Online Improper Learning with an Approximation Oracle

ADVANCES IN NEURAL INFORMATION PROCESSING SYSTEMS 31 (NIPS 2018), pp. 5652-5660, 2018.

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Abstract:

We study the following question: given an efficient approximation algorithm for an optimization problem, can we learn efficiently in the same setting? We give a formal affirmative answer to this question in the form of a reduction from online learning to offline approximate optimization using an efficient algorithm that guarantees near op...More

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