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Constrained Online Convex Optimization (COCO) can be seen as a generalization of the standard Online Convex Optimization (OCO) framework. At each round, a cost function and constraint function are revealed after a learner chooses an action.…
Recursive least-squares algorithms often use forgetting factors as a heuristic to adapt to non-stationary data streams. The first contribution of this paper rigorously characterizes the effect of forgetting factors for a class of online…
In online learning, a decision maker repeatedly selects one of a set of actions, with the goal of minimizing the overall loss incurred. Following the recent line of research on algorithms endowed with additional predictive features, we…
Inverse optimal control, also known as inverse reinforcement learning, is the problem of recovering an unknown reward function in a Markov decision process from expert demonstrations of the optimal policy. We introduce a probabilistic…
The promise of learning to learn for robotics rests on the hope that by extracting some information about the learning process itself we can speed up subsequent similar learning tasks. Here, we introduce a computationally efficient online…
Multi-task reinforcement learning (RL) aims to simultaneously learn policies for solving many tasks. Several prior works have found that relabeling past experience with different reward functions can improve sample efficiency. Relabeling…
In reinforcement learning, Reverse Experience Replay (RER) is a recently proposed algorithm that attains better sample complexity than the classic experience replay method. RER requires the learning algorithm to update the parameters…
Existing approaches to resource allocation for nowadays stochastic networks are challenged to meet fast convergence and tolerable delay requirements. The present paper leverages online learning advances to facilitate stochastic resource…
We frame the meta-learning of prediction procedures as a search for an optimal strategy in a two-player game. In this game, Nature selects a prior over distributions that generate labeled data consisting of features and an associated…
With the increasing demand for large-scale training of machine learning models, consensus-based distributed optimization methods have recently been advocated as alternatives to the popular parameter server framework. In this paradigm, each…
In distributed computing systems with stragglers, various forms of redundancy can improve the average delay performance. We study the optimal replication of data in systems where the job execution time is a stochastically decreasing and…
In the era of the big data, we create and collect lots of data from all different kinds of sources: the Internet, the sensors, the consumer market, and so on. Many of the data are coming sequentially, and would like to be processed and…
We investigate online nonlinear regression with continually running recurrent neural network networks (RNNs), i.e., RNN-based online learning. For RNN-based online learning, we introduce an efficient first-order training algorithm that…
Machine learning algorithms are designed to make accurate predictions of the future based on existing data, while online algorithms seek to bound some performance measure (typically the competitive ratio) without knowledge of the future.…
Multi-Task Learning is a learning paradigm that uses correlated tasks to improve performance generalization. A common way to learn multiple tasks is through the hard parameter sharing approach, in which a single architecture is used to…
We consider two settings of online learning to rank where feedback is restricted to top ranked items. The problem is cast as an online game between a learner and sequence of users, over $T$ rounds. In both settings, the learners objective…
In this paper, we introduce faster accelerated primal-dual algorithms for minimizing a convex function subject to strongly convex function constraints. Prior to our work, the best complexity bound was $\mathcal{O}(1/{\varepsilon})$,…
This paper addresses key challenges in task scheduling for multi-tenant distributed systems, including dynamic resource variation, heterogeneous tenant demands, and fairness assurance. An adaptive scheduling method based on reinforcement…
We study realizable continual linear regression under random task orderings, a common setting for developing continual learning theory. In this setup, the worst-case expected loss after $k$ learning iterations admits a lower bound of…
We study an online linear optimization (OLO) problem in which the learner is provided access to $K$ "hint" vectors in each round prior to making a decision. In this setting, we devise an algorithm that obtains logarithmic regret whenever…