Structured Regret Minimization

Geoff Gordon made an interesting presentation at the snowbird learning workshop discussing the use of no-regret algorithms for the use of several robot-related learning problems. There seems to be a draft here. This seems interesting in two ways:

  1. Drawback Removal One of the significant problems with these online algorithms is that they can’t cope with structure very easily. This drawback is addressed for certain structures.
  2. Experiments One criticism of such algorithms is that they are too “worst case”. Several experiments suggest that protecting yourself against this worst case does not necessarily incur a great loss.