Séminaire Probabilités et Statistiques
A regret minimization approach to fixed point iterations
June 2024
Intervenant : Joon Kwon
Institution : Inrae
Heure : 15h30 - 16h30
Lieu : 3L15

We present a link between regret bounds and fixed point problems with nonexpansive maps. This allows the definition of many new fixed point iterations based on regret minimizing algorithms with corresponding convergence guarantees. In particular, we transpose the celebrated AdaGrad algorithm to obtain a fixed point iteration with strong adaptive properties.

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