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We study adversarial online learning of real-valued functions on $\mathbb{R}$. In each round the learner is queried at $x_t\in\mathbb{R}$, predicts $\hat y_t$, and then observes the true value $f(x_t)$; performance is measured by cumulative…

Machine Learning · Computer Science 2026-04-07 Jesse Geneson , Kuldeep Singh , Alexander Wang

In this paper, we study twelve stochastic input models for online problems and reveal the relationships among the competitive ratios for the models. The competitive ratio is defined as the worst ratio between the expected optimal value and…

Data Structures and Algorithms · Computer Science 2017-09-25 Yasushi Kawase

The Hybrid Online Learning Problem, where features are drawn i.i.d. from an unknown distribution but labels are generated adversarially, is a well-motivated setting positioned between statistical and fully-adversarial online learning. Prior…

Machine Learning · Computer Science 2026-03-06 Princewill Okoroafor , Robert Kleinberg , Michael P. Kim

Despite the considerable success enjoyed by machine learning techniques in practice, numerous studies demonstrated that many approaches are vulnerable to attacks. An important class of such attacks involves adversaries changing features at…

Machine Learning · Computer Science 2018-06-07 Liang Tong , Sixie Yu , Scott Alfeld , Yevgeniy Vorobeychik

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

Smoothed online learning has emerged as a popular framework to mitigate the substantial loss in statistical and computational complexity that arises when one moves from classical to adversarial learning. Unfortunately, for some spaces, it…

Machine Learning · Statistics 2024-03-20 Adam Block , Alexander Rakhlin , Max Simchowitz

Attaining prototypical features to represent class distributions is well established in representation learning. However, learning prototypes online from streaming data proves a challenging endeavor as they rapidly become outdated, caused…

Computer Vision and Pattern Recognition · Computer Science 2021-10-20 Matthias De Lange , Tinne Tuytelaars

We study distributionally robust online learning, where a risk-averse learner updates decisions sequentially to guard against worst-case distributions drawn from a Wasserstein ambiguity set centered at past observations. While this paradigm…

Machine Learning · Computer Science 2026-02-25 Guixian Chen , Salar Fattahi , Soroosh Shafiee

We explore a class of stochastic multiplayer games where each player in the game aims to optimize its objective under uncertainty and adheres to some expectation constraints. The study employs an offline learning paradigm, leveraging a…

Optimization and Control · Mathematics 2025-09-09 Yuanhanqing Huang , Jianghai Hu

We revisit the problem of private online learning, in which a learner receives a sequence of $T$ data points and has to respond at each time-step a hypothesis. It is required that the entire stream of output hypotheses should satisfy…

Machine Learning · Computer Science 2025-11-11 Bo Li , Wei Wang , Peng Ye

We study the regret of optimal strategies for online convex optimization games. Using von Neumann's minimax theorem, we show that the optimal regret in this adversarial setting is closely related to the behavior of the empirical…

Machine Learning · Computer Science 2009-04-01 Jacob Abernethy , Alekh Agarwal , Peter L. Bartlett , Alexander Rakhlin

Online strategic classification studies settings in which agents strategically modify their features to obtain favorable predictions. For example, given a classifier that determines loan approval based on credit scores, applicants may open…

Machine Learning · Computer Science 2026-02-09 Chase Hutton , Adam Melrod , Han Shao

We consider an online two-stage stochastic optimization with long-term constraints over a finite horizon of $T$ periods. At each period, we take the first-stage action, observe a model parameter realization and then take the second-stage…

Machine Learning · Computer Science 2024-01-03 Piao Hu , Jiashuo Jiang , Guodong Lyu , Hao Su

We study a theoretical and algorithmic framework for structured prediction in the online learning setting. The problem of structured prediction, i.e. estimating function where the output space lacks a vectorial structure, is well studied in…

Machine Learning · Computer Science 2024-06-19 Pierre Boudart , Alessandro Rudi , Pierre Gaillard

The goal of a learner, in standard online learning, is to have the cumulative loss not much larger compared with the best-performing function from some fixed class. Numerous algorithms were shown to have this gap arbitrarily close to zero,…

Machine Learning · Computer Science 2013-03-04 Nina Vaits , Edward Moroshko , Koby Crammer

We consider online learning algorithms that guarantee worst-case regret rates in adversarial environments (so they can be deployed safely and will perform robustly), yet adapt optimally to favorable stochastic environments (so they will…

Machine Learning · Computer Science 2021-08-31 Wouter M. Koolen , Peter Grünwald , Tim van Erven

We consider the problem of strategic classification, where a learner must build a model to classify agents based on features that have been strategically modified. Previous work in this area has concentrated on the case when the learner is…

Machine Learning · Computer Science 2025-05-19 Jack Geary , Henry Gouk

We study a new class of online learning problems where each of the online algorithm's actions is assigned an adversarial value, and the loss of the algorithm at each step is a known and deterministic function of the values assigned to its…

Machine Learning · Computer Science 2014-05-20 Ofer Dekel , Jian Ding , Tomer Koren , Yuval Peres

We study online learning in constrained Markov decision processes (CMDPs) with adversarial losses and stochastic hard constraints, under bandit feedback. We consider three scenarios. In the first one, we address general CMDPs, where we…

Machine Learning · Computer Science 2025-02-10 Francesco Emanuele Stradi , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti

We consider a model of robust learning in an adversarial environment. The learner gets uncorrupted training data with access to possible corruptions that may be affected by the adversary during testing. The learner's goal is to build a…

Machine Learning · Computer Science 2022-07-04 Idan Attias , Aryeh Kontorovich , Yishay Mansour