Tracking adversarial targets

Abbasi-Yadkori, Yasin, Bartlett, Peter L., & Kanade, Varun (2014) Tracking adversarial targets. In Xing, E. & Jebara, T. (Eds.) JMLR Workshop and Conference Proceedings, MIT Press, Beijing, China, pp. 369-377.

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We study linear control problems with quadratic losses and adversarially chosen tracking targets. We present an efficient algorithm for this problem and show that, under standard conditions on the linear system, its regret with respect to an optimal linear policy grows as O(log^2 T), where T is the number of rounds of the game. We also study a problem with adversarially chosen transition dynamics; we present an exponentiallyweighted average algorithm for this problem, and we give regret bounds that grow as O(sqtr p T).

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ID Code: 88874
Item Type: Conference Paper
Refereed: Yes
ISSN: 1938-7228
Divisions: Current > Schools > School of Mathematical Sciences
Current > QUT Faculties and Divisions > Science & Engineering Faculty
Copyright Owner: Copyright 2014 [Please consult the author]
Deposited On: 20 Oct 2015 00:42
Last Modified: 25 Oct 2015 06:14

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