Related papers: Nonparametric Online Regression while Learning the…
We consider the robust estimation of the parameters of multivariate Gaussian linear regression models. To this aim we consider robust version of the usual (Mahalanobis) least-square criterion, with or without Ridge regularization. We…
We propose a low-rank approach to learning a Mahalanobis metric from data. Inspired by the recent geometric mean metric learning (GMML) algorithm, we propose a low-rank variant of the algorithm. This allows to jointly learn a…
For many machine learning algorithms such as $k$-Nearest Neighbor ($k$-NN) classifiers and $ k $-means clustering, often their success heavily depends on the metric used to calculate distances between different data points. An effective…
One of the main strengths of online algorithms is their ability to adapt to arbitrary data sequences. This is especially important in nonparametric settings, where performance is measured against rich classes of comparator functions that…
Online metric learning has been widely applied in classification and retrieval. It can automatically learn a suitable metric from data by restricting similar instances to be separated from dissimilar instances with a given margin. However,…
We consider the problem of online learning in the linear contextual bandits setting, but in which there are also strong individual fairness constraints governed by an unknown similarity metric. These constraints demand that we select…
Gradient-variation online learning aims to achieve regret guarantees that scale with variations in the gradients of online functions, which has been shown to be crucial for attaining fast convergence in games and robustness in stochastic…
We study adversarial online nonparametric regression with general convex losses and propose a parameter-free learning algorithm that achieves minimax optimal rates. Our approach leverages chaining trees to compete against H{\"o}lder…
For many data mining and machine learning tasks, the quality of a similarity measure is the key for their performance. To automatically find a good similarity measure from datasets, metric learning and similarity learning are proposed and…
Metric learning aims at finding a suitable distance metric over the input space, to improve the performance of distance-based learning algorithms. In high-dimensional settings, it can also serve as dimensionality reduction by imposing a…
Online learning algorithms are fast, memory-efficient, easy to implement, and applicable to many prediction problems, including classification, regression, and ranking. Several online algorithms were proposed in the past few decades, some…
We propose a new partial-observability model for online learning problems where the learner, besides its own loss, also observes some noisy feedback about the other actions, depending on the underlying structure of the problem. We represent…
We study unconstrained Online Linear Optimization with Lipschitz losses. Motivated by the pursuit of instance optimality, we propose a new algorithm that simultaneously achieves ($i$) the AdaGrad-style second order gradient adaptivity; and…
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…
Learning Mahalanobis metric spaces is an important problem that has found numerous applications. Several algorithms have been designed for this problem, including Information Theoretic Metric Learning (ITML) [Davis et al. 2007] and Large…
A key element of any machine learning algorithm is the use of a function that measures the dis/similarity between data points. Given a task, such a function can be optimized with a metric learning algorithm. Although this research field has…
We study online optimization of smoothed piecewise constant functions over the domain [0, 1). This is motivated by the problem of adaptively picking parameters of learning algorithms as in the recently introduced framework by Gupta and…
Metric learning is an important family of algorithms for classification and similarity search, but the robustness of learned metrics against small adversarial perturbations is less studied. In this paper, we show that existing metric…
We introduce and analyze AdaTask, a multitask online learning algorithm that adapts to the unknown structure of the tasks. When the $N$ tasks are stochastically activated, we show that the regret of AdaTask is better, by a factor that can…
We study an algorithmic equivalence technique between non-convex gradient descent and convex mirror descent. We start by looking at a harder problem of regret minimization in online non-convex optimization. We show that under certain…