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Online optimization has emerged as powerful tool in large scale optimization. In this pa- per, we introduce efficient online optimization algorithms based on the alternating direction method (ADM), which can solve online convex optimization…

Machine Learning · Computer Science 2013-07-11 Huahua Wang , Arindam Banerjee

In this paper, we provide two new stable online algorithms for the problem of prediction in reinforcement learning, \emph{i.e.}, estimating the value function of a model-free Markov reward process using the linear function approximation…

Machine Learning · Computer Science 2018-06-19 Ajin George Joseph , Shalabh Bhatnagar

Topic models provide a useful method for dimensionality reduction and exploratory data analysis in large text corpora. Most approaches to topic model inference have been based on a maximum likelihood objective. Efficient algorithms exist…

Machine Learning · Computer Science 2012-12-20 Sanjeev Arora , Rong Ge , Yoni Halpern , David Mimno , Ankur Moitra , David Sontag , Yichen Wu , Michael Zhu

Online algorithms that allow a small amount of migration or recourse have been intensively studied in the last years. They are essential in the design of competitive algorithms for dynamic problems, where objects can also depart from the…

Data Structures and Algorithms · Computer Science 2019-05-21 Sebastian Berndt , Valentin Dreismann , Kilian Grage , Klaus Jansen , Ingmar Knof

Machine-learned predictors, although achieving very good results for inputs resembling training data, cannot possibly provide perfect predictions in all situations. Still, decision-making systems that are based on such predictors need not…

Data Structures and Algorithms · Computer Science 2023-04-07 Antonios Antoniadis , Christian Coester , Marek Elias , Adam Polak , Bertrand Simon

In this work, we consider an online robust Markov Decision Process (MDP) where we have the information of finitely many prototypes of the underlying transition kernel. We consider an adaptively updated ambiguity set of the prototypes and…

Machine Learning · Computer Science 2024-12-20 Shuo Sun , Meng Qi , Zuo-Jun Max Shen

This paper analyzes multi-step temporal difference (TD)-learning algorithms within the ``deadly triad'' scenario, characterized by linear function approximation, off-policy learning, and bootstrapping. In particular, we prove that $n$-step…

Machine Learning · Computer Science 2026-02-24 Han-Dong Lim , Donghwan Lee

Temporal networks representing a stream of timestamped edges are seemingly ubiquitous in the real-world. However, the massive size and continuous nature of these networks make them fundamentally challenging to analyze and leverage for…

Data Structures and Algorithms · Computer Science 2021-01-08 Nesreen K. Ahmed , Nick Duffield , Ryan A. Rossi

We devise a distributional variant of gradient temporal-difference (TD) learning. Distributional reinforcement learning has been demonstrated to outperform the regular one in the recent study \citep{bellemare2017distributional}. In the…

Machine Learning · Computer Science 2019-04-04 Chao Qu , Shie Mannor , Huan Xu

We consider online learning with linear models, where the algorithm predicts on sequentially revealed instances (feature vectors), and is compared against the best linear function (comparator) in hindsight. Popular algorithms in this…

Machine Learning · Computer Science 2019-02-21 Michał Kempka , Wojciech Kotłowski , Manfred K. Warmuth

Learning-augmented algorithms have received significant attention in recent years, particularly in the context of online optimization. Motivated by the high computational cost of generating predictions, a growing line of work studies the…

Data Structures and Algorithms · Computer Science 2026-05-27 Yongho Shin , Phanu Vajanopath

Long-horizon tasks, which have a large discount factor, pose a challenge for most conventional reinforcement learning (RL) algorithms. Algorithms such as Value Iteration and Temporal Difference (TD) learning have a slow convergence rate and…

Machine Learning · Computer Science 2024-09-04 Mark Bedaywi , Amin Rakhsha , Amir-massoud Farahmand

Temporal difference learning with linear function approximation is a popular method to obtain a low-dimensional approximation of the value function of a policy in a Markov Decision Process. We give a new interpretation of this method in…

Machine Learning · Computer Science 2020-10-29 Rui Liu , Alex Olshevsky

Robust online multi-person tracking requires the correct associations of online detection responses with existing trajectories. We address this problem by developing a novel appearance modeling approach to provide accurate appearance…

Computer Vision and Pattern Recognition · Computer Science 2017-03-14 Min Yang , Yunde Jia

We propose an efficient distributed online learning protocol for low-latency real-time services. It extends a previously presented protocol to kernelized online learners that represent their models by a support vector expansion. While such…

Machine Learning · Computer Science 2019-12-02 Michael Kamp , Sebastian Bothe , Mario Boley , Michael Mock

Online learning holds the promise of enabling efficient long-term credit assignment in recurrent neural networks. However, current algorithms fall short of offline backpropagation by either not being scalable or failing to learn long-range…

Machine Learning · Computer Science 2023-11-08 Nicolas Zucchet , Robert Meier , Simon Schug , Asier Mujika , João Sacramento

Reinforcement learning (RL) has exceeded human performance in many synthetic settings such as video games and Go. However, real-world deployment of end-to-end RL models is less common, as RL models can be very sensitive to slight…

Machine Learning · Computer Science 2022-09-29 Jing Dong , Jingwei Li , Baoxiang Wang , Jingzhao Zhang

We study tensor completion (TC) through the lens of low-rank tensor decomposition (TD). Many TD algorithms use fast alternating minimization methods to solve highly structured linear regression problems at each step (e.g., for CP, Tucker,…

Data Structures and Algorithms · Computer Science 2025-08-13 Mehrdad Ghadiri , Matthew Fahrbach , Yunbum Kook , Ali Jadbabaie

Offline-to-online learning aims to improve online decision-making by leveraging offline logged data. A central challenge in this setting is the distribution shift between offline and online environments. While some existing works attempt to…

Machine Learning · Computer Science 2026-05-15 Bochao Li , Yao Fu , Wei Chen , Fang Kong

Parameter-free algorithms are online learning algorithms that do not require setting learning rates. They achieve optimal regret with respect to the distance between the initial point and any competitor. Yet, parameter-free algorithms do…

Machine Learning · Computer Science 2022-03-22 Keyi Chen , Ashok Cutkosky , Francesco Orabona