Thanks for this blog article. This helps alot to understand Nesterov’s method. I have been exploring and reading about Nesterov’s convergence bound for quite some time now. I have a question: Are there some examples of simple and strongly convex functions for which Nesterov’s bound is better than the strongly convex bound and worse than the convex quadratic bound.

best,

Bikash

Could you show the use of FISTA in the case of the f(x) and g(x) you chose above (Namely g(x) is the l1 norm)?

Thank You.

]]>I have one question though: isn’t FTRL with the entropic barrier supposed to be equivalent with GeometricHedge of DHK08 (modulo discretization)? I thought this was the case but you don’t mention the connection here. ]]>

– Missing “argmax” in the definition of the UCB strategy

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