Open AccessFast Gradient Descent for Drifting Least Squares Regression, with Application to Bandits
Author(s) -
Nathan Korda,
L A Prashanth,
Rémi Munos
Publication year - 2015
Publication title -
proceedings of the ... aaai conference on artificial intelligence
Language(s) - English
Resource type - Journals
eISSN - 2374-3468
pISSN - 2159-5399
DOI - 10.1609/aaai.v29i1.9619
Subject(s) - regret , computer science , stochastic gradient descent , convexity , regression , gradient descent , dimension (graph theory) , computational complexity theory , algorithm , mathematical optimization , artificial intelligence , mathematics , machine learning , statistics , artificial neural network , financial economics , pure mathematics , economics