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We consider the general problem of learning a predictor that satisfies multiple objectives of interest simultaneously, a broad framework that captures a range of specific learning goals including calibration, regret, and multiaccuracy. We…

Machine Learning · Computer Science 2026-02-17 Jivat Neet Kaur , Isaac Gibbs , Michael I. Jordan

We revisit the problem of \textit{online linear optimization} in case the set of feasible actions is accessible through an approximated linear optimization oracle with a factor $\alpha$ multiplicative approximation guarantee. This setting…

Machine Learning · Computer Science 2017-09-12 Dan Garber

Stochastic optimization is a widely used approach for optimization under uncertainty, where uncertain input parameters are modeled by random variables. Exact or approximation algorithms have been obtained for several fundamental problems in…

Machine Learning · Computer Science 2025-08-14 Arpit Agarwal , Rohan Ghuge , Viswanath Nagarajan , Zhengjia Zhuo

Uncertainty quantification is crucial in safety-critical systems, where decisions must be made under uncertainty. In particular, we consider the problem of online uncertainty quantification, where data points arrive sequentially. Online…

Machine Learning · Computer Science 2026-04-21 Junyoung Yang , Kyungmin Kim , Sangdon Park

The goal of a learner, in standard online learning, is to have the cumulative loss not much larger compared with the best-performing function from some fixed class. Numerous algorithms were shown to have this gap arbitrarily close to zero,…

Machine Learning · Computer Science 2013-03-04 Nina Vaits , Edward Moroshko , Koby Crammer

We consider online learning problems in the realizable setting, where there is a zero-loss solution, and propose new Differentially Private (DP) algorithms that obtain near-optimal regret bounds. For the problem of online prediction from…

Machine Learning · Computer Science 2023-03-01 Hilal Asi , Vitaly Feldman , Tomer Koren , Kunal Talwar

Algorithm designers typically assume that the input data is correct, and then proceed to find "optimal" or "sub-optimal" solutions using this input data. However this assumption of correct data does not always hold in practice, especially…

Machine Learning · Computer Science 2015-10-13 Hal Daumé , Samir Khuller , Manish Purohit , Gregory Sanders

We introduce a new protocol for prediction with expert advice in which each expert evaluates the learner's and his own performance using a loss function that may change over time and may be different from the loss functions used by the…

Machine Learning · Computer Science 2009-03-23 Alexey Chernov , Vladimir Vovk

We study various discrete nonlinear combinatorial optimization problems in an online learning framework. In the first part, we address the question of whether there are negative results showing that getting a vanishing (or even vanishing…

Data Structures and Algorithms · Computer Science 2020-06-24 Evripidis Bampis , Dimitris Christou , Bruno Escoffier , Nguyen Kim Thang

We study multiclass classification in the agnostic adversarial online learning setting. As our main result, we prove that any multiclass concept class is agnostically learnable if and only if its Littlestone dimension is finite. This solves…

Machine Learning · Computer Science 2023-07-10 Steve Hanneke , Shay Moran , Vinod Raman , Unique Subedi , Ambuj Tewari

We investigate the mistake-bound model of online learning with caps on the number of arithmetic operations per round. We prove general bounds on the minimum number of arithmetic operations per round that are necessary to learn an arbitrary…

Machine Learning · Computer Science 2025-09-05 Jesse Geneson , Meien Li , Linus Tang

A growing line of work shows how learned predictions can be used to break through worst-case barriers to improve the running time of an algorithm. However, incorporating predictions into data structures with strong theoretical guarantees…

Data Structures and Algorithms · Computer Science 2023-06-21 Samuel McCauley , Benjamin Moseley , Aidin Niaparast , Shikha Singh

In this dissertation we study statistical and online learning problems from an optimization viewpoint.The dissertation is divided into two parts : I. We first consider the question of learnability for statistical learning problems in the…

Machine Learning · Computer Science 2012-04-19 Karthik Sridharan

When dealing with time series with complex non-stationarities, low retrospective regret on individual realizations is a more appropriate goal than low prospective risk in expectation. Online learning algorithms provide powerful guarantees…

Machine Learning · Statistics 2011-06-30 Cosma Rohilla Shalizi , Abigail Z. Jacobs , Kristina Lisa Klinkner , Aaron Clauset

We study the online unweighted bipartite matching problem in the random arrival order model, with $n$ offline and $n$ online vertices, in the learning-augmented setting: The algorithm is provided with untrusted predictions of the types…

Machine Learning · Computer Science 2025-12-01 Kunanon Burathep , Thomas Erlebach , William K. Moses

The classical analysis of online algorithms, due to its worst-case nature, can be quite pessimistic when the input instance at hand is far from worst-case. Often this is not an issue with machine learning approaches, which shine in…

Data Structures and Algorithms · Computer Science 2020-10-22 Antonios Antoniadis , Themis Gouleakis , Pieter Kleer , Pavel Kolev

Multiclass logistic regression is a fundamental task in machine learning with applications in classification and boosting. Previous work (Foster et al., 2018) has highlighted the importance of improper predictors for achieving "fast rates"…

Machine Learning · Computer Science 2021-10-12 Naman Agarwal , Satyen Kale , Julian Zimmert

We consider a lifelong learning scenario in which a learner faces a neverending and arbitrary stream of facts and has to decide which ones to retain in its limited memory. We introduce a mathematical model based on the online learning…

Machine Learning · Computer Science 2022-01-13 Robi Bhattacharjee , Gaurav Mahajan

We study the problem of uncertainty quantification via prediction sets, in an online setting where the data distribution may vary arbitrarily over time. Recent work develops online conformal prediction techniques that leverage regret…

Machine Learning · Computer Science 2023-02-16 Aadyot Bhatnagar , Huan Wang , Caiming Xiong , Yu Bai

We study the problems of offline and online contextual optimization with feedback information, where instead of observing the loss, we observe, after-the-fact, the optimal action an oracle with full knowledge of the objective function would…

Machine Learning · Computer Science 2023-07-04 Omar Besbes , Yuri Fonseca , Ilan Lobel
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