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The trade-off between regret and computational cost is a fundamental problem for online kernel regression, and previous algorithms worked on the trade-off can not keep optimal regret bounds at a sublinear computational complexity. In this…

Machine Learning · Computer Science 2023-06-16 Junfan Li , Shizhong Liao

We investigate the problem of online collaborative filtering under no-repetition constraints, whereby users need to be served content in an online fashion and a given user cannot be recommended the same content item more than once. We start…

Machine Learning · Computer Science 2024-10-23 Stephen Pasteris , Fabio Vitale , Mark Herbster , Claudio Gentile , Andre' Panisson

We uncover a fairly general principle in online learning: If regret can be (approximately) expressed as a function of certain "sufficient statistics" for the data sequence, then there exists a special Burkholder function that 1) can be used…

Machine Learning · Computer Science 2018-03-22 Dylan J. Foster , Alexander Rakhlin , Karthik Sridharan

In this paper we consider several related online computation problems. First, we study answering sequences of statistical queries arriving online, and being answered immediately when they arrive with differential privacy. Known matrix…

Data Structures and Algorithms · Computer Science 2026-05-12 Aleksandar Nikolov , Haohua Tang , Jonathan Ullman

In this paper, we study fundamental problems of maximizing DR-submodular continuous functions that have real-world applications in the domain of machine learning, economics, operations research and communication systems. It captures a…

Machine Learning · Computer Science 2020-06-25 Nguyen Kim Thang , Abhinav Srivastav

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

We study monotone submodular maximization under general matroid constraints in the online setting. We prove that online optimization of a large class of submodular functions, namely, weighted threshold potential functions, reduces to online…

Machine Learning · Computer Science 2024-01-09 Tareq Si Salem , Gözde Özcan , Iasonas Nikolaou , Evimaria Terzi , Stratis Ioannidis

In this paper, we consider an online optimization process, where the objective functions are not convex (nor concave) but instead belong to a broad class of continuous submodular functions. We first propose a variant of the Frank-Wolfe…

Machine Learning · Statistics 2018-02-19 Lin Chen , Hamed Hassani , Amin Karbasi

We develop a novel family of algorithms for the online learning setting with regret against any data sequence bounded by the empirical Rademacher complexity of that sequence. To develop a general theory of when this type of adaptive regret…

Machine Learning · Computer Science 2017-04-14 Dylan J. Foster , Alexander Rakhlin , Karthik Sridharan

In online convex optimization, some efficient algorithms have been designed for each of the individual classes of objective functions, e.g., convex, strongly convex, and exp-concave. However, existing regret analyses, including those of…

Optimization and Control · Mathematics 2024-12-13 Tomoya Kamijima , Shinji Ito

We study online fair division when there are a finite number of item types and the player values for the items are drawn randomly from distributions with unknown means. In this setting, a sequence of indivisible items arrives according to a…

Computer Science and Game Theory · Computer Science 2025-01-14 Benjamin Schiffer , Shirley Zhang

We study Online Convex Optimization (OCO) with adversarial constraints, where an online algorithm must make sequential decisions to minimize both convex loss functions and cumulative constraint violations. We focus on a setting where the…

Machine Learning · Statistics 2025-03-14 Jordan Lekeufack , Michael I. Jordan

We consider an online revenue maximization problem over a finite time horizon subject to lower and upper bounds on cost. At each period, an agent receives a context vector sampled i.i.d. from an unknown distribution and needs to make a…

Machine Learning · Computer Science 2021-04-21 Alfonso Lobos , Paul Grigas , Zheng Wen

We consider online learning problems in the realizable setting, where there is a zero-loss solution, and propose new Differentially Private (DP) algorithms that obtain near-optimal regret bounds. For the problem of online prediction from…

Machine Learning · Computer Science 2023-03-01 Hilal Asi , Vitaly Feldman , Tomer Koren , Kunal Talwar

We revisit the problem of \textit{online linear optimization} in case the set of feasible actions is accessible through an approximated linear optimization oracle with a factor $\alpha$ multiplicative approximation guarantee. This setting…

Machine Learning · Computer Science 2017-09-12 Dan Garber

We analyze and evaluate an online gradient descent algorithm with adaptive per-coordinate adjustment of learning rates. Our algorithm can be thought of as an online version of batch gradient descent with a diagonal preconditioner. This…

Machine Learning · Computer Science 2010-02-26 Matthew Streeter , H. Brendan McMahan

Which classes can be learned properly in the online model? -- that is, by an algorithm that at each round uses a predictor from the concept class. While there are simple and natural cases where improper learning is necessary, it is natural…

Machine Learning · Computer Science 2021-02-03 Steve Hanneke , Roi Livni , Shay Moran

We consider the problem of online learning where the sequence of actions played by the learner must adhere to an unknown safety constraint at every round. The goal is to minimize regret with respect to the best safe action in hindsight…

Machine Learning · Computer Science 2024-03-08 Karthik Sridharan , Seung Won Wilson Yoo

In the model of online caching with machine learned advice, introduced by Lykouris and Vassilvitskii, the goal is to solve the caching problem with an online algorithm that has access to next-arrival predictions: when each input element…

Data Structures and Algorithms · Computer Science 2019-10-31 Dhruv Rohatgi

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 2024-05-21 Jiashuo Jiang