Online Self-Concordant and Relatively Smooth Minimization, With Applications to Online Portfolio Selection and Learning Quantum States

Chung-En Tsai, Hao-Chung Cheng, Yen-Huan Li. Online Self-Concordant and Relatively Smooth Minimization, With Applications to Online Portfolio Selection and Learning Quantum States. In Shipra Agrawal 0001, Francesco Orabona, editors, International Conference on Algorithmic Learning Theory, February 20-23, 2023, Singapore. Volume 201 of Proceedings of Machine Learning Research, pages 1481-1483, PMLR, 2023. [doi]

Abstract

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