Tight Bounds on Minimax Regret under Logarithmic Loss via Self-Concordance

Blair Bilodeau, Dylan J. Foster, Daniel M. Roy 0001. Tight Bounds on Minimax Regret under Logarithmic Loss via Self-Concordance. In Proceedings of the 37th International Conference on Machine Learning, ICML 2020, 13-18 July 2020, Virtual Event. Volume 119 of Proceedings of Machine Learning Research, pages 919-929, PMLR, 2020. [doi]

@inproceedings{BilodeauF020,
  title = {Tight Bounds on Minimax Regret under Logarithmic Loss via Self-Concordance},
  author = {Blair Bilodeau and Dylan J. Foster and Daniel M. Roy 0001},
  year = {2020},
  url = {http://proceedings.mlr.press/v119/bilodeau20a.html},
  researchr = {https://researchr.org/publication/BilodeauF020},
  cites = {0},
  citedby = {0},
  pages = {919-929},
  booktitle = {Proceedings of the 37th International Conference on Machine Learning, ICML 2020, 13-18 July 2020, Virtual Event},
  volume = {119},
  series = {Proceedings of Machine Learning Research},
  publisher = {PMLR},
}