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Sequential prediction problems such as imitation learning, where future observations depend on previous predictions (actions), violate the common i.i.d. assumptions made in statistical learning. This leads to poor performance in theory and…

Machine Learning · Computer Science 2015-03-17 Stephane Ross , Geoffrey J. Gordon , J. Andrew Bagnell

We give a very general and simple framework to incorporate predictions on requests for online covering problems in a rigorous and black-box manner. Our framework turns any online algorithm with competitive ratio $\rho(k, \cdot)$ depending…

Data Structures and Algorithms · Computer Science 2025-07-09 Afrouz Jabal Ameli , Laura Sanita , Moritz Venzin

This paper presents a new framework for analyzing and designing no-regret algorithms for dynamic (possibly adversarial) systems. The proposed framework generalizes the popular online convex optimization framework and extends it to its…

Machine Learning · Computer Science 2016-08-30 Ian Gemp , Sridhar Mahadevan

We consider the problem of online learning where the sequence of actions played by the learner must adhere to an unknown safety constraint at every round. The goal is to minimize regret with respect to the best safe action in hindsight…

Machine Learning · Computer Science 2024-03-08 Karthik Sridharan , Seung Won Wilson Yoo

We consider online prediction of a binary sequence with expert advice. For this setting, we devise label-efficient forecasting algorithms, which use a selective sampling scheme that enables collecting much fewer labels than standard…

Machine Learning · Statistics 2023-10-23 Rui M. Castro , Fredrik Hellström , Tim van Erven

To deal with changing environments, a new performance measure -- adaptive regret, defined as the maximum static regret over any interval, was proposed in online learning. Under the setting of online convex optimization, several algorithms…

Machine Learning · Computer Science 2025-08-04 Lijun Zhang , Wenhao Yang , Guanghui Wang , Wei Jiang , Zhi-Hua Zhou

We consider the classic problem of online convex optimisation. Whereas the notion of static regret is relevant for stationary problems, the notion of switching regret is more appropriate for non-stationary problems. A switching regret is…

Machine Learning · Computer Science 2025-03-07 Stephen Pasteris , Chris Hicks , Vasilios Mavroudis , Mark Herbster

Due to the drastic gap in complexity between sequential and batch statistical learning, recent work has studied a smoothed sequential learning setting, where Nature is constrained to select contexts with density bounded by 1/{\sigma} with…

Machine Learning · Statistics 2022-05-27 Adam Block , Max Simchowitz

We provide the first sub-linear space and sub-linear regret algorithm for online learning with expert advice (against an oblivious adversary), addressing an open question raised recently by Srinivas, Woodruff, Xu and Zhou (STOC 2022). We…

Data Structures and Algorithms · Computer Science 2022-11-09 Binghui Peng , Fred Zhang

We study the problem of learning Markov decision processes with finite state and action spaces when the transition probability distributions and loss functions are chosen adversarially and are allowed to change with time. We introduce an…

Machine Learning · Computer Science 2013-03-14 Yasin Abbasi-Yadkori , Peter L. Bartlett , Csaba Szepesvari

In this paper we introduce a model of lifelong learning, based on a Network of Experts. New tasks / experts are learned and added to the model sequentially, building on what was learned before. To ensure scalability of this process,data…

Computer Vision and Pattern Recognition · Computer Science 2017-04-20 Rahaf Aljundi , Punarjay Chakravarty , Tinne Tuytelaars

We propose a framework which generalizes "decision making with structured observations" by allowing robust (i.e. multivalued) models. In this framework, each model associates each decision with a convex set of probability distributions over…

Machine Learning · Computer Science 2025-06-27 Alexander Appel , Vanessa Kosoy

We explore the use of expert-guided bandit learning, which we refer to as online mixture-of-experts (OMoE). In this setting, given a context, a candidate committee of experts must determine how to aggregate their outputs to achieve optimal…

Machine Learning · Computer Science 2025-11-18 Larkin Liu , Jalal Etesami

Smoothed online combinatorial optimization considers a learner who repeatedly chooses a combinatorial decision to minimize an unknown changing cost function with a penalty on switching decisions in consecutive rounds. We study smoothed…

Machine Learning · Computer Science 2023-01-18 Kai Wang , Zhao Song , Georgios Theocharous , Sridhar Mahadevan

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

Transfer learning is a machine learning paradigm where the knowledge from one task is utilized to resolve the problem in a related task. On the one hand, it is conceivable that knowledge from one task could be useful for solving a related…

Machine Learning · Computer Science 2021-05-05 Xuetong Wu , Jonathan H. Manton , Uwe Aickelin , Jingge Zhu

The problem of piecewise affine (PWA) regression and planning is of foundational importance to the study of online learning, control, and robotics, where it provides a theoretically and empirically tractable setting to study systems…

Machine Learning · Statistics 2024-03-20 Adam Block , Max Simchowitz , Russ Tedrake

We study the problem of planning under model uncertainty in an online meta-reinforcement learning (RL) setting where an agent is presented with a sequence of related tasks with limited interactions per task. The agent can use its experience…

Artificial Intelligence · Computer Science 2023-01-02 Khimya Khetarpal , Claire Vernade , Brendan O'Donoghue , Satinder Singh , Tom Zahavy

We study online prediction where regret of the algorithm is measured against a benchmark defined via evolving constraints. This framework captures online prediction on graphs, as well as other prediction problems with combinatorial…

Machine Learning · Computer Science 2015-06-15 Alexander Rakhlin , Karthik Sridharan

Many machine learning algorithms are based on the assumption that training examples are drawn independently. However, this assumption does not hold anymore when learning from a networked sample where two or more training examples may share…

Machine Learning · Computer Science 2017-02-21 Yuyi Wang , Jan Ramon , Zheng-Chu Guo
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