Intro to OCO
ver 2.0

New to Second Edition:  (MIT Press)

1. Updated optimization chapter including the Polyak stepsize rule and analysis

2. Learning in changing environments: adaptive regret

3. Boosting from OCO

4. Online boosting and its relationship to the Frank Wolfe method

5. Multi-objective games and Blackwell Approachability 

6. New exercises and printed solutions (for instructors only)

New  chapters include:

• Chapter 10 on boosting for supervised learning  and its relationship to online convex optimization.  Derivation of boosting algorithms from regret minimization.

• Chapter 11 on the notion of adaptive regret and algorithms for online convex optimization with near-optimal adaptive regret bounds.

• Chapter 12 on online boosting and its relationship to the Frank-Wolfe method.

• Chapter 13 on Blackwell approachability and its strong connection to online convex optimization.