Online Learning and Online Convex Optimization
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About
Online convex optimization can be considered as a process. In several research fiels including information theory and machine learning, signal and image processing, data analysis, the environment of practical application is so complex that it is infeasible to formulate a theoretical model and use classical algorithmic theory and mathematical optimization. By using tools of online learning, the goal is to minimize the prediction error with incoming datasets given the knowledge of the previous data and possibly additional available information.