posted on 1999-01-01, 00:00authored byGeoffrey J. Gordon
We present a unified framework for reasoning about
worst-case regret bounds for learning algorithms.
This framework is based on the theory of duality
of convex functions. It brings together results from
computational learning theory and Bayesian statistics,
allowing us to derive new proofs of known
theorems, new theorems about known algorithms,
and new algorithms.