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Related papers: No-regret Non-convex Online Meta-Learning

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This paper revisits the online learning approach to inverse linear optimization studied by B\"armann et al. (2017), where the goal is to infer an unknown linear objective function of an agent from sequential observations of the agent's…

Machine Learning · Computer Science 2025-02-11 Shinsaku Sakaue , Han Bao , Taira Tsuchiya

The fairness-aware online learning framework has emerged as a potent tool within the context of continuous lifelong learning. In this scenario, the learner's objective is to progressively acquire new tasks as they arrive over time, while…

Machine Learning · Computer Science 2024-02-20 Chen Zhao , Feng Mi , Xintao Wu , Kai Jiang , Latifur Khan , Feng Chen

Projection-free online learning has drawn increasing interest due to its efficiency in solving high-dimensional problems with complicated constraints. However, most existing projection-free online methods focus on minimizing the static…

Machine Learning · Computer Science 2023-05-22 Yibo Wang , Wenhao Yang , Wei Jiang , Shiyin Lu , Bing Wang , Haihong Tang , Yuanyu Wan , Lijun Zhang

We analyze the meta-learning of the initialization and step-size of learning algorithms for piecewise-Lipschitz functions, a non-convex setting with applications to both machine learning and algorithms. Starting from recent regret bounds…

Machine Learning · Computer Science 2021-08-20 Maria-Florina Balcan , Mikhail Khodak , Dravyansh Sharma , Ameet Talwalkar

We study non-convex delayed-noise online optimization problems by evaluating dynamic regret in the non-stationary setting when the loss functions are quasar-convex. In particular, we consider scenarios involving quasar-convex functions…

Optimization and Control · Mathematics 2026-01-08 Felipe Lara , Cristian Vega

One of the main strengths of online algorithms is their ability to adapt to arbitrary data sequences. This is especially important in nonparametric settings, where performance is measured against rich classes of comparator functions that…

Machine Learning · Computer Science 2020-11-03 Ilja Kuzborskij , Nicolò Cesa-Bianchi

Recently, there has been a growing research interest in the analysis of dynamic regret, which measures the performance of an online learner against a sequence of local minimizers. By exploiting the strong convexity, previous studies have…

Machine Learning · Computer Science 2017-11-03 Lijun Zhang , Tianbao Yang , Jinfeng Yi , Rong Jin , Zhi-Hua Zhou

This paper studies online optimization from a high-level unified theoretical perspective. We not only generalize both Optimistic-DA and Optimistic-MD in normed vector space, but also unify their analysis methods for dynamic regret. Regret…

Machine Learning · Computer Science 2022-02-15 Qing-xin Meng , Jian-wei Liu

Meta-learning is a promising strategy for learning to efficiently learn within new tasks, using data gathered from a distribution of tasks. However, the meta-learning literature thus far has focused on the task segmented setting, where at…

Machine Learning · Computer Science 2020-10-22 James Harrison , Apoorva Sharma , Chelsea Finn , Marco Pavone

We propose a framework which generalizes "decision making with structured observations" by allowing robust (i.e. multivalued) models. In this framework, each model associates each decision with a convex set of probability distributions over…

Machine Learning · Computer Science 2025-06-27 Alexander Appel , Vanessa Kosoy

Optimistic Online Learning aims to exploit experts conveying reliable information to predict the future. However, such implicit optimism may be challenged when it comes to practical crafting of such experts. A fundamental example consists…

Machine Learning · Computer Science 2025-10-29 Maxime Haddouche , Olivier Wintenberger , Benjamin Guedj

A novel Follow-the-Perturbed-Leader type algorithm is proposed and analyzed for solving general long-term constrained optimization problems in an online manner, where the target and constraint functions are oblivious adversarially generated…

Optimization and Control · Mathematics 2025-10-02 Shijie Pan , Jianyu Xu , Wenjie Huang

We develop an algorithmic framework for solving convex optimization problems using no-regret game dynamics. By converting the problem of minimizing a convex function into an auxiliary problem of solving a min-max game in a sequential…

Machine Learning · Computer Science 2023-02-21 Jun-Kun Wang , Jacob Abernethy , Kfir Y. Levy

We consider model selection for sequential decision making in stochastic environments with bandit feedback, where a meta-learner has at its disposal a pool of base learners, and decides on the fly which action to take based on the policies…

Machine Learning · Computer Science 2024-01-24 Aldo Pacchiano , Christoph Dann , Claudio Gentile

We develop an online learning algorithm for identifying unlabeled data points that are most informative for training (i.e., active learning). By formulating the active learning problem as the prediction with sleeping experts problem, we…

Machine Learning · Computer Science 2022-02-24 Cenk Baykal , Lucas Liebenwein , Dan Feldman , Daniela Rus

Sequential prediction problems such as imitation learning, where future observations depend on previous predictions (actions), violate the common i.i.d. assumptions made in statistical learning. This leads to poor performance in theory and…

Machine Learning · Computer Science 2015-03-17 Stephane Ross , Geoffrey J. Gordon , J. Andrew Bagnell

We consider the problem of online learning where the sequence of actions played by the learner must adhere to an unknown safety constraint at every round. The goal is to minimize regret with respect to the best safe action in hindsight…

Machine Learning · Computer Science 2024-03-08 Karthik Sridharan , Seung Won Wilson Yoo

In this paper, we address the problem of reference tracking for uncertain nonlinear systems. Since collecting data from the target system (i.e., the system of interest) is often challenging, our objective is to design optimal controllers…

Artificial Intelligence · Computer Science 2026-05-22 Jiaqi Yan , Ankush Chakrabarty , Niklas Schmid , John Lygeros , Alisa Rupenyan

The framework of online learning with memory naturally captures learning problems with temporal constraints, and was previously studied for the experts setting. In this work we extend the notion of learning with memory to the general Online…

Machine Learning · Computer Science 2014-06-11 Oren Anava , Elad Hazan , Shie Mannor

Recently, several universal methods have been proposed for online convex optimization, and attain minimax rates for multiple types of convex functions simultaneously. However, they need to design and optimize one surrogate loss for each…

Machine Learning · Computer Science 2024-11-21 Lijun Zhang , Yibo Wang , Guanghui Wang , Jinfeng Yi , Tianbao Yang