Related papers: Variance Reduction in Gradient Exploration for Onl…
Click-based learning to rank (LTR) tackles the mismatch between click frequencies on items and their actual relevance. The approach of previous work has been to assume a model of click behavior and to subsequently introduce a method for…
In contrast to offline working fashions, two research paradigms are devised for online learning: (1) Online Meta Learning (OML) learns good priors over model parameters (or learning to learn) in a sequential setting where tasks are revealed…
Gradient estimation -- approximating the gradient of an expectation with respect to the parameters of a distribution -- is central to the solution of many machine learning problems. However, when the distribution is discrete, most common…
Online learning updates models incrementally with new data, avoiding large storage requirements and costly model recalculations. In this paper, we introduce "OLR-WA; OnLine Regression with Weighted Average", a novel and versatile…
Gradient-based iterative optimization methods are the workhorse of modern machine learning. They crucially rely on careful tuning of parameters like learning rate and momentum. However, one typically sets them using heuristic approaches…
Online bilevel optimization (OBO) is a powerful framework for machine learning problems where both outer and inner objectives evolve over time, requiring dynamic updates. Current OBO approaches rely on deterministic \textit{window-smoothed}…
In the setting of online learning, Implicit algorithms turn out to be highly successful from a practical standpoint. However, the tightest regret analyses only show marginal improvements over Online Mirror Descent. In this work, we shed…
We consider online learning problems where the aim is to achieve regret which is efficient in the sense that it is the same order as the lowest regret amongst K experts. This is a substantially stronger requirement that achieving…
In the convex optimization approach to online regret minimization, many methods have been developed to guarantee a $O(\sqrt{T})$ bound on regret for subdifferentiable convex loss functions with bounded subgradients, by using a reduction to…
We study online learning in adversarial nonstationary environments. Since the future can be very different from the past, a critical challenge is to gracefully forget the history while new data comes in. To formalize this intuition, we…
Online learning with limited information feedback (bandit) tries to solve the problem where an online learner receives partial feedback information from the environment in the course of learning. Under this setting, Flaxman et al.[8]…
We consider a variant of online convex optimization in which both the instances (input vectors) and the comparator (weight vector) are unconstrained. We exploit a natural scale invariance symmetry in our unconstrained setting: the…
In the learning to learn (L2L) framework, we cast the design of optimization algorithms as a machine learning problem and use deep neural networks to learn the update rules. In this paper, we extend the L2L framework to zeroth-order (ZO)…
We study the implicit regularization imposed by gradient descent for learning multi-layer homogeneous functions including feed-forward fully connected and convolutional deep neural networks with linear, ReLU or Leaky ReLU activation. We…
Online learning is a powerful tool for analyzing iterative algorithms. However, the classic adversarial setup sometimes fails to capture certain regularity in online problems in practice. Motivated by this, we establish a new setup, called…
In high-dimensional statistics, variable selection recovers the latent sparse patterns from all possible covariate combinations. This paper proposes a novel optimization method to solve the exact L0-regularized regression problem, which is…
Learning the optimal ordering of content is an important challenge in website design. The learning to rank (LTR) framework models this problem as a sequential problem of selecting lists of content and observing where users decide to click.…
In this paper, we introduce directional feedback in the ordinal regression setting, in which the learner receives feedback on whether the predicted label is on the left or the right side of the actual label. This is a weak supervision…
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…
A common belief in high-dimensional data analysis is that data are concentrated on a low-dimensional manifold. This motivates simultaneous dimension reduction and regression on manifolds. We provide an algorithm for learning gradients on…