Corrigendum to "Learning rotations with little regret" September 7, 2010

There is an unfortunate error in our paper “Learning rotations with little regret” [HKW10] which appeared in COLT 2010. The sampling procedure for the noise matrix given in [HKW10] does not produce matrices with the right density. In this corrigendum, we describe the error, and give a correct sampling procedure. Unfortunately, even with the correct sampling procedure, the regret bound we get is O(n p T ), which is weaker than the claimed regret bound of O( p nT ) of the original paper [HKW10]. However, in this corrigendum we give a new algorithm based on Online Gradient Descent which obtains the optimal regret bound of O( p nT ) for the online learning of rotations problem.