title: A Note on the Unification of Adaptive Online Learning.
abstract: In online convex optimization, adaptive algorithms, which can utilize the second-order information of the loss function's (sub)gradient, have shown improvements over standard gradient methods. This paper presents a framework Follow the Bregman Divergence Leader that unifies various existing adaptive algorithms from which new insights are revealed. Under the proposed framework, two simple adaptive online algorithms with improvable performance guarantee are derived. Furthermore, a general equation derived from a matrix analysis generalizes the adaptive learning to nonlinear case with kernel trick.
authors.forename: Wenwu
authors.initials: W
authors.lastname: He
authors.forename: James Tin-Yau
authors.initials: JT
authors.lastname: Kwok
authors.forename: Ji
authors.initials: J
authors.lastname: Zhu
authors.forename: Yang
authors.initials: Y
authors.lastname: Liu