions convex set t'C Rd V2f(x)≥BVf(x)Vf(x)T Prediction with Experts'Advice △4={x∈R+∑1,=1 f(x)=(,x) Advanced Optimization(Fall 2023) Lecture 11.Adversarial Bandits 3 Advanced Optimization (Fall 2023) Lecture 11. Adversarial Bandits 3 Online Convex Optimization
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