@Article{JML-4-1, author = {Ying, Lexing}, title = {A Note on Continuous-Time Online Learning}, journal = {Journal of Machine Learning}, year = {2025}, volume = {4}, number = {1}, pages = {1--10}, abstract = {
In online learning, the data is provided in sequential order, and the goal of the learner is to make online decisions to minimize overall regrets. This note is concerned with continuous-time models and algorithms for several online learning problems: online linear optimization, adversarial bandit, and adversarial linear bandit. For each problem, we extend the discrete-time algorithm to the continuous-time setting and provide a concise proof of the optimal regret bound.
}, issn = {2790-2048}, doi = {https://doi.org/10.4208/jml.240605}, url = {https://global-sci.com/article/91698/a-note-on-continuous-time-online-learning} }