The multiplicative weights update method: a meta algorithm and applications (2005)
by
Sanjeev Arora
,
Elad Hazan
,
Satyen Kale
| Citations: | 37 - 9 self |
BibTeX
@TECHREPORT{Arora05themultiplicative,
author = {Sanjeev Arora and Elad Hazan and Satyen Kale},
title = {The multiplicative weights update method: a meta algorithm and applications},
institution = {},
year = {2005}
}
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Abstract
Algorithms in varied fields use the idea of maintaining a distribution over a certain set and use the multiplicative update rule to iteratively change these weights. Their analysis are usually very similar and rely on an exponential potential function. We present a simple meta algorithm that unifies these disparate algorithms and drives them as simple instantiations of the meta algorithm. 1
