Related papers: Online Learning with Many Experts

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…

In this research note, we revisit the bandits with expert advice problem. Under a restricted feedback model, we prove a lower bound of order $\sqrt{K T \ln(N/K)}$ for the worst-case regret, where $K$ is the number of actions, $N>K$ the…

We solve the COLT 2013 open problem of \citet{SCB} on minimizing regret in the setting of advice-efficient multiarmed bandits with expert advice. We give an algorithm for the setting of K arms and N experts out of which we are allowed to…

In this paper, we study a variant of the framework of online learning using expert advice with limited/bandit feedback. We consider each expert as a learning entity, seeking to more accurately reflecting certain real-world applications. In…

Motivated by recent work on the experts problem in the streaming model, we consider the experts problem in the sliding window model. The sliding window model is a well-studied model that captures applications such as traffic monitoring,…

We resolve the long-standing "impossible tuning" issue for the classic expert problem and show that, it is in fact possible to achieve regret $O\left(\sqrt{(\ln d)\sum_t \ell_{t,i}^2}\right)$ simultaneously for all expert $i$ in a $T$-round…

In this paper, we consider the problem of prediction with expert advice in dynamic environments. We choose tracking regret as the performance metric and develop two adaptive and efficient algorithms with data-dependent tracking regret…

We consider prediction with expert advice for strongly convex and bounded losses, and investigate trade-offs between regret and "variance" (i.e., squared difference of learner's predictions and best expert predictions). With $K$ experts,…

We consider the problem setting of prediction with expert advice with possibly heavy-tailed losses, i.e. the only assumption on the losses is an upper bound on their second moments, denoted by $\theta$. We develop adaptive algorithms that…

We investigate the problem of bandits with expert advice when the experts are fixed and known distributions over the actions. Improving on previous analyses, we show that the regret in this setting is controlled by information-theoretic…

We propose the first reduction-based approach to obtaining long-term memory guarantees for online learning in the sense of Bousquet and Warmuth, 2002, by reducing the problem to achieving typical switching regret. Specifically, for the…

We consider the fundamental problem of prediction with expert advice where the experts are "optimizable": there is a black-box optimization oracle that can be used to compute, in constant time, the leading expert in retrospect at any point…

We present an efficient second-order algorithm with $\tilde{O}(\frac{1}{\eta}\sqrt{T})$ regret for the bandit online multiclass problem. The regret bound holds simultaneously with respect to a family of loss functions parameterized by…

We design differentially private algorithms for the problem of online linear optimization in the full information and bandit settings with optimal $\tilde{O}(\sqrt{T})$ regret bounds. In the full-information setting, our results demonstrate…

When dealing with time series with complex non-stationarities, low retrospective regret on individual realizations is a more appropriate goal than low prospective risk in expectation. Online learning algorithms provide powerful guarantees…

In this paper, we study the distributed experts problem, where $n$ experts are distributed across $s$ servers for $T$ timesteps. The loss of each expert at each time $t$ is the $\ell_p$ norm of the vector that consists of the losses of the…

We consider a variation on the problem of prediction with expert advice, where new forecasters that were unknown until then may appear at each round. As often in prediction with expert advice, designing an algorithm that achieves…

We study the problem of online learning with primary and secondary losses. For example, a recruiter making decisions of which job applicants to hire might weigh false positives and false negatives equally (the primary loss) but the…

In the framework of prediction of individual sequences, sequential prediction methods are to be constructed that perform nearly as well as the best expert from a given class. We consider prediction strategies that compete with the class of…

This work addresses the classic machine learning problem of online prediction with expert advice. We consider the finite-horizon version of this zero-sum, two-person game. Using verification arguments from optimal control theory, we view…