Related papers: Normalized Online Learning
This work focuses on the setting of dynamic regret in the context of online learning with full information. In particular, we analyze regret bounds with respect to the temporal variability of the loss functions. By assuming that the…
In online learning an algorithm plays against an environment with losses possibly picked by an adversary at each round. The generality of this framework includes problems that are not adversarial, for example offline optimization, or saddle…
We study online decision making problems under resource constraints, where both reward and cost functions are drawn from distributions that may change adversarially over time. We focus on two canonical settings: $(i)$ online resource…
In the recent years, a number of parameter-free algorithms have been developed for online linear optimization over Hilbert spaces and for learning with expert advice. These algorithms achieve optimal regret bounds that depend on the unknown…
Different features have different relevance to a particular learning problem. Some features are less relevant; while some very important. Instead of selecting the most relevant features using feature selection, an algorithm can be given…
In this paper, we study the problem of regret minimization for episodic Reinforcement Learning (RL) both in the model-free and the model-based setting. We focus on learning with general function classes and general model classes, and we…
On-line learning of probability distributions is analyzed from the field theoretical point of view. We can obtain an optimal on-line learning algorithm, since renormalization group enables us to control the number of degrees of freedom of a…
We revisit the problem of stochastic online learning with feedback graphs, with the goal of devising algorithms that are optimal, up to constants, both asymptotically and in finite time. We show that, surprisingly, the notion of optimal…
Online learning algorithms for dynamical systems provide finite time guarantees for control in the presence of sequentially revealed cost functions. We pose the classical linear quadratic tracking problem in the framework of online…
We study the effectiveness of stochastic side information in deterministic online learning scenarios. We propose a forecaster to predict a deterministic sequence where its performance is evaluated against an expert class. We assume that…
We study online learning settings in which experts act strategically to maximize their influence on the learning algorithm's predictions by potentially misreporting their beliefs about a sequence of binary events. Our goal is twofold.…
Most of the existing works for reinforcement learning (RL) with general function approximation (FA) focus on understanding the statistical complexity or regret bounds. However, the computation complexity of such approaches is far from being…
We investigate contextual online learning with nonparametric (Lipschitz) comparison classes under different assumptions on losses and feedback information. For full information feedback and Lipschitz losses, we design the first explicit…
We start out by demonstrating that an elementary learning task, corresponding to the training of a single linear neuron in a convolutional neural network, can be solved for feature spaces of very high dimensionality. In a second step,…
Neural networks outperform kernel methods, sometimes by orders of magnitude, e.g. on staircase functions. This advantage stems from the ability of neural networks to learn features, adapting their hidden representations to better capture…
Multitask learning is a powerful framework that enables one to simultaneously learn multiple related tasks by sharing information between them. Quantifying uncertainty in the estimated tasks is of pivotal importance for many downstream…
An important characteristic of neural networks is their ability to learn representations of the input data with effective features for prediction, which is believed to be a key factor to their superior empirical performance. To better…
Although the currently popular deep learning networks achieve unprecedented performance on some tasks, the human brain still has a monopoly on general intelligence. Motivated by this and biological implausibility of deep learning networks,…
To efficiently solve online problems with complicated constraints, projection-free algorithms including online frank-wolfe (OFW) and its variants have received significant interest recently. However, in the general case, existing efficient…
We study the problem of full-information online learning in the "bounded recall" setting popular in the study of repeated games. An online learning algorithm $\mathcal{A}$ is $M$-$\textit{bounded-recall}$ if its output at time $t$ can be…