Related papers: Second-Order Non-Stationary Online Learning for Re…

We introduce a model of online algorithms subject to strict constraints on data retention. An online learning algorithm encounters a stream of data points, one per round, generated by some stationary process. Crucially, each data point can…

In online inverse linear optimization, a learner observes time-varying sets of feasible actions and an agent's optimal actions, selected by solving linear optimization over the feasible actions. The learner sequentially makes predictions of…

In this paper, we study the behavior of the Hedge algorithm in the online stochastic setting. We prove that anytime Hedge with decreasing learning rate, which is one of the simplest algorithm for the problem of prediction with expert…

The online meta-learning framework has arisen as a powerful tool for the continual lifelong learning setting. The goal for an agent is to quickly learn new tasks by drawing on prior experience, while it faces with tasks one after another.…

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 address the problem of learning in an online setting where the learner repeatedly observes features, selects among a set of actions, and receives reward for the action taken. We provide the first efficient algorithm with an optimal…

We derive an online learning algorithm with improved regret guarantees for `easy' loss sequences. We consider two types of `easiness': (a) stochastic loss sequences and (b) adversarial loss sequences with small effective range of the…

We study adversarial online nonparametric regression with general convex losses and propose a parameter-free learning algorithm that achieves minimax optimal rates. Our approach leverages chaining trees to compete against H{\"o}lder…

We address online linear optimization problems when the possible actions of the decision maker are represented by binary vectors. The regret of the decision maker is the difference between her realized loss and the best loss she would have…

We consider a semi-supervised classification problem with non-stationary label-shift in which we observe a labelled data set followed by a sequence of unlabelled covariate vectors in which the marginal probabilities of the class labels may…

This paper considers a variant of the online paging problem, where the online algorithm has access to multiple predictors, each producing a sequence of predictions for the page arrival times. The predictors may have occasional prediction…

This paper studies online nonstochastic control problems with adversarial and static constraints. We propose online nonstochastic control algorithms that achieve both sublinear regret and sublinear adversarial constraint violation while…

In online convex optimization, the player aims to minimize regret, or the difference between her loss and that of the best fixed decision in hindsight over the entire repeated game. Algorithms that minimize (standard) regret may converge to…

In this paper we study the non-stationary stochastic optimization question with bandit feedback and dynamic regret measures. The seminal work of Besbes et al. (2015) shows that, when aggregated function changes is known a priori, a simple…

We study a robust online convex optimization framework, where an adversary can introduce outliers by corrupting loss functions in an arbitrary number of rounds k, unknown to the learner. Our focus is on a novel setting allowing unbounded…

We consider an online learning process to forecast a sequence of outcomes for nonconvex models. A typical measure to evaluate online learning algorithms is regret but such standard definition of regret is intractable for nonconvex models…

Projection-free online learning has drawn increasing interest due to its efficiency in solving high-dimensional problems with complicated constraints. However, most existing projection-free online methods focus on minimizing the static…

Large tensor learning algorithms are typically computationally expensive and require storing a vast amount of data. In this paper, we propose a unified online Riemannian gradient descent (oRGrad) algorithm for tensor learning, which is…

We propose a new partial-observability model for online learning problems where the learner, besides its own loss, also observes some noisy feedback about the other actions, depending on the underlying structure of the problem. We represent…

Transformers have demonstrated exceptional performance across a wide range of domains. While their ability to perform reinforcement learning in-context has been established both theoretically and empirically, their behavior in…