Convex Repeated Games and Fenchel Duality

Shai Shalev-Shwartz; Yoram Singer

Convex Repeated Games and Fenchel Duality

Shai Shalev-Shwartz, Yoram Singer

The Rachel and Selim Benin School of Engineering and Computer Science

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

31 Scopus citations

Abstract

We describe an algorithmic framework for an abstract game which we term a convex repeated game. We show that various online learning and boosting algorithms can be all derived as special cases of our algorithmic framework. This unified view explains the properties of existing algorithms and also enables us to derive several new interesting algorithms. Our algorithmic framework stems from a connection that we build between the notions of regret in game theory and weak duality in convex optimization.

Original language	English
Title of host publication	NIPS 2006
Subtitle of host publication	Proceedings of the 19th International Conference on Neural Information Processing Systems
Editors	Bernhard Scholkopf, John C. Platt, Thomas Hofmann
Publisher	MIT Press Journals
Pages	1265-1272
Number of pages	8
ISBN (Electronic)	0262195682, 9780262195683
State	Published - 2006
Event	19th International Conference on Neural Information Processing Systems, NIPS 2006 - Vancouver, Canada Duration: 4 Dec 2006 → 7 Dec 2006

Publication series

Name	NIPS 2006: Proceedings of the 19th International Conference on Neural Information Processing Systems

Conference

Conference	19th International Conference on Neural Information Processing Systems, NIPS 2006
Country/Territory	Canada
City	Vancouver
Period	4/12/06 → 7/12/06

Bibliographical note

Publisher Copyright:
© NIPS 2006.All rights reserved

Cite this

Shalev-Shwartz, S., & Singer, Y. (2006). Convex Repeated Games and Fenchel Duality. In B. Scholkopf, J. C. Platt, & T. Hofmann (Eds.), NIPS 2006: Proceedings of the 19th International Conference on Neural Information Processing Systems (pp. 1265-1272). (NIPS 2006: Proceedings of the 19th International Conference on Neural Information Processing Systems). MIT Press Journals.

Shalev-Shwartz, Shai ; Singer, Yoram. / Convex Repeated Games and Fenchel Duality. NIPS 2006: Proceedings of the 19th International Conference on Neural Information Processing Systems. editor / Bernhard Scholkopf ; John C. Platt ; Thomas Hofmann. MIT Press Journals, 2006. pp. 1265-1272 (NIPS 2006: Proceedings of the 19th International Conference on Neural Information Processing Systems).

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Shalev-Shwartz, S & Singer, Y 2006, Convex Repeated Games and Fenchel Duality. in B Scholkopf, JC Platt & T Hofmann (eds), NIPS 2006: Proceedings of the 19th International Conference on Neural Information Processing Systems. NIPS 2006: Proceedings of the 19th International Conference on Neural Information Processing Systems, MIT Press Journals, pp. 1265-1272, 19th International Conference on Neural Information Processing Systems, NIPS 2006, Vancouver, Canada, 4/12/06.

Convex Repeated Games and Fenchel Duality. / Shalev-Shwartz, Shai; Singer, Yoram.
NIPS 2006: Proceedings of the 19th International Conference on Neural Information Processing Systems. ed. / Bernhard Scholkopf; John C. Platt; Thomas Hofmann. MIT Press Journals, 2006. p. 1265-1272 (NIPS 2006: Proceedings of the 19th International Conference on Neural Information Processing Systems).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

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Convex Repeated Games and Fenchel Duality

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Bibliographical note

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