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Related papers: Online Learning Without Prior Information

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We introduce a model of online algorithms subject to strict constraints on data retention. An online learning algorithm encounters a stream of data points, one per round, generated by some stationary process. Crucially, each data point can…

Machine Learning · Computer Science 2024-04-18 Nicole Immorlica , Brendan Lucier , Markus Mobius , James Siderius

Tuning hyperparameters of learning algorithms is hard because gradients are usually unavailable. We compute exact gradients of cross-validation performance with respect to all hyperparameters by chaining derivatives backwards through the…

Machine Learning · Statistics 2015-04-03 Dougal Maclaurin , David Duvenaud , Ryan P. Adams

In online learning, the data is provided in a sequential order, and the goal of the learner is to make online decisions to minimize overall regrets. This note is concerned with continuous-time models and algorithms for several online…

Machine Learning · Statistics 2024-05-20 Lexing Ying

The modern network aims to prioritize critical traffic over non-critical traffic and effectively manage traffic flow. This necessitates proper buffer management to prevent the loss of crucial traffic while minimizing the impact on…

Data Structures and Algorithms · Computer Science 2024-02-26 Ya-Chun Liang , Clifford Stein , Hao-Ting Wei

We incorporate future information in the form of the estimated value of future gradients in online convex optimization. This is motivated by demand response in power systems, where forecasts about the current round, e.g., the weather or the…

Optimization and Control · Mathematics 2020-12-14 Antoine Lesage-Landry , Iman Shames , Joshua A. Taylor

Online learning methods, like the online gradient algorithm (OGA) and exponentially weighted aggregation (EWA), often depend on tuning parameters that are difficult to set in practice. We consider an online meta-learning scenario, and we…

Machine Learning · Statistics 2021-11-15 Dimitri Meunier , Pierre Alquier

Topology optimization is widely used by engineers during the initial product development process to get a first possible geometry design. The state-of-the-art is the iterative calculation, which requires both time and computational power.…

Machine Learning · Computer Science 2021-09-30 Alex Halle , L. Flavio Campanile , Alexander Hasse

We provide an online convex optimization algorithm with regret that interpolates between the regret of an algorithm using an optimal preconditioning matrix and one using a diagonal preconditioning matrix. Our regret bound is never worse…

Machine Learning · Computer Science 2019-05-31 Ashok Cutkosky , Tamas Sarlos

In this tutorial article, we aim to provide the reader with the conceptual tools needed to get started on research on offline reinforcement learning algorithms: reinforcement learning algorithms that utilize previously collected data,…

Machine Learning · Computer Science 2020-11-03 Sergey Levine , Aviral Kumar , George Tucker , Justin Fu

Selecting an optimizer is a central step in the contemporary deep learning pipeline. In this paper, we demonstrate the sensitivity of optimizer comparisons to the hyperparameter tuning protocol. Our findings suggest that the hyperparameter…

Machine Learning · Computer Science 2020-06-17 Dami Choi , Christopher J. Shallue , Zachary Nado , Jaehoon Lee , Chris J. Maddison , George E. Dahl

Many practitioners who use the EM algorithm complain that it is sometimes slow. When does this happen, and what can be done about it? In this paper, we study the general class of bound optimization algorithms - including…

Machine Learning · Computer Science 2012-12-12 Ruslan R Salakhutdinov , Sam T Roweis , Zoubin Ghahramani

We study online learning problems in which a decision maker has to make a sequence of costly decisions, with the goal of maximizing their expected reward while adhering to budget and return-on-investment (ROI) constraints. Existing…

Computer Science and Game Theory · Computer Science 2024-03-05 Matteo Castiglioni , Andrea Celli , Christian Kroer

We study online Bayesian persuasion problems in which an informed sender repeatedly faces a receiver with the goal of influencing their behavior through the provision of payoff-relevant information. Previous works assume that the sender has…

Computer Science and Game Theory · Computer Science 2024-11-12 Francesco Bacchiocchi , Matteo Bollini , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti

Off-policy learning algorithms have been known to be sensitive to the choice of hyper-parameters. However, unlike near on-policy algorithms for which hyper-parameters could be optimized via e.g. meta-gradients, similar techniques could not…

Machine Learning · Computer Science 2020-06-16 Yunhao Tang , Krzysztof Choromanski

Online learning to rank is a core problem in machine learning. In Lattimore et al. (2018), a novel online learning algorithm was proposed based on topological sorting. In the paper they provided a set of self-normalized inequalities (a) in…

Machine Learning · Statistics 2020-01-22 Victor de la Pena , Haolin Zou

Analysis of algorithms with complete knowledge of its inputs is sometimes not up to our expectations. Many times we are surrounded with such scenarios where inputs are generated without any prior knowledge. Online Algorithms have found…

Computational Engineering, Finance, and Science · Computer Science 2015-06-11 Sandeep Kumar , Deepak Garg

In this paper, we investigate the framework of Online Convex Optimization (OCO) for online learning. OCO offers a very powerful online learning framework for many applications. In this context, we study a specific framework of OCO called…

Machine Learning · Computer Science 2022-11-01 Deepan Muthirayan , Jianjun Yuan , Pramod P. Khargonekar

It is typical for a machine learning system to have numerous hyperparameters that affect its learning rate and prediction quality. Finding a good combination of the hyperparameters is, however, a challenging job. This is mainly because…

Machine Learning · Computer Science 2019-08-08 Dobromir Marinov , Daniel Karapetyan

A natural goal when designing online learning algorithms for non-stationary environments is to bound the regret of the algorithm in terms of the temporal variation of the input sequence. Intuitively, when the variation is small, it should…

Machine Learning · Computer Science 2021-12-08 Gautam Goel , Babak Hassibi

This paper describes a new parameter-free online learning algorithm for changing environments. In comparing against algorithms with the same time complexity as ours, we obtain a strongly adaptive regret bound that is a factor of at least…

Machine Learning · Statistics 2017-08-08 Kwang-Sung Jun , Francesco Orabona , Rebecca Willett , Stephen Wright