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We investigate boosted online regression and propose a novel family of regression algorithms with strong theoretical bounds. In addition, we implement several variants of the proposed generic algorithm. We specifically provide theoretical…

Statistics Theory · Mathematics 2016-12-07 Dariush Kari , Farhan Khan , Selami Ciftci , Suleyman Serdar Kozat

During inference, Recurrent Neural Networks (RNNs) scale constant in both FLOPs and GPU memory with increasing context length, as they compress all prior tokens into a fixed-size memory. In contrast, transformers scale linearly in FLOPs…

Machine Learning · Computer Science 2025-05-26 Francois Chaubard , Mykel Kochenderfer

Online Learning to Rank (OLTR) methods optimize rankers based on user interactions. State-of-the-art OLTR methods are built specifically for linear models. Their approaches do not extend well to non-linear models such as neural networks. We…

Information Retrieval · Computer Science 2018-09-25 Harrie Oosterhuis , Maarten de Rijke

Deep unrolling, or unfolding, is an emerging learning-to-optimize method that unrolls a truncated iterative algorithm in the layers of a trainable neural network. However, the convergence guarantees and generalizability of the unrolled…

Machine Learning · Computer Science 2024-12-02 Samar Hadou , Navid NaderiAlizadeh , Alejandro Ribeiro

One of the central goals of Recurrent Neural Networks (RNNs) is to learn long-term dependencies in sequential data. Nevertheless, the most popular training method, Truncated Backpropagation through Time (TBPTT), categorically forbids…

Machine Learning · Computer Science 2019-05-20 Frederik Benzing , Marcelo Matheus Gauy , Asier Mujika , Anders Martinsson , Angelika Steger

In this paper, we propose systematic and efficient gradient-based methods for both one-way and two-way partial AUC (pAUC) maximization that are applicable to deep learning. We propose new formulations of pAUC surrogate objectives by using…

Machine Learning · Computer Science 2023-09-19 Dixian Zhu , Gang Li , Bokun Wang , Xiaodong Wu , Tianbao Yang

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

Iterative optimization is central to modern artificial intelligence (AI) and provides a crucial framework for understanding adaptive systems. This review provides a unified perspective on this subject, bridging classic theory with neural…

Machine Learning · Computer Science 2025-10-22 Jesús García Fernández , Nasir Ahmad , Marcel van Gerven

Equipped with the trained environmental dynamics, model-based offline reinforcement learning (RL) algorithms can often successfully learn good policies from fixed-sized datasets, even some datasets with poor quality. Unfortunately, however,…

Machine Learning · Computer Science 2023-07-27 Junjie Zhang , Jiafei Lyu , Xiaoteng Ma , Jiangpeng Yan , Jun Yang , Le Wan , Xiu Li

In this paper, we propose an online convex optimization approach with two different levels of adaptivity. On a higher level, our approach is agnostic to the unknown types and curvatures of the online functions, while at a lower level, it…

Machine Learning · Computer Science 2024-04-17 Yu-Hu Yan , Peng Zhao , Zhi-Hua Zhou

In this paper, the problem of online distributed zeroth-order optimization subject to a set constraint is studied via a multi-agent network, where each agent can communicate with its immediate neighbors via a time-varying directed graph.…

Systems and Control · Electrical Eng. & Systems 2025-11-05 Yanfu Qin , Kaihong Lu

Training recurrent neural networks typically relies on backpropagation through time (BPTT). BPTT depends on forward and backward passes to be completed, rendering the network locked to these computations before loss gradients are available.…

Machine Learning · Computer Science 2024-01-17 Joseph Pemberton , Rui Ponte Costa

We consider Online Convex Optimization (OCO) in the setting where the costs are $m$-strongly convex and the online learner pays a switching cost for changing decisions between rounds. We show that the recently proposed Online Balanced…

Machine Learning · Computer Science 2019-04-05 Gautam Goel , Adam Wierman

We propose a general method called truncated gradient to induce sparsity in the weights of online learning algorithms with convex loss functions. This method has several essential properties: The degree of sparsity is continuous -- a…

Machine Learning · Computer Science 2008-07-04 John Langford , Lihong Li , Tong Zhang

We propose a network architecture capable of reliably estimating uncertainty of regression based predictions without sacrificing accuracy. The current state-of-the-art uncertainty algorithms either fall short of achieving prediction…

Machine Learning · Computer Science 2022-02-22 Kinjal Patel , Steven Waslander

As generative models become increasingly powerful and pervasive, the ability to unlearn specific data, whether due to privacy concerns, legal requirements, or the correction of harmful content, has become increasingly important. Unlike in…

Machine Learning · Computer Science 2025-09-26 Pinak Mandal , Georg A. Gottwald

Overparameterized models have recently challenged conventional learning theory by exhibiting improved generalization beyond the interpolation limit, a phenomenon known as benign overfitting. This work introduces Adaptive Benign Overfitting…

Statistical Finance · Quantitative Finance 2026-02-02 Luis Ontaneda Mijares , Nick Firoozye

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…

Systems and Control · Electrical Eng. & Systems 2024-10-18 Aren Karapetyan , Diego Bolliger , Anastasios Tsiamis , Efe C. Balta , John Lygeros

Offline-to-online reinforcement learning (RL), a framework that trains a policy with offline RL and then further fine-tunes it with online RL, has been considered a promising recipe for data-driven decision-making. While sensible, this…

Machine Learning · Computer Science 2024-08-28 Junsu Kim , Seohong Park , Sergey Levine

In Online Convex Optimization (OCO), when the stochastic gradient has a finite variance, many algorithms provably work and guarantee a sublinear regret. However, limited results are known if the gradient estimate has a heavy tail, i.e., the…

Machine Learning · Computer Science 2026-03-20 Zijian Liu