[Sequential Decision Making Team Seminar] Talk by Prof. Nick Harvey, The University of British Columbia

[Sequential Decision Making Team Seminar]
Talk by Prof. Nick Harvey, The University of British Columbia
This is an online seminar.

【Date】2025/December 12 (Fri) 13:00-14:30(JST)
【Speaker】Prof. Nick Harvey, The University of British Columbia

Title: Online learning via Itô calculus

Abstract:
Online learning is a theoretical framework for learning and optimization without statistical assumptions on the data. Optimization methods developed in this setting are usually robust and have formal notions of worst-case or adaptive performance. A recent line of work has looked at online learning through the lens of Itô calculus. This viewpoint has yielded new understanding of classical results, and has also led to new optimal results for several problems. In this talk I will discuss a few uses of Itô calculus in the design and analysis of online learning methods, focusing on the classical problem of prediction with experts' advice.
Joint work with many excellent coauthors, including Chris Liaw (Google Research), Edwin Perkins (UBC), Sikander Randhawa (TerraSense Analytics), Victor Sanches Portella (University of São Paulo), Yoav Freund (UCSD) and Yabing Qi (UBC).