Related papers: Online Learning Without Prior Information
In the setting of online algorithms, the input is initially not present but rather arrive one-by-one over time and after each input, the algorithm has to make a decision. Depending on the formulation of the problem, the algorithm might be…
The area of online machine learning in big data streams covers algorithms that are (1) distributed and (2) work from data streams with only a limited possibility to store past data. The first requirement mostly concerns software…
Given the rapid rise in energy demand by data centers and computing systems in general, it is fundamental to incorporate energy considerations when designing (scheduling) algorithms. Machine learning can be a useful approach in practice by…
We explore the effect of introducing prior information into the intermediate level of neural networks for a learning task on which all the state-of-the-art machine learning algorithms tested failed to learn. We motivate our work from the…
A learning algorithm based on primary school teaching and learning is presented. The methodology is to continuously evaluate a student and to give them training on the examples for which they repeatedly fail, until, they can correctly…
We analyze and evaluate an online gradient descent algorithm with adaptive per-coordinate adjustment of learning rates. Our algorithm can be thought of as an online version of batch gradient descent with a diagonal preconditioner. This…
A natural optimization model that formulates many online resource allocation and revenue management problems is the online linear program (LP) in which the constraint matrix is revealed column by column along with the corresponding…
Algorithms often have tunable parameters that impact performance metrics such as runtime and solution quality. For many algorithms used in practice, no parameter settings admit meaningful worst-case bounds, so the parameters are made…
Offline reinforcement learning algorithms still lack trust in practice due to the risk that the learned policy performs worse than the original policy that generated the dataset or behaves in an unexpected way that is unfamiliar to the…
In the online (time-series) search problem, a player is presented with a sequence of prices which are revealed in an online manner. In the standard definition of the problem, for each revealed price, the player must decide irrevocably…
In this paper, we study optimization problems where the cost function contains time-varying parameters that are unmeasurable and evolve according to linear, yet unknown, dynamics. We propose a solution that leverages control theoretic tools…
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…
Optimization in machine learning, both theoretical and applied, is presently dominated by first-order gradient methods such as stochastic gradient descent. Second-order optimization methods, that involve second derivatives and/or second…
Autonomous exploration in mobile robotics often involves a trade-off between two objectives: maximizing environmental coverage and minimizing the total path length. In the widely used information gain paradigm, exploration is guided by the…
We consider the problem of learning from revealed preferences in an online setting. In our framework, each period a consumer buys an optimal bundle of goods from a merchant according to her (linear) utility function and current prices,…
Learning to optimize is an approach that leverages training data to accelerate the solution of optimization problems. Many approaches use unrolling to parametrize the update step and learn optimal parameters. Although L2O has shown…
We study the problem of improving the performance of online algorithms by incorporating machine-learned predictions. The goal is to design algorithms that are both consistent and robust, meaning that the algorithm performs well when…
In modern optimization methods used in deep learning, each update depends on the history of previous iterations, often referred to as memory, and this dependence decays fast as the iterates go further into the past. For example, gradient…
We introduce an efficient algorithmic framework for model selection in online learning, also known as parameter-free online learning. Departing from previous work, which has focused on highly structured function classes such as nested balls…
A key challenge in online learning is that classical algorithms can be slow to adapt to changing environments. Recent studies have proposed "meta" algorithms that convert any online learning algorithm to one that is adaptive to changing…