Search Results for author:
Found 2 papers, 0 papers with code
A generalised log-determinant regularizer for online semi-definite programming and its applications
We consider a variant of online semi-definite programming problem (OSDP): The decision space consists of semi-definite matrices with bounded $\Gamma$-trace norm, which is a generalization of trace norm defined by a positive definite matrix $\Gamma.$ To solve this problem, we utilise the follow-the-regularized-leader algorithm with a $\Gamma$-dependent log-determinant regularizer.
Online linear optimization with the log-determinant regularizer
Moreover, we apply our method to online linear optimization over vectors and show that the FTRL with the Burg entropy regularizer, which is the analogue of the log-determinant regularizer in the vector case, works well.
Cannot find the paper you are looking for? You can
Submit a new open access paper.
