On the optimality of the Hedge algorithm in the stochastic regime

Jaouad Mourtada, Stéphane Gaïffas. On the optimality of the Hedge algorithm in the stochastic regime. Journal of Machine Learning Research, 20, 2019. [doi]

@article{MourtadaG19,
  title = {On the optimality of the Hedge algorithm in the stochastic regime},
  author = {Jaouad Mourtada and Stéphane Gaïffas},
  year = {2019},
  url = {http://jmlr.org/papers/v20/18-869.html},
  researchr = {https://researchr.org/publication/MourtadaG19},
  cites = {0},
  citedby = {0},
  journal = {Journal of Machine Learning Research},
  volume = {20},
}