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Online learning with expert advice is a fundamental problem of sequential prediction. In this problem, the algorithm has access to a set of $n$ "experts" who make predictions on each day. The goal on each day is to process these…

Data Structures and Algorithms · Computer Science 2022-04-22 Vaidehi Srinivas , David P. Woodruff , Ziyu Xu , Samson Zhou

We consider the problem of sequential prediction and provide tools to study the minimax value of the associated game. Classical statistical learning theory provides several useful complexity measures to study learning with i.i.d. data. Our…

Machine Learning · Computer Science 2014-08-13 Alexander Rakhlin , Karthik Sridharan , Ambuj Tewari

We revisit the elegant observation of T. Cover '65 which, perhaps, is not as well-known to the broader community as it should be. The first goal of the tutorial is to explain---through the prism of this elementary result---how to solve…

Machine Learning · Computer Science 2016-09-01 Alexander Rakhlin , Karthik Sridharan

The prediction of a binary sequence is a classic example of online machine learning. We like to call it the 'stock prediction problem,' viewing the sequence as the price history of a stock that goes up or down one unit at each time step. In…

Optimization and Control · Mathematics 2020-07-28 Nadejda Drenska , Robert V. Kohn

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

A burgeoning paradigm in algorithm design is the field of algorithms with predictions, in which algorithms can take advantage of a possibly-imperfect prediction of some aspect of the problem. While much work has focused on using predictions…

Machine Learning · Computer Science 2022-10-18 Mikhail Khodak , Maria-Florina Balcan , Ameet Talwalkar , Sergei Vassilvitskii

In the framework of prediction of individual sequences, sequential prediction methods are to be constructed that perform nearly as well as the best expert from a given class. We consider prediction strategies that compete with the class of…

Machine Learning · Computer Science 2012-07-12 András Gyorgy , Tamás Linder , Gábor Lugosi

We study the multiclass online learning problem where a forecaster makes a sequence of predictions using the advice of $n$ experts. Our main contribution is to analyze the regime where the best expert makes at most $b$ mistakes and to show…

Machine Learning · Computer Science 2022-10-12 Simina Brânzei , Yuval Peres

Online stores and service providers rely heavily on recommendation softwares to guide users through the vast amount of available products. Consequently, the field of recommender systems has attracted increased attention from the industry…

Information Retrieval · Computer Science 2022-10-17 Abdullah Alhadlaq , Said Kerrache , Hatim Aboalsamh

We study the problem of smooth imitation learning for online sequence prediction, where the goal is to train a policy that can smoothly imitate demonstrated behavior in a dynamic and continuous environment in response to online, sequential…

Machine Learning · Computer Science 2016-06-06 Hoang M. Le , Andrew Kang , Yisong Yue , Peter Carr

Online learning represents an important family of machine learning algorithms, in which a learner attempts to resolve an online prediction (or any type of decision-making) task by learning a model/hypothesis from a sequence of data…

Machine Learning · Computer Science 2018-10-23 Steven C. H. Hoi , Doyen Sahoo , Jing Lu , Peilin Zhao

The task of assigning label sequences to a set of observed sequences is common in computational linguistics. Several models for sequence labeling have been proposed over the last few years. Here, we focus on discriminative models for…

Machine Learning · Computer Science 2013-11-12 P. Balamurugan , Shirish Shevade , S. Sundararajan , S. S Keerthi

Online learning with expert advice is widely used in various machine learning tasks. It considers the problem where a learner chooses one from a set of experts to take advice and make a decision. In many learning problems, experts may be…

Machine Learning · Computer Science 2021-06-17 Pouya M Ghari , Yanning Shen

We consider a general framework of online learning with expert advice where regret is defined with respect to sequences of experts accepted by a weighted automaton. Our framework covers several problems previously studied, including…

Machine Learning · Computer Science 2017-10-24 Mehryar Mohri , Scott Yang

For the prediction with experts' advice setting, we construct forecasting algorithms that suffer loss not much more than any expert in the pool. In contrast to the standard approach, we investigate the case of long-term forecasting of time…

Machine Learning · Computer Science 2019-02-28 Alexander Korotin , Vladimir V'yugin , Evgeny Burnaev

There is significant interest in deploying machine learning algorithms for diagnostic radiology, as modern learning techniques have made it possible to detect abnormalities in medical images within minutes. While machine-assisted diagnoses…

Data Structures and Algorithms · Computer Science 2022-12-21 Woo-Hyung Cho , Shane Henderson , David Shmoys

Given a sequence of sets, where each set contains an arbitrary number of elements, the problem of temporal sets prediction aims to predict the elements in the subsequent set. In practice, temporal sets prediction is much more complex than…

Machine Learning · Computer Science 2020-07-09 Le Yu , Leilei Sun , Bowen Du , Chuanren Liu , Hui Xiong , Weifeng Lv

This paper considers a variant of the classical online learning problem with expert predictions. Our model's differences and challenges are due to lacking any direct feedback on the loss each expert incurs at each time step $t$. We propose…

Machine Learning · Computer Science 2020-01-07 Yang Liu , David P. Helmbold

The exponential growth of volume, variety and velocity of data is raising the need for investigations of automated or semi-automated ways to extract useful patterns from the data. It requires deep expert knowledge and extensive…

Machine Learning · Computer Science 2020-07-22 Abbas Raza Ali , Marcin Budka , Bogdan Gabrys

We study the problem of prediction of binary sequences with expert advice in the online setting, which is a classic example of online machine learning. We interpret the binary sequence as the price history of a stock, and view the predictor…

Analysis of PDEs · Mathematics 2021-01-01 Nadejda Drenska , Jeff Calder
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