• Corpus ID: 234337807

A Simple yet Universal Strategy for Online Convex Optimization

  title={A Simple yet Universal Strategy for Online Convex Optimization},
  author={Lijun Zhang and Guanghui Wang and Jinfeng Yi and Tianbao Yang},
Recently, several universal methods have been proposed for online convex optimization, and at-tain minimax rates for multiple types of convex functions simultaneously. However, they need to design and optimize one surrogate loss for each type of functions, making it difficult to exploit the structure of the problem and utilize existing algorithms. In this paper, we propose a simple strategy for universal online convex optimization, which avoids these limitations. The key idea is to construct a… 

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