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Introduction to Online Convex Optimization

Introduction to Online Convex OptimizationSecond EditionElad [ ] 19 Dec 2021ii% - * - & . /W* W= ;* # % &( ! 3 XW% *"..you shall research and meditate therein day and " Yehoshua 1:8iiiTo my family: Dana, Hadar, Yoav, Oded and Deluca, EH [2021] Elad HazanivContentsPrefacexiAcknowledgements xvList of Symbolsxix1 The Online Convex Optimization Setting .. Examples of Problems That Can Be Modeled via Online Con-vex Optimization .. from expert advice .. spam filtering .. shortest paths .. selection .. completion and recommendation systems .. A Gentle Start: Learning from Expert Advice .. weighted majority algorithm .. weighted majority .. Bibliographic Remarks .. Exercises .. 152 Basic Concepts in Convex Basic Definitions and Setup .. onto Convex sets .. to optimality conditions .. Gradient Descent .. Polyak stepsize .. distance to optimality.)

of online learning, boosting, regret minimization in games, universal predic-tion and other related topics, have seen a plethora of introductory texts in recent years. With this note we can hardly do justice to all, but perhaps point to the location of this book in the readers’ virtual library.

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  Minimization, Regret, Regret minimization

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