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In this paper the sequential prediction problem with expert advice is considered for the case where losses of experts suffered at each step cannot be bounded in advance. We present some modification of Kalai and Vempala algorithm of…
When applying aggregating strategies to Prediction with Expert Advice, the learning rate must be adaptively tuned. The natural choice of sqrt(complexity/current loss) renders the analysis of Weighted Majority derivatives quite complicated.…
We propose a version of the follow-the-perturbed-leader online prediction algorithm in which the cumulative losses are perturbed by independent symmetric random walks. The forecaster is shown to achieve an expected regret of the optimal…
Online learning with expert advice is a fundamental problem of sequential prediction. In this problem, the algorithm has access to a set of $n$ "experts" who make predictions on each day. The goal on each day is to process these…
When applying aggregating strategies to Prediction with Expert Advice, the learning rate must be adaptively tuned. The natural choice of sqrt(complexity/current loss) renders the analysis of Weighted Majority derivatives quite complicated.…
We present a new optimization-theoretic approach to analyzing Follow-the-Leader style algorithms, particularly in the setting where perturbations are used as a tool for regularization. We show that adding a strongly convex penalty function…
We study how we can adapt a predictor to a non-stationary environment with advises from multiple experts. We study the problem under complete feedback when the best expert changes over time from a decision theoretic point of view. Proposed…
We consider a general framework of online learning with expert advice where regret is defined with respect to sequences of experts accepted by a weighted automaton. Our framework covers several problems previously studied, including…
Most work on sequential learning assumes a fixed set of actions that are available all the time. However, in practice, actions can consist of picking subsets of readings from sensors that may break from time to time, road segments that can…
The games of prediction with expert advice are considered in this paper. We present some modification of Kalai and Vempala algorithm of following the perturbed leader for the case of unrestrictedly large one-step gains. We show that in…
The weighted $k$-server is a variant of the $k$-server problem, where the cost of moving a server is the server's weight times the distance through which it moves. The problem is famous for its intriguing properties and for evading standard…
With the increasing volume of data in the world, the best approach for learning from this data is to exploit an online learning algorithm. Online ensemble methods are online algorithms which take advantage of an ensemble of classifiers to…
Online nonparametric estimators are gaining popularity due to their efficient computation and competitive generalization abilities. An important example includes variants of stochastic gradient descent. These algorithms often take one…
We present a new online learning algorithm for cumulative discounted gain. This learning algorithm does not use exponential weights on the experts. Instead, it uses a weighting scheme that depends on the regret of the master algorithm…
We study the interplay between sequential decision making and avoiding discrimination against protected groups, when examples arrive online and do not follow distributional assumptions. We consider the most basic extension of classical…
This paper addresses the problem of online learning in metric spaces using exponential weights. We extend the analysis of the exponentially weighted average forecaster, traditionally studied in a Euclidean settings, to a more abstract…
This paper studies an online optimal resource reservation problem in communication networks with job transfers where the goal is to minimize the reservation cost while maintaining the blocking cost under a certain budget limit. To tackle…
In standard neural networks the amount of computation used grows with the size of the inputs, but not with the complexity of the problem being learnt. To overcome this limitation we introduce PonderNet, a new algorithm that learns to adapt…
In the online learning with experts problem, an algorithm must make a prediction about an outcome on each of $T$ days (or times), given a set of $n$ experts who make predictions on each day (or time). The algorithm is given feedback on the…
Weighting strategy prevails in machine learning. For example, a common approach in robust machine learning is to exert lower weights on samples which are likely to be noisy or quite hard. This study reveals another undiscovered strategy,…