Online Learning: Random Averages, Combinatorial Parameters, and Learnability

@inproceedings{Rakhlin2010OnlineLR,
  title={Online Learning: Random Averages, Combinatorial Parameters, and Learnability},
  author={Alexander Rakhlin and Karthik Sridharan and Ambuj Tewari},
  booktitle={NIPS},
  year={2010}
}
We develop a theory of online learning by defining several complexity measures. Among them are analogues of Rademacher complexity, covering numbers and fatshattering dimension from statistical learning theory. Relationship among these complexity measures, their connection to online learning, and tools for bounding them are provided. We apply these results… CONTINUE READING

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