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Related papers: Online Learning: Beyond Regret

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In this work we provide provable regret guarantees for an online meta-learning control algorithm in an iterative control setting, where in each iteration the system to be controlled is a linear deterministic system that is different and…

Machine Learning · Computer Science 2022-02-07 Deepan Muthirayan , Pramod Khargonekar

Recent literature has made much progress in understanding \emph{online LQR}: a modern learning-theoretic take on the classical control problem in which a learner attempts to optimally control an unknown linear dynamical system with fully…

Machine Learning · Computer Science 2020-10-06 Max Simchowitz

We propose a new partial-observability model for online learning problems where the learner, besides its own loss, also observes some noisy feedback about the other actions, depending on the underlying structure of the problem. We represent…

Machine Learning · Computer Science 2026-04-16 Tomáš Kocák , Gergely Neu , Michal Valko

We study online learning problems in which the learner has extra knowledge about the adversary's behaviour, i.e., in game-theoretic settings where opponents typically follow some no-external regret learning algorithms. Under this…

Machine Learning · Computer Science 2023-02-15 Le Cong Dinh , Tri-Dung Nguyen , Alain Zemkoho , Long Tran-Thanh

In this paper, we consider the problem of finding a meta-learning online control algorithm that can learn across the tasks when faced with a sequence of $N$ (similar) control tasks. Each task involves controlling a linear dynamical system…

Machine Learning · Computer Science 2022-08-23 Deepan Muthirayan , Dileep Kalathil , Pramod P. Khargonekar

Online learning to rank is a core problem in machine learning. In Lattimore et al. (2018), a novel online learning algorithm was proposed based on topological sorting. In the paper they provided a set of self-normalized inequalities (a) in…

Machine Learning · Statistics 2020-01-22 Victor de la Pena , Haolin Zou

Online kernel selection is a fundamental problem of online kernel methods.In this paper,we study online kernel selection with memory constraint in which the memory of kernel selection and online prediction procedures is limited to a fixed…

Machine Learning · Computer Science 2025-03-25 Junfan Li , Shizhong Liao

We consider the problem of online control of systems with time-varying linear dynamics. This is a general formulation that is motivated by the use of local linearization in control of nonlinear dynamical systems. To state meaningful…

Machine Learning · Computer Science 2022-02-15 Paula Gradu , Elad Hazan , Edgar Minasyan

This paper presents a new framework for analyzing and designing no-regret algorithms for dynamic (possibly adversarial) systems. The proposed framework generalizes the popular online convex optimization framework and extends it to its…

Machine Learning · Computer Science 2016-08-30 Ian Gemp , Sridhar Mahadevan

We study online decision making problems under resource constraints, where both reward and cost functions are drawn from distributions that may change adversarially over time. We focus on two canonical settings: $(i)$ online resource…

Machine Learning · Computer Science 2025-06-19 Francesco Emanuele Stradi , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti , Christian Kroer

In this paper we provide provable regret guarantees for an online meta-learning receding horizon control algorithm in an iterative control setting. We consider the setting where, in each iteration the system to be controlled is a linear…

Systems and Control · Electrical Eng. & Systems 2022-11-02 Deepan Muthirayan , Pramod P. Khargonekar

Online learning in arbitrary, and possibly adversarial, environments has been extensively studied in sequential decision-making, and it is closely connected to equilibrium computation in game theory. Most existing online learning algorithms…

Machine Learning · Computer Science 2026-03-20 Mingyang Liu , Yongshan Chen , Zhiyuan Fan , Gabriele Farina , Asuman Ozdaglar , Kaiqing Zhang

We study continuous-time online learning where data are generated by a diffusion process with unknown coefficients. The learner employs a two-layer neural network, continuously updating its parameters in a non-anticipative manner. The…

Machine Learning · Computer Science 2026-04-14 Erhan Bayraktar , Bingyan Han , Ziqing Zhang

We investigate the concept of algorithmic replicability introduced by Impagliazzo et al. 2022, Ghazi et al. 2021, Ahn et al. 2024 in an online setting. In our model, the input sequence received by the online learner is generated from…

Machine Learning · Computer Science 2024-11-22 Saba Ahmadi , Siddharth Bhandari , Avrim Blum

The online meta-learning framework has arisen as a powerful tool for the continual lifelong learning setting. The goal for an agent is to quickly learn new tasks by drawing on prior experience, while it faces with tasks one after another.…

Machine Learning · Computer Science 2021-09-30 Parvin Nazari , Esmaile Khorram

We propose a general framework for studying adaptive regret bounds in the online learning framework, including model selection bounds and data-dependent bounds. Given a data- or model-dependent bound we ask, "Does there exist some algorithm…

Machine Learning · Computer Science 2020-02-14 Dylan J. Foster , Alexander Rakhlin , Karthik Sridharan

We study online learning problems in which a decision maker has to take a sequence of decisions subject to $m$ long-term constraints. The goal of the decision maker is to maximize their total reward, while at the same time achieving small…

Machine Learning · Computer Science 2022-09-16 Matteo Castiglioni , Andrea Celli , Alberto Marchesi , Giulia Romano , Nicola Gatti

Stability is a general notion that quantifies the sensitivity of a learning algorithm's output to small change in the training dataset (e.g. deletion or replacement of a single training sample). Such conditions have recently been shown to…

Machine Learning · Computer Science 2011-08-18 Stephane Ross , J. Andrew Bagnell

We present methods for online linear optimization that take advantage of benign (as opposed to worst-case) sequences. Specifically if the sequence encountered by the learner is described well by a known "predictable process", the algorithms…

Machine Learning · Statistics 2014-05-27 Alexander Rakhlin , Karthik Sridharan

We consider algorithms for "smoothed online convex optimization" problems, a variant of the class of online convex optimization problems that is strongly related to metrical task systems. Prior literature on these problems has focused on…

Data Structures and Algorithms · Computer Science 2015-08-18 Lachlan L. H. Andrew , Siddharth Barman , Katrina Ligett , Minghong Lin , Adam Meyerson , Alan Roytman , Adam Wierman