Chapter 22: Online Learning
This chapter introduces online learning.
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Chapter 22.01: Introduction
In this chapter we explain the differences between online and batch learning, the extended learning protocol in online learning and the strategies to measure performance in online learning.
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Chapter 22.02: Simple Online Learning Algorithm
In this chapter we introduce the formalization of online learning algorithms and the FTL algorithm.
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Chapter 22.03: Follow the Leader on OLO problems
In this chapter we introduce OLO problems and explain why some FTL might fail on these problems.
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Chapter 22.04: Follow the regularized Leader
In this chapter we introduce FTLR as a stable alternative to FTL.
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Chapter 22.05: Follow the Leader on OQO problems
In this chapter we prove that FTL works for online quadratic problems.
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Chapter 22.06: Online Convex optimization 1
In this chapter we introduce the class of online convex optimization problems and derive the online gradient descent as a suitable learning algorithm for such cases.
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Chapter 22.07: Online Convex optimization 2
In this chapter we explain the connection between OGD and FTRL via linearization of convex functions and how this implies regret bounds for OGD.