Foundations of Machine Learning VII: On-Line Learning and On-Line-to-Batch ConversionTextbook
Every guarantee in the preceding chapters assumes a fixed distribution and i.i.d. sampling. On-line learning drops both assumptions: an algorithm processes one example at a time, in an adversarial (worst-case) sequence, and is judged by regret against the best fixed comparator in hindsight rather than by generalization error. This chapter develops the…