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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

In the setting of online learning, Implicit algorithms turn out to be highly successful from a practical standpoint. However, the tightest regret analyses only show marginal improvements over Online Mirror Descent. In this work, we shed…

Machine Learning · Computer Science 2020-11-10 Nicolò Campolongo , Francesco Orabona

In the realizable online setting, a learner is tasked with making predictions for a stream of instances, where the correct answer is revealed after each prediction. A learning rule is online consistent if its mistake rate eventually…

Machine Learning · Computer Science 2024-11-01 Sanjoy Dasgupta , Geelon So

Machine learning researchers and practitioners steadily enlarge the multitude of successful learning models. They achieve this through in-depth theoretical analyses and experiential heuristics. However, there is no known general-purpose…

Computational Complexity · Computer Science 2023-10-18 Matthias C. Caro

Exponential generalization bounds with near-tight rates have recently been established for uniformly stable learning algorithms. The notion of uniform stability, however, is stringent in the sense that it is invariant to the data-generating…

Machine Learning · Statistics 2022-06-09 Xiao-Tong Yuan , Ping Li

Neural network controllers have become popular in control tasks thanks to their flexibility and expressivity. Stability is a crucial property for safety-critical dynamical systems, while stabilization of partially observed systems, in many…

Systems and Control · Electrical Eng. & Systems 2021-12-08 Fangda Gu , He Yin , Laurent El Ghaoui , Murat Arcak , Peter Seiler , Ming Jin

Replicability, introduced by (Impagliazzo et al. STOC '22), is the notion that algorithms should remain stable under a resampling of their inputs (given access to shared randomness). While a strong and interesting notion of stability, the…

Machine Learning · Computer Science 2026-04-09 Max Hopkins , Russell Impagliazzo , Christopher Ye

Most generalization bounds in learning theory are based on some measure of the complexity of the hypothesis class used, independently of any algorithm. In contrast, the notion of algorithmic stability can be used to derive tight…

Machine Learning · Computer Science 2008-11-12 Mehryar Mohri , Afshin Rostamizadeh

This work provides an online learning rule that is universally consistent under processes on (X,Y) pairs, under conditions only on the X process. As a special case, the conditions admit all processes on (X,Y) such that the process on X is…

Machine Learning · Statistics 2022-03-14 Steve Hanneke

The setting of an agent making decisions under uncertainty and under dynamic constraints is common for the fields of optimal control, reinforcement learning, and recently also for online learning. In the online learning setting, the quality…

Systems and Control · Electrical Eng. & Systems 2023-04-18 Aren Karapetyan , Anastasios Tsiamis , Efe C. Balta , Andrea Iannelli , John Lygeros

Online learning is a powerful tool for analyzing iterative algorithms. However, the classic adversarial setup sometimes fails to capture certain regularity in online problems in practice. Motivated by this, we establish a new setup, called…

Machine Learning · Computer Science 2022-04-06 Ching-An Cheng , Jonathan Lee , Ken Goldberg , Byron Boots

In online learning, the data is provided in a sequential order, and the goal of the learner is to make online decisions to minimize overall regrets. This note is concerned with continuous-time models and algorithms for several online…

Machine Learning · Statistics 2024-05-20 Lexing Ying

When an online learning algorithm is used to estimate the unknown parameters of a model, the signals interacting with the parameter estimates should not decay too quickly for the optimal values to be discovered correctly. This requirement…

Machine Learning · Computer Science 2019-11-05 Kamil Nar , S. Shankar Sastry

We introduce a new notion of the stability of computations, which holds under post-processing and adaptive composition. We show that the notion is both necessary and sufficient to ensure generalization in the face of adaptivity, for any…

Machine Learning · Computer Science 2020-01-01 Katrina Ligett , Moshe Shenfeld

In batch learning, stability together with existence and uniqueness of the solution corresponds to well-posedness of Empirical Risk Minimization (ERM) methods; recently, it was proved that CV_loo stability is necessary and sufficient for…

Machine Learning · Computer Science 2015-03-19 Tomaso Poggio , Stephen Voinea , Lorenzo Rosasco

Online learning is a powerful tool for analyzing iterative algorithms. However, the classic adversarial setup sometimes fails to capture certain regularity in online problems in practice. Motivated by this, we establish a new setup, called…

Machine Learning · Computer Science 2022-04-06 Jonathan Lee , Ching-An Cheng , Ken Goldberg , Byron Boots

One of the main strengths of online algorithms is their ability to adapt to arbitrary data sequences. This is especially important in nonparametric settings, where performance is measured against rich classes of comparator functions that…

Machine Learning · Computer Science 2020-11-03 Ilja Kuzborskij , Nicolò Cesa-Bianchi

Sequential prediction problems such as imitation learning, where future observations depend on previous predictions (actions), violate the common i.i.d. assumptions made in statistical learning. This leads to poor performance in theory and…

Machine Learning · Computer Science 2015-03-17 Stephane Ross , Geoffrey J. Gordon , 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

Gradient-variation online learning aims to achieve regret guarantees that scale with variations in the gradients of online functions, which has been shown to be crucial for attaining fast convergence in games and robustness in stochastic…

Machine Learning · Computer Science 2024-11-05 Yan-Feng Xie , Peng Zhao , Zhi-Hua Zhou