A new FTPL algorithm with self-concordant perturbations achieves tilde O(sqrt(T)) regret for all bounded proper losses and O(log T) regret for bounded smooth proper losses in U-calibration.
Simultaneous swap regret minimization via KL -calibration
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Toward Simultaneously Optimal Regret in U-Calibration
A new FTPL algorithm with self-concordant perturbations achieves tilde O(sqrt(T)) regret for all bounded proper losses and O(log T) regret for bounded smooth proper losses in U-calibration.