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In this paper, we propose an online convex optimization approach with two different levels of adaptivity. On a higher level, our approach is agnostic to the unknown types and curvatures of the online functions, while at a lower level, it…

Machine Learning · Computer Science 2024-04-17 Yu-Hu Yan , Peng Zhao , Zhi-Hua Zhou

Penalized estimation methods for diffusion processes and dependent data have recently gained significant attention due to their effectiveness in handling high-dimensional stochastic systems. In this work, we introduce an adaptive…

Statistics Theory · Mathematics 2024-12-24 Alessandro De Gregorio , Dario Frisardi , Francesco Iafrate , Stefano Iacus

Existing online multi-label classification works cannot well handle the online label thresholding problem and lack the regret analysis for their online algorithms. This paper proposes a novel framework of adaptive label thresholding…

Machine Learning · Computer Science 2022-11-15 Tingting Zhai , Hongcheng Tang , Hao Wang

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

Recent studies have shown that it is possible to combine machine learning methods with data assimilation to reconstruct a dynamical system using only sparse and noisy observations of that system. The same approach can be used to correct the…

Machine Learning · Statistics 2021-09-09 Alban Farchi , Marc Bocquet , Patrick Laloyaux , Massimo Bonavita , Quentin Malartic

Online classification is a central problem in optimization, statistical learning and data science. Classical algorithms such as the perceptron offer efficient updates and finite mistake guarantees on linearly separable data, but they do not…

Optimization and Control · Mathematics 2025-09-25 Nam Ho-Nguyen , Fatma Kılınç-Karzan , Ellie Nguyen , Lingqing Shen

Omnipredictors are simple prediction functions that encode loss-minimizing predictions with respect to a hypothesis class $H$, simultaneously for every loss function within a class of losses $L$. In this work, we give near-optimal learning…

Machine Learning · Statistics 2025-12-17 Princewill Okoroafor , Robert Kleinberg , Michael P. Kim

In this paper, we study the online learning of real-valued functions where the hidden function is known to have certain smoothness properties. Specifically, for $q \ge 1$, let $\mathcal F_q$ be the class of absolutely continuous functions…

Machine Learning · Computer Science 2023-01-05 Jesse Geneson , Ethan Zhou

We propose a new method for multivariate response regression and covariance estimation when elements of the response vector are of mixed types, for example some continuous and some discrete. Our method is based on a model which assumes the…

Methodology · Statistics 2022-03-04 Karl Oskar Ekvall , Aaron J. Molstad

In this paper, we consider an online optimization problem over $T$ rounds where at each step $t\in[T]$, the algorithm chooses an action $x_t$ from the fixed convex and compact domain set $\mathcal{K}$. A utility function $f_t(\cdot)$ is…

Machine Learning · Computer Science 2021-06-16 Omid Sadeghi , Prasanna Raut , Maryam Fazel

This paper studies spectral approximation for a positive semidefinite matrix in the online setting. It is known in [Cohen et al. APPROX 2016] that we can construct a spectral approximation of a given $n \times d$ matrix in the online…

Numerical Analysis · Mathematics 2019-11-21 Masataka Gohda , Naonori Kakimura

Choosing a decision threshold is one of the challenging job in any classification tasks. How much the model is accurate, if the deciding boundary is not picked up carefully, its entire performance would go in vain. On the other hand, for…

Computer Vision and Pattern Recognition · Computer Science 2021-05-25 Bharat Bohara

We consider a natural semi-online model for weighted paging, where at any time the algorithm is given predictions, possibly with errors, about the next arrival of each page. The model is inspired by Belady's classic optimal offline…

Data Structures and Algorithms · Computer Science 2021-11-10 Nikhil Bansal , Christian Coester , Ravi Kumar , Manish Purohit , Erik Vee

We uncover a fairly general principle in online learning: If regret can be (approximately) expressed as a function of certain "sufficient statistics" for the data sequence, then there exists a special Burkholder function that 1) can be used…

Machine Learning · Computer Science 2018-03-22 Dylan J. Foster , Alexander Rakhlin , Karthik Sridharan

We introduce an online mathematical framework for survival analysis, allowing real time adaptation to dynamic environments and censored data. This framework enables the estimation of event time distributions through an optimal second order…

Machine Learning · Computer Science 2024-02-09 Camila Fernandez , Pierre Gaillard , Joseph de Vilmarest , Olivier Wintenberger

Contemporary applications, such as recommendation systems and mobile health monitoring, require real-time processing and analysis of sequentially arriving high-dimensional tensor data. Traditional offline learning, involving the storage and…

Machine Learning · Statistics 2026-02-16 Xin Wen , Will Wei Sun , Yichen Zhang

The state-of-the-art online learning models generally conduct a single online gradient descent when a new sample arrives and thus suffer from suboptimal model weights. To this end, we introduce an online broad learning system framework with…

Machine Learning · Computer Science 2025-12-09 Chunyu Lei , Guang-Ze Chen , C. L. Philip Chen , Tong Zhang

Given a pre-trained classifier and multiple human experts, we investigate the task of online classification where model predictions are provided for free but querying humans incurs a cost. In this practical but under-explored setting,…

Machine Learning · Computer Science 2023-12-14 Sam Showalter , Alex Boyd , Padhraic Smyth , Mark Steyvers

We introduce a new method for high-dimensional, online changepoint detection in settings where a $p$-variate Gaussian data stream may undergo a change in mean. The procedure works by performing likelihood ratio tests against simple…

Methodology · Statistics 2020-10-13 Yudong Chen , Tengyao Wang , Richard J. Samworth

This paper considers online convex optimization with time-varying constraint functions. Specifically, we have a sequence of convex objective functions $\{f_t(x)\}_{t=0}^{\infty}$ and convex constraint functions…

Optimization and Control · Mathematics 2017-02-20 Michael J. Neely , Hao Yu
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