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Related papers: Online Learning with Many Experts

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We consider the online version of the isotonic regression problem. Given a set of linearly ordered points (e.g., on the real line), the learner must predict labels sequentially at adversarially chosen positions and is evaluated by her total…

Machine Learning · Computer Science 2016-10-10 Wojciech Kotłowski , Wouter M. Koolen , Alan Malek

We design differentially private algorithms for the problem of prediction with expert advice under dynamic regret, also known as tracking the best expert. Our work addresses three natural types of adversaries, stochastic with shifting…

Machine Learning · Computer Science 2025-03-14 Aadirupa Saha , Vinod Raman , Hilal Asi

We provide an online learning algorithm that obtains regret $G\|w_\star\|\sqrt{T\log(\|w_\star\|G\sqrt{T})} + \|w_\star\|^2 + G^2$ on $G$-Lipschitz convex losses for any comparison point $w_\star$ without knowing either $G$ or…

Machine Learning · Computer Science 2024-06-03 Ashok Cutkosky , Zakaria Mhammedi

In this work, we aim to create a completely online algorithmic framework for prediction with expert advice that is translation-free and scale-free of the expert losses. Our goal is to create a generalized algorithm that is suitable for use…

Machine Learning · Computer Science 2020-09-10 Kaan Gokcesu , Hakan Gokcesu

Consider a sequence of bits where we are trying to predict the next bit from the previous bits. Assume we are allowed to say 'predict 0' or 'predict 1', and our payoff is +1 if the prediction is correct and -1 otherwise. We will say that at…

Data Structures and Algorithms · Computer Science 2012-10-11 Michael Kapralov , Rina Panigrahy

Online learning methods yield sequential regret bounds under minimal assumptions and provide in-expectation risk bounds for statistical learning. However, despite the apparent advantage of online guarantees over their statistical…

Machine Learning · Computer Science 2023-08-16 Dirk van der Hoeven , Nikita Zhivotovskiy , Nicolò Cesa-Bianchi

We address the problem of sequential prediction with expert advice in a non-stationary environment with long-term memory guarantees in the sense of Bousquet and Warmuth [4]. We give a linear-time algorithm that improves on the best known…

Machine Learning · Computer Science 2021-06-25 James Robinson , Mark Herbster

We study the sequential general online regression, known also as the sequential probability assignments, under logarithmic loss when compared against a broad class of experts. We focus on obtaining tight, often matching, lower and upper…

Machine Learning · Computer Science 2023-02-02 Changlong Wu , Mohsen Heidari , Ananth Grama , Wojciech Szpankowski

We study an online forecasting setting in which, over $T$ rounds, $N$ strategic experts each report a forecast to a mechanism, the mechanism selects one forecast, and then the outcome is revealed. In any given round, each expert has a…

Machine Learning · Computer Science 2025-02-18 Junpei Komiyama , Nishant A. Mehta , Ali Mortazavi

We introduce algorithms for online, full-information prediction that are competitive with contextual tree experts of unknown complexity, in both probabilistic and adversarial settings. We show that by incorporating a probabilistic framework…

Machine Learning · Computer Science 2018-05-23 Vidya Muthukumar , Mitas Ray , Anant Sahai , Peter L. Bartlett

This paper considers a variant of the classical online learning problem with expert predictions. Our model's differences and challenges are due to lacking any direct feedback on the loss each expert incurs at each time step $t$. We propose…

Machine Learning · Computer Science 2020-01-07 Yang Liu , David P. Helmbold

We investigate the problem of cumulative regret minimization for individual sequence prediction with respect to the best expert in a finite family of size K under limited access to information. We assume that in each round, the learner can…

Statistics Theory · Mathematics 2022-10-06 El Mehdi Saad , G. Blanchard

In this paper, we study the problem of efficient online reinforcement learning in the infinite horizon setting when there is an offline dataset to start with. We assume that the offline dataset is generated by an expert but with unknown…

Machine Learning · Computer Science 2024-02-05 Dengwang Tang , Rahul Jain , Botao Hao , Zheng Wen

We study online learning in the random-order model, where the multiset of loss functions is chosen adversarially but revealed in a uniformly random order. By extending the batch-to-online transformation of Dong and Yoshida (2023), we show…

Machine Learning · Statistics 2026-05-11 Shinsaku Sakaue , Yuichi Yoshida

We study online learning settings in which experts act strategically to maximize their influence on the learning algorithm's predictions by potentially misreporting their beliefs about a sequence of binary events. Our goal is twofold.…

Machine Learning · Computer Science 2020-07-02 Rupert Freeman , David M. Pennock , Chara Podimata , Jennifer Wortman Vaughan

We develop a form Thompson sampling for online learning under full feedback - also known as prediction with expert advice - where the learner's prior is defined over the space of an adversary's future actions, rather than the space of…

Machine Learning · Computer Science 2025-09-23 Alexander Terenin , Jeffrey Negrea

We consider the problem of online combinatorial optimization under semi-bandit feedback, where a learner has to repeatedly pick actions from a combinatorial decision set in order to minimize the total losses associated with its decisions.…

Machine Learning · Computer Science 2015-06-11 Gergely Neu

We consider the problem of Imitation Learning (IL) by actively querying noisy expert for feedback. While imitation learning has been empirically successful, much of prior work assumes access to noiseless expert feedback which is not…

Machine Learning · Computer Science 2023-07-12 Ayush Sekhari , Karthik Sridharan , Wen Sun , Runzhe Wu

We resolve an open question from (Christiano, 2014b) posed in COLT'14 regarding the optimal dependency of the regret achievable for online local learning on the size of the label set. In this framework the algorithm is shown a pair of items…

Machine Learning · Computer Science 2015-08-25 Pranjal Awasthi , Moses Charikar , Kevin A. Lai , Andrej Risteski

We consider the problem of transfer learning in an online setting. Different tasks are presented sequentially and processed by a within-task algorithm. We propose a lifelong learning strategy which refines the underlying data representation…

Machine Learning · Statistics 2019-10-14 Pierre Alquier , The Tien Mai , Massimiliano Pontil