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We study online boosting, the task of converting any weak online learner into a strong online learner. Based on a novel and natural definition of weak online learnability, we develop two online boosting algorithms. The first algorithm is an…

Machine Learning · Computer Science 2015-02-10 Alina Beygelzimer , Satyen Kale , Haipeng Luo

Stochastic gradient descent (SGD) is a powerful optimization technique that is particularly useful in online learning scenarios. Its convergence analysis is relatively well understood under the assumption that the data samples are…

Machine Learning · Computer Science 2024-10-03 Ethan Che , Jing Dong , Xin T. Tong

Online bidding is a classic optimization problem, with several applications in online decision-making, the design of interruptible systems, and the analysis of approximation algorithms. In this work, we study online bidding under…

Computer Science and Game Theory · Computer Science 2025-10-30 Spyros Angelopoulos , Bertrand Simon

Online algorithms that allow a small amount of migration or recourse have been intensively studied in the last years. They are essential in the design of competitive algorithms for dynamic problems, where objects can also depart from the…

Data Structures and Algorithms · Computer Science 2019-05-21 Sebastian Berndt , Valentin Dreismann , Kilian Grage , Klaus Jansen , Ingmar Knof

Offline reinforcement learning (RL) is suitable for safety-critical domains where online exploration is too costly or dangerous. In such safety-critical settings, decision-making should take into consideration the risk of catastrophic…

Machine Learning · Computer Science 2023-10-31 Marc Rigter , Bruno Lacerda , Nick Hawes

Distributionally robust offline reinforcement learning (RL) aims to find a policy that performs the best under the worst environment within an uncertainty set using an offline dataset collected from a nominal model. While recent advances in…

Machine Learning · Computer Science 2025-01-07 Ruiquan Huang , Yingbin Liang , Jing Yang

Training deep reinforcement learning (RL) agents necessitates overcoming the highly unstable nonconvex stochastic optimization inherent in the trial-and-error mechanism. To tackle this challenge, we propose a physics-inspired optimization…

Machine Learning · Computer Science 2024-12-10 Yao Lyu , Xiangteng Zhang , Shengbo Eben Li , Jingliang Duan , Letian Tao , Qing Xu , Lei He , Keqiang Li

Stochastic Approximation (SA) is a classical algorithm that has had since the early days a huge impact on signal processing, and nowadays on machine learning, due to the necessity to deal with a large amount of data observed with…

Optimization and Control · Mathematics 2023-07-18 Aymeric Dieuleveut , Gersende Fort , Eric Moulines , Hoi-To Wai

We consider the problem of online active learning to collect data for regression modeling. Specifically, we consider a decision maker with a limited experimentation budget who must efficiently learn an underlying linear population model.…

Machine Learning · Statistics 2016-12-22 Carlos Riquelme , Ramesh Johari , Baosen Zhang

Robust training of machine learning models in the presence of outliers has garnered attention across various domains. The use of robust losses is a popular approach and is known to mitigate the impact of outliers. We bring to light two…

Machine Learning · Computer Science 2025-01-03 Rajat Talak , Charis Georgiou , Jingnan Shi , Luca Carlone

The robustness of algorithms against covariate shifts is a fundamental problem with critical implications for the deployment of machine learning algorithms in the real world. Current evaluation methods predominantly measure robustness…

We consider the problem of learning over non-stationary ranking streams. The rankings can be interpreted as the preferences of a population and the non-stationarity means that the distribution of preferences changes over time. Our goal is…

Machine Learning · Statistics 2020-10-28 Ekhine Irurozki , Jesus Lobo , Aritz Perez , Javier Del Ser

Large scale, streaming datasets are ubiquitous in modern machine learning. Streaming algorithms must be scalable, amenable to incremental training and robust to the presence of non-stationarity. In this work consider the problem of learning…

Machine Learning · Statistics 2017-12-15 Ricardo Pio Monti , Christoforos Anagnostopoulos , Giovanni Montana

One of the main obstacles to broad application of reinforcement learning methods is the parameter sensitivity of our core learning algorithms. In many large-scale applications, online computation and function approximation represent key…

Artificial Intelligence · Computer Science 2016-10-25 Martha White , Adam White

This paper concerns the central issues of model robustness and sample efficiency in offline reinforcement learning (RL), which aims to learn to perform decision making from history data without active exploration. Due to uncertainties and…

Machine Learning · Computer Science 2024-01-01 Laixi Shi , Yuejie Chi

Offline reinforcement learning (RL) provides a promising direction to exploit massive amount of offline data for complex decision-making tasks. Due to the distribution shift issue, current offline RL algorithms are generally designed to be…

Machine Learning · Computer Science 2022-10-25 Rui Yang , Chenjia Bai , Xiaoteng Ma , Zhaoran Wang , Chongjie Zhang , Lei Han

Meta learning is a promising paradigm to enable skill transfer across tasks. Most previous methods employ the empirical risk minimization principle in optimization. However, the resulting worst fast adaptation to a subset of tasks can be…

Machine Learning · Computer Science 2023-10-03 Qi Wang , Yiqin Lv , Yanghe Feng , Zheng Xie , Jincai Huang

While artificial intelligence (AI)-based decision-making systems are increasingly popular, significant concerns on the potential discrimination during the AI decision-making process have been observed. For example, the distribution of…

Machine Learning · Computer Science 2025-08-05 Wenbin Zhang

Domain Adaptation (DA) has recently received significant attention due to its potential to adapt a learning model across source and target domains with mismatched distributions. Since DA methods rely exclusively on the given source and…

Machine Learning · Statistics 2022-11-01 Akram S. Awad , George K. Atia

Online matching problems arise in many complex systems, from cloud services and online marketplaces to organ exchange networks, where timely, principled decisions are critical for maintaining high system performance. Traditional heuristics…

Machine Learning · Statistics 2025-10-09 Chiara Mignacco , Matthieu Jonckheere , Gilles Stoltz