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We describe efficient algorithms for projecting a vector onto the L1-ball. We present two methods for projection. The first performs exact projection in O(n) time, where n is the dimension of the space. The second works on vectors k of whose elements are perturbed outside the L1-ball, projecting in ...

Online learning is concerned with the task of making decisions on-the-fly as observations are received. We describe and analyze several online learning tasks through the same algorithmic prism. We start with online binary classification and show how to build simple yet efficient and effective online ...