Codes

  • Ada-Greedy and Ada-BinGreedy for Non-stationary Contextual Bandits (written by Chen-Yu) [GitHub] [paper]

  • Online Boosting in Vowpal Wabbit [GitHub] [paper 1] [paper 2]

    • command: ./vw [data] --boosting [#weak_learners] --alg [BBM or logistic]

  • Sketched Online Newton (SON) in Vowpal Wabbit [GitHub] [paper]

    • command: ./vw [data] --OjaNewton --sketch_size=[size]

  • Variance-Reduced Stochastic Frank-Wolfe [link] [paper]