Related papers: Temporal Variability in Implicit Online Learning
We study online learning settings in which experts act strategically to maximize their influence on the learning algorithm's predictions by potentially misreporting their beliefs about a sequence of binary events. Our goal is twofold.…
We present an algorithm guaranteeing dynamic regret bounds for online omniprediction with long term constraints. The goal in this recently introduced problem is for a learner to generate a sequence of predictions which are broadcast to a…
This work focuses on dynamic regret of online convex optimization that compares the performance of online learning to a clairvoyant who knows the sequence of loss functions in advance and hence selects the minimizer of the loss function at…
Predicting the output of a dynamical system from streaming data is fundamental to real-time feedback control and decision-making. We first derive an autoregressive representation that relates future local outputs to asynchronous past…
Non-stationary online learning has drawn much attention in recent years. In particular, dynamic regret and adaptive regret are proposed as two principled performance measures for online convex optimization in non-stationary environments. To…
The goal of a learner in standard online learning is to maintain an average loss close to the loss of the best-performing single function in some class. In many real-world problems, such as rating or ranking items, there is no single best…
Models trained with offline data often suffer from continual distribution shifts and expensive labeling in changing environments. This calls for a new online learning paradigm where the learner can continually adapt to changing environments…
Gradient-variation online learning aims to achieve regret guarantees that scale with variations in the gradients of online functions, which has been shown to be crucial for attaining fast convergence in games and robustness in stochastic…
This paper describes a new online convex optimization method which incorporates a family of candidate dynamical models and establishes novel tracking regret bounds that scale with the comparator's deviation from the best dynamical model in…
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…
Non-stationary online learning has drawn much attention in recent years. Despite considerable progress, dynamic regret minimization has primarily focused on convex functions, leaving the functions with stronger curvature (e.g., squared or…
This paper addresses an online convex optimization problem where the cost function at each step depends on a history of past decisions (i.e., memory), and the decision maker has access to limited predictions of future cost values within a…
This paper investigates online composite optimization in dynamic environments, where each objective or loss function contains a time-varying nondifferentiable regularizer. To resolve it, an online proximal gradient algorithm is studied for…
We propose an Online Learning with Local Permutations (OLLP) setting, in which the learner is allowed to slightly permute the \emph{order} of the loss functions generated by an adversary. On one hand, this models natural situations where…
We introduce algorithms for online, full-information prediction that are competitive with contextual tree experts of unknown complexity, in both probabilistic and adversarial settings. We show that by incorporating a probabilistic framework…
We introduce a novel online learning framework that unifies and generalizes pre-established models, such as delayed and corrupted feedback, to encompass adversarial environments where action feedback evolves over time. In this setting, the…
A key challenge in online learning is that classical algorithms can be slow to adapt to changing environments. Recent studies have proposed "meta" algorithms that convert any online learning algorithm to one that is adaptive to changing…
Adaptive gradient algorithms such as ADAGRAD and its variants have gained popularity in the training of deep neural networks. While many works as for adaptive methods have focused on the static regret as a performance metric to achieve a…
We study continuous-time online learning where data are generated by a diffusion process with unknown coefficients. The learner employs a two-layer neural network, continuously updating its parameters in a non-anticipative manner. The…
Identifying dependencies among variables in a complex system is an important problem in network science. Structural equation models (SEM) have been used widely in many fields for topology inference, because they are tractable and…