Expert advice problem with noisy low rank loss

Yaxiong Liu, Xuanke Jiang, Kohei Hatano, Eiji Takimoto

Abstract: We consider the expert advice problem with a low rank but noisy loss sequence, where a loss vector $l_{t} \in [-1,1]^N$ in each round $t$ is of the form $l_{t} = U v_{t} + \epsilon_{t}$ for some fi...