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Convergence of online mirror descent
Institution:1. LMAM, School of Mathematical Sciences, Peking University, Beijing 100871, China;2. Department of Mathematics, Beijing Institute of Petrochemical Technology, Beijing 102617, China;3. Department of Mathematics and Statistics, York University, 4700 Keele Street, Toronto, Canada;1. Department of Automation, University of Science and Technology of China Hefei, Anhui 230027, PR China;2. Department of Mechanical and Biomedical Engineering, City University of Hong Kong, Kowloon, Hong Kong;1. Department of Mathematics, University of Wisconsin–Madison, 480 Lincoln Drive, Madison, WI 53706, USA;2. Department of Mathematics, University of Auckland, Private Bag 92019, Auckland, New Zealand;1. School of Mathematics and Computer Science, Wuhan Polytechnic University, Wuhan 430023, China;2. The Hubei Key Laboratory of Mathematical Physics, School of Mathematics and Statistics, Central China Normal University, Wuhan 430079, China;3. Department of Mathematics, City University of Hong Kong, Tat Chee Avenue, Kowloon, Hong Kong
Abstract:
Keywords:Mirror descent  Online learning  Bregman distance  Convergence analysis  Learning theory
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