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Related papers: Online Learning: Beyond Regret

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We develop a form Thompson sampling for online learning under full feedback - also known as prediction with expert advice - where the learner's prior is defined over the space of an adversary's future actions, rather than the space of…

Machine Learning · Computer Science 2025-09-23 Alexander Terenin , Jeffrey Negrea

In the online non-stochastic control problem, an agent sequentially selects control inputs for a linear dynamical system when facing unknown and adversarially selected convex costs and disturbances. A common metric for evaluating control…

Optimization and Control · Mathematics 2025-04-24 Vijeth Hebbar , Cédric Langbort

Reinforcement learning (RL) has traditionally been understood from an episodic perspective; the concept of non-episodic RL, where there is no restart and therefore no reliable recovery, remains elusive. A fundamental question in…

Machine Learning · Computer Science 2021-05-31 Shuang Liu , Hao Su

This paper considers a variant of the online paging problem, where the online algorithm has access to multiple predictors, each producing a sequence of predictions for the page arrival times. The predictors may have occasional prediction…

Data Structures and Algorithms · Computer Science 2020-11-20 Yuval Emek , Shay Kutten , Yangguang Shi

Approachability has become a standard tool in analyzing earning algorithms in the adversarial online learning setup. We develop a variant of approachability for games where there is ambiguity in the obtained reward that belongs to a set,…

Statistics Theory · Mathematics 2012-02-17 Shie Mannor , Vianney Perchet , Gilles Stoltz

Recent work has demonstrated that problems-- particularly imitation learning and structured prediction-- where a learner's predictions influence the input-distribution it is tested on can be naturally addressed by an interactive approach…

Machine Learning · Computer Science 2014-06-24 Stephane Ross , J. Andrew Bagnell

In the classic expert problem, $\Phi$-regret measures the gap between the learner's total loss and that achieved by applying the best action transformation $\phi \in \Phi$. A recent work by Lu et al., [2025] introduces an adaptive algorithm…

Machine Learning · Computer Science 2025-12-16 Soumita Hait , Ping Li , Haipeng Luo , Mengxiao Zhang

We introduce new online and batch algorithms that are robust to data with missing features, a situation that arises in many practical applications. In the online setup, we allow for the comparison hypothesis to change as a function of the…

Machine Learning · Computer Science 2012-02-19 Afshin Rostamizadeh , Alekh Agarwal , Peter Bartlett

This paper studies the online optimal control problem with time-varying convex stage costs for a time-invariant linear dynamical system, where a finite lookahead window of accurate predictions of the stage costs are available at each time.…

Optimization and Control · Mathematics 2019-10-23 Yingying Li , Xin Chen , Na Li

In this paper we propose a framework for solving constrained online convex optimization problem. Our motivation stems from the observation that most algorithms proposed for online convex optimization require a projection onto the convex set…

Machine Learning · Computer Science 2012-10-01 Mehrdad Mahdavi , Rong Jin , Tianbao Yang

The goal of a learner in standard online learning is to maintain an average loss close to the loss of the best-performing single function in some class. In many real-world problems, such as rating or ranking items, there is no single best…

Machine Learning · Computer Science 2013-03-18 Edward Moroshko , Koby Crammer

We study a generalization of the problem of online learning in adversarial linear contextual bandits by incorporating loss functions that belong to a reproducing kernel Hilbert space, which allows for a more flexible modeling of complex…

Machine Learning · Statistics 2023-10-04 Gergely Neu , Julia Olkhovskaya , Sattar Vakili

We study the adversarial online learning problem and create a completely online algorithmic framework that has data dependent regret guarantees in both full expert feedback and bandit feedback settings. We study the expected performance of…

Machine Learning · Computer Science 2023-03-14 Kaan Gokcesu , Hakan Gokcesu

Nowadays, online learning is an appealing learning paradigm, which is of great interest in practice due to the recent emergence of large scale applications such as online advertising placement and online web ranking. Standard online…

Machine Learning · Computer Science 2019-11-27 Biyi Fang , Diego Klabjan

The fairness-aware online learning framework has arisen as a powerful tool for the continual lifelong learning setting. The goal for the learner is to sequentially learn new tasks where they come one after another over time and the learner…

Machine Learning · Computer Science 2022-05-27 Chen Zhao , Feng Mi , Xintao Wu , Kai Jiang , Latifur Khan , Feng Chen

Inspired by online learning, data-dependent regret has recently been proposed as a criterion for controller design. In the regret-optimal control paradigm, causal controllers are designed to minimize regret against a hypothetical optimal…

Optimization and Control · Mathematics 2022-09-15 Gautam Goel , Babak Hassibi

We consider a lifelong learning scenario in which a learner faces a neverending and arbitrary stream of facts and has to decide which ones to retain in its limited memory. We introduce a mathematical model based on the online learning…

Machine Learning · Computer Science 2022-01-13 Robi Bhattacharjee , Gaurav Mahajan

We study an online learning problem with multiple correct answers, where each instance admits a set of valid labels, and in each round the learner must output a valid label for the queried example. This setting is motivated by language…

Machine Learning · Computer Science 2026-02-11 Alireza F. Pour , Farnam Mansouri , Shai Ben-David

Much of modern learning theory has been split between two regimes: the classical offline setting, where data arrive independently, and the online setting, where data arrive adversarially. While the former model is often both computationally…

Machine Learning · Statistics 2022-06-01 Adam Block , Yuval Dagan , Noah Golowich , Alexander Rakhlin

We study the problem of online learning with dynamics, where a learner interacts with a stateful environment over multiple rounds. In each round of the interaction, the learner selects a policy to deploy and incurs a cost that depends on…

Machine Learning · Computer Science 2020-12-04 Kush Bhatia , Karthik Sridharan