Related papers: Online Learning with Pairwise Loss Functions
In this paper, we study an online regularized learning algorithm in a reproducing kernel Hilbert spaces (RKHS) based on a class of dependent processes. We choose such a process where the degree of dependence is measured by mixing…
Multiple binary responses arise in many modern data-analytic problems. Although fitting separate logistic regressions for each response is computationally attractive, it ignores shared structure and can be statistically inefficient,…
Within the framework of on-line learning, we study the generalization error of an ensemble learning machine learning from a linear teacher perceptron. The generalization error achieved by an ensemble of linear perceptrons having homogeneous…
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…
Deep neural networks are considered to be state of the art models in many offline machine learning tasks. However, their performance and generalization abilities in online learning tasks are much less understood. Therefore, we focus on…
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…
We present new PAC-Bayesian generalisation bounds for learning problems with unbounded loss functions. This extends the relevance and applicability of the PAC-Bayes learning framework, where most of the existing literature focuses on…
Existing online learning algorithms for adversarial Markov Decision Processes achieve ${O}(\sqrt{T})$ regret after $T$ rounds of interactions even if the loss functions are chosen arbitrarily by an adversary, with the caveat that the…
We provide a new online learning algorithm which utilizes online passive-aggressive learning (PA) and total-error-rate minimization (TER) for binary classification. The PA learning establishes not only large margin training but also the…
Recent work introduced loss functions which measure the error of a prediction based on multiple simultaneous observations or outcomes. In this paper, we explore the theoretical and practical questions that arise when using such…
This paper revisits the online learning approach to inverse linear optimization studied by B\"armann et al. (2017), where the goal is to infer an unknown linear objective function of an agent from sequential observations of the agent's…
We investigate the problem of online learning, which has gained significant attention in recent years due to its applicability in a wide range of fields from machine learning to game theory. Specifically, we study the online optimization of…
We formalize the problem of online learning-unlearning, where a model is updated sequentially in an online setting while accommodating unlearning requests between updates. After a data point is unlearned, all subsequent outputs must be…
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…
In this paper, an online learning algorithm is proposed as sequential stochastic approximation of a regularization path converging to the regression function in reproducing kernel Hilbert spaces (RKHSs). We show that it is possible to…
We study the decentralized online regularized linear regression algorithm over random time-varying graphs. At each time step, every node runs an online estimation algorithm consisting of an innovation term processing its own new…
We propose a Bayesian approach for recursively estimating the classifier weights in online learning of a classifier ensemble. In contrast with past methods, such as stochastic gradient descent or online boosting, our approach estimates the…
Load forecasting is crucial for multiple energy management tasks such as scheduling generation capacity, planning supply and demand, and minimizing energy trade costs. Such relevance has increased even more in recent years due to the…
Offline reinforcement learning (RL) is suitable for safety-critical domains where online exploration is too costly or dangerous. In such safety-critical settings, decision-making should take into consideration the risk of catastrophic…
We study the problem of learning Markov decision processes with finite state and action spaces when the transition probability distributions and loss functions are chosen adversarially and are allowed to change with time. We introduce an…