Speaker: Neil Xu

Abstract: The multiplicative weights algorithm (https://www.cs.princeton.edu/~arora/pubs/MWsurvey.pdf) is a classic algorithm for prediction with expert advice, and has been applied in machine learning, economics, game theory etc. I will discuss a recent result that leverages multiplicative weights to derive a variance-adaptive regret bound (https://arxiv.org/abs/2206.02656).