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We study the classical problem of prediction with expert advice in the adversarial setting with a geometric stopping time. In 1965, Cover gave the optimal algorithm for the case of 2 experts. In this paper, we design the optimal algorithm,…

Machine Learning · Computer Science 2016-07-12 Nick Gravin , Yuval Peres , Balasubramanian Sivan

The article is devoted to investigating the application of hedging strategies to online expert weight allocation under delayed feedback. As the main result, we develop the General Hedging algorithm $\mathcal{G}$ based on the exponential…

Machine Learning · Computer Science 2019-06-25 Alexander Korotin , Vladimir V'yugin , Evgeny Burnaev

We consider a variation on the problem of prediction with expert advice, where new forecasters that were unknown until then may appear at each round. As often in prediction with expert advice, designing an algorithm that achieves…

Machine Learning · Statistics 2017-09-01 Jaouad Mourtada , Odalric-Ambrym Maillard

We specify an experts algorithm with the following characteristics: (a) it uses only feedback from the actions actually chosen (bandit setup), (b) it can be applied with countably infinite expert classes, and (c) it copes with losses that…

Machine Learning · Computer Science 2007-05-23 Jan Poland , Marcus Hutter

While extensive-form games (EFGs) can be converted into normal-form games (NFGs), doing so comes at the cost of an exponential blowup of the strategy space. So, progress on NFGs and EFGs has historically followed separate tracks, with the…

Computer Science and Game Theory · Computer Science 2022-02-02 Gabriele Farina , Chung-Wei Lee , Haipeng Luo , Christian Kroer

Cheung and Piliouras (2020) recently showed that two variants of the Multiplicative Weights Update method - OMWU and MWU - display opposite convergence properties depending on whether the game is zero-sum or cooperative. Inspired by this…

Computer Science and Game Theory · Computer Science 2022-06-14 Nelson Vadori , Rahul Savani , Thomas Spooner , Sumitra Ganesh

This paper studies the convergence of the Optimistic Multiplicative Weights Update algorithm (OMWU) in two player zero-sum games. Recent works have identified instances on which the last-iterate of OMWU can converge arbitrarily slowly, but…

Computer Science and Game Theory · Computer Science 2026-05-14 John Lazarsfeld , Anas Barakat , Georgios Piliouras , Antonios Varvitsiotis , Andre Wibisono

We consider non-convex optimization problems with constraint that is a product of simplices. A commonly used algorithm in solving this type of problem is the Multiplicative Weights Update (MWU), an algorithm that is widely used in game…

Optimization and Control · Mathematics 2022-04-26 Yi Feng , Ioannis Panageas , Xiao Wang

Adversarial training, which is to enhance robustness against adversarial attacks, has received much attention because it is easy to generate human-imperceptible perturbations of data to deceive a given deep neural network. In this paper, we…

Machine Learning · Statistics 2023-06-02 Dongyoon Yang , Insung Kong , Yongdai Kim

Online learning makes sequence of decisions with partial data arrival where next movement of data is unknown. In this paper, we have presented a new technique as multiple times weight updating that update the weight iteratively forsame…

Machine Learning · Computer Science 2019-01-09 Charanjeet , Anuj Sharma

We study the problem of online clustering where a clustering algorithm has to assign a new point that arrives to one of $k$ clusters. The specific formulation we use is the $k$-means objective: At each time step the algorithm has to…

Machine Learning · Computer Science 2021-04-22 Vincent Cohen-Addad , Benjamin Guedj , Varun Kanade , Guy Rom

In an online decision problem, one makes decisions often with a pool of decision sequence called experts but without knowledge of the future. After each step, one pays a cost based on the decision and observed rate. One reasonal goal would…

Machine Learning · Computer Science 2015-12-23 Chunyang Xiao

Maximum weight matching is one of the most fundamental combinatorial optimization problems with a wide range of applications in data mining and bioinformatics. Developing distributed weighted matching algorithms is challenging due to the…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-06-06 Sepehr Assadi , MohammadHossein Bateni , Vahab Mirrokni

We study the problem of learning a most biased coin among a set of coins by tossing the coins adaptively. The goal is to minimize the number of tosses until we identify a coin i* whose posterior probability of being most biased is at least…

Data Structures and Algorithms · Computer Science 2013-09-10 Karthekeyan Chandrasekaran , Richard Karp

We consider a computing system where a master processor assigns tasks for execution to worker processors through the Internet. We model the workers decision of whether to comply (compute the task) or not (return a bogus result to save the…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-08-25 Antonio Fernández Anta , Chryssis Georgiou , Miguel A. Mosteiro , Daniel Pareja

We study the online list update problem under the advice model of computation. Under this model, an online algorithm receives partial information about the unknown parts of the input in the form of some bits of advice generated by a…

Data Structures and Algorithms · Computer Science 2016-06-07 Joan Boyar , Shahin Kamali , Kim S. Larsen , Alejandro López-Ortiz

Online learning with expert advice is a fundamental problem of sequential prediction. In this problem, the algorithm has access to a set of $n$ "experts" who make predictions on each day. The goal on each day is to process these…

Data Structures and Algorithms · Computer Science 2022-04-22 Vaidehi Srinivas , David P. Woodruff , Ziyu Xu , Samson Zhou

Oja's algorithm is a well known online algorithm studied mainly in the context of stochastic principal component analysis. We make a simple observation, yet to the best of our knowledge a novel one, that when applied to a any (not…

Optimization and Control · Mathematics 2023-10-25 Dan Garber

Byzantine agreement is a fundamental problem in fault-tolerant distributed computing that has been studied intensively for the last four decades. Much of the research has focused on a static Byzantine adversary, where the adversary is…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-06-06 Fabien Dufoulon , Gopal Pandurangan

We study online algorithms with predictions using distributional advice, a type of prediction that arises when leveraging expert knowledge or historical data. To demonstrate the usefulness and versatility of this framework, we focus on the…

Data Structures and Algorithms · Computer Science 2025-09-09 Clément L. Canonne , Kenny Chen , Julián Mestre