On Equivalence of Martingale Tail Bounds and Deterministic Regret Inequalities

Alexander Rakhlin, Karthik Sridharan. On Equivalence of Martingale Tail Bounds and Deterministic Regret Inequalities. In Satyen Kale, Ohad Shamir, editors, Proceedings of the 30th Conference on Learning Theory, COLT 2017, Amsterdam, The Netherlands, 7-10 July 2017. Volume 65 of JMLR Workshop and Conference Proceedings, pages 1704-1722, JMLR.org, 2017. [doi]

Abstract

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