Online Linear Optimization with Many Hints
share
We study an online linear optimization (OLO) problem in which the learner is provided access to K "hint" vectors in each round prior to making a decision. In this setting, we devise an algorithm that obtains logarithmic regret whenever there exists a convex combination of the K hints that has positive correlation with the cost vectors. This significantly extends prior work that considered only the case K=1. To accomplish this, we develop a way to combine many arbitrary OLO algorithms to obtain regret only a logarithmically worse factor than the minimum regret of the original algorithms in hindsight; this result is of independent interest.
READ FULL TEXT