Comments (1)
louissharrock
commented on September 3, 2024
The COntinuous COin Betting (COCOB) algorithm does actually have a tensorflow implementation here:
https://www.tensorflow.org/addons/api_docs/python/tfa/optimizers/COCOB
Unfortunately it is implemented in the soon-to-be deprecated TensorFlow Addons, but this might provide a starting point for an updated implementation.
Also, a minor correction to your attribution. Coin betting as an optimisation method was introduced by Orabona and Pal in [1], and extended by Orabona and Tommasi for training deep neural nets in [2]. Our innovation in [3] was to adapt this approach for sampling problems.
[1] https://proceedings.neurips.cc//paper/by-source-2016-320
[2] https://proceedings.neurips.cc/paper_files/paper/2017/hash/7c82fab8c8f89124e2ce92984e04fb40-Abstract.html
[3] https://proceedings.mlr.press/v202/sharrock23a
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