Related papers: Online Nonparametric Regression with General Loss …
We study the problem of uncertainty quantification via prediction sets, in an online setting where the data distribution may vary arbitrarily over time. Recent work develops online conformal prediction techniques that leverage regret…
Online learning and model reference adaptive control have many interesting intersections. One area where they differ however is in how the algorithms are analyzed and what objective or metric is used to discriminate "good" algorithms from…
We consider a setting where a system learns to rank a fixed set of $m$ items. The goal is produce good item rankings for users with diverse interests who interact online with the system for $T$ rounds. We consider a novel top-$1$ feedback…
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…
We introduce an online convex optimization algorithm which utilizes projected subgradient descent with optimal adaptive learning rates. Our method provides second-order minimax-optimal dynamic regret guarantee (i.e. dependent on the sum of…
We develop minimax optimal risk bounds for the general learning task consisting in predicting as well as the best function in a reference set G up to the smallest possible additive term, called the convergence rate. When the reference set…
We consider the setting of online linear regression for arbitrary deterministic sequences, with the square loss. We are interested in the aim set by Bartlett et al. (2015): obtain regret bounds that hold uniformly over all competitor…
Missing values arise in most real-world data sets due to the aggregation of multiple sources and intrinsically missing information (sensor failure, unanswered questions in surveys...). In fact, the very nature of missing values usually…
The follow the leader (FTL) algorithm, perhaps the simplest of all online learning algorithms, is known to perform well when the loss functions it is used on are convex and positively curved. In this paper we ask whether there are other…
We study approximation and learning capacities of convolutional neural networks (CNNs) with one-side zero-padding and multiple channels. Our first result proves a new approximation bound for CNNs with certain constraint on the weights. Our…
We introduce new online and batch algorithms that are robust to data with missing features, a situation that arises in many practical applications. In the online setup, we allow for the comparison hypothesis to change as a function of the…
We study a minimax risk of estimating inverse functions on a plane, while keeping an estimator is also invertible. Learning invertibility from data and exploiting an invertible estimator are used in many domains, such as statistics,…
We consider the on-line predictive version of the standard problem of linear regression; the goal is to predict each consecutive response given the corresponding explanatory variables and all the previous observations. The standard…
We consider the Minimum Description Length principle for online sequence prediction. If the underlying model class is discrete, then the total expected square loss is a particularly interesting performance measure: (a) this quantity is…
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…
Much of modern learning theory has been split between two regimes: the classical offline setting, where data arrive independently, and the online setting, where data arrive adversarially. While the former model is often both computationally…
The goal of nonparametric regression is to recover an underlying regression function from noisy observations, under the assumption that the regression function belongs to a pre-specified infinite dimensional function space. In the online…
This paper considers point and interval estimation of the $\ell_q$ loss of an estimator in high-dimensional linear regression with random design. We establish the minimax rate for estimating the $\ell_{q}$ loss and the minimax expected…
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…
We design and analyze minimax-optimal algorithms for online linear optimization games where the player's choice is unconstrained. The player strives to minimize regret, the difference between his loss and the loss of a post-hoc benchmark…