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A Formulation of Online Learning We introduce a game-theoretic view to model online learning. Online learning is formulated as a repeated game between Player:essentially the learner,or you can think as the"learning model" Environments:an abstraction of all factors evaluating the model. At each round t =1,2,... (1)the player first picks a model wEW; (2)and simultaneously environments pick an online function f:w->R; (3)the player suffers loss f(wt),observes some information about fr and updates the model. Advanced Optimization(Fall 2023) Lecture 5.Online Convex Optimization 7 Advanced Optimization (Fall 2023) Lecture 5. Online Convex Optimization 7 A Formulation of Online Learning • We introduce a game-theoretic view to model online learning. • Online learning is formulated as a repeated game between • Player: essentially the learner, or you can think as the “learning model" • Environments: an abstraction of all factors evaluating the model
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