Uniform Regret Bounds Over Mathbbrd For The Sequential Linear Regression Problem With The Square Loss
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Recommendedpaper · 2026-05-05
“resolve the open question of Gaillard, Gerchinovitz, Huard, and Stoltz, \emph{``Uniform regret bounds over $\mathbb{R}^d$ for the sequential linear regression problem with the square loss''} (ALT 2019)”
Scale-Invariant Regret in Linear Regression is Impossible in High Dimensions Wit ↗