Related papers: Adaptive scale-invariant online algorithms for lea…
Online prediction from experts is a fundamental problem in machine learning and several works have studied this problem under privacy constraints. We propose and analyze new algorithms for this problem that improve over the regret bounds of…
Stochastic gradient algorithms are the main focus of large-scale optimization problems and led to important successes in the recent advancement of the deep learning algorithms. The convergence of SGD depends on the careful choice of…
Solving inverse problems, such as parameter estimation and optimal control, is a vital part of science. Many experiments repeatedly collect data and rely on machine learning algorithms to quickly infer solutions to the associated inverse…
Kernel-based online learning has often shown state-of-the-art performance for many online learning tasks. It, however, suffers from a major shortcoming, that is, the unbounded number of support vectors, making it non-scalable and unsuitable…
This paper studies the problem of controlling linear dynamical systems subject to point-wise-in-time constraints. We present an algorithm similar to online gradient descent, that can handle time-varying and a priori unknown convex cost…
The performance of gradient-based optimization methods, such as standard gradient descent (GD), greatly depends on the choice of learning rate. However, it can require a non-trivial amount of user tuning effort to select an appropriate…
Online Learning to Rank (OLTR) methods optimize ranking models by directly interacting with users, which allows them to be very efficient and responsive. All OLTR methods introduced during the past decade have extended on the original OLTR…
We develop an online learning method for prediction, which is important in problems with large and/or streaming data sets. We formulate the learning approach using a covariance-fitting methodology, and show that the resulting predictor has…
We present an adaptive online gradient descent algorithm to solve online convex optimization problems with long-term constraints , which are constraints that need to be satisfied when accumulated over a finite number of rounds T , but can…
Large machine learning models are revolutionary technologies of artificial intelligence whose bottlenecks include huge computational expenses, power, and time used both in the pre-training and fine-tuning process. In this work, we show that…
We study the problem of online learning in adversarial bandit problems under a partial observability model called off-policy feedback. In this sequential decision making problem, the learner cannot directly observe its rewards, but instead…
We develop a modified online mirror descent framework that is suitable for building adaptive and parameter-free algorithms in unbounded domains. We leverage this technique to develop the first unconstrained online linear optimization…
Given any increasing sequence of norms $\|\cdot\|_0,\dots,\|\cdot\|_{T-1}$, we provide an online convex optimization algorithm that outputs points $w_t$ in some domain $W$ in response to convex losses $\ell_t:W\to \mathbb{R}$ that…
In this report we consider the following problem: Given a trained model that is partially faulty, can we correct its behaviour without having to train the model from scratch? In other words, can we ``debug" neural networks similar to how we…
Linear regression is arguably the most prominent among statistical inference methods, popular both for its simplicity as well as its broad applicability. On par with data-intensive applications, the sheer size of linear regression problems…
Stochastic Gradient Descent (SGD) is one of the most widely used techniques for online optimization in machine learning. In this work, we accelerate SGD by adaptively learning how to sample the most useful training examples at each time…
As application demands for online convex optimization accelerate, the need for designing new methods that simultaneously cover a large class of convex functions and impose the lowest possible regret is highly rising. Known online…
We consider revenue maximization in online auction/pricing problems. A seller sells an identical item in each period to a new buyer, or a new set of buyers. For the online posted pricing problem, we show regret bounds that scale with the…
We consider the online control problem with an unknown linear dynamical system in the presence of adversarial perturbations and adversarial convex loss functions. Although the problem is widely studied in model-based control, it remains…
Adaptive gradient algorithms perform gradient-based updates using the history of gradients and are ubiquitous in training deep neural networks. While adaptive gradient methods theory is well understood for minimization problems, the…