Séminaire Probabilités et Statistiques
A regret minimization approach to fixed point iterations
20
June 2024
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.