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Multiplicative Weights Lecture Notes


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The modified algorithm is 2 Notes for Lecture 4-5 Jan 312013 1 Initialize wi 1 where wi is the weight of the i-th expert 2 Predict according to the weighted.

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In the next couple lectures we will devise modular iterative algorithms for solving LPs and SDPs Multiplicative weights is a retronym for the simple iterative rule underlying these.

For the weights solved by gradient descent or better stochastic gradient descent.

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The multiplicative weights or hedge algorithm is the most well known and most frequently rediscovered algorithm in online optimization The.

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