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We investigate the concept of algorithmic replicability introduced by Impagliazzo et al. 2022, Ghazi et al. 2021, Ahn et al. 2024 in an online setting. In our model, the input sequence received by the online learner is generated from…

Machine Learning · Computer Science 2024-11-22 Saba Ahmadi , Siddharth Bhandari , Avrim Blum

We resolve the long-standing "impossible tuning" issue for the classic expert problem and show that, it is in fact possible to achieve regret $O\left(\sqrt{(\ln d)\sum_t \ell_{t,i}^2}\right)$ simultaneously for all expert $i$ in a $T$-round…

Machine Learning · Computer Science 2021-11-05 Liyu Chen , Haipeng Luo , Chen-Yu Wei

To address the uncertainty in function types, recent progress in online convex optimization (OCO) has spurred the development of universal algorithms that simultaneously attain minimax rates for multiple types of convex functions. However,…

Machine Learning · Computer Science 2024-05-31 Wenhao Yang , Yibo Wang , Peng Zhao , Lijun Zhang

We consider prediction with expert advice under the log-loss with the goal of deriving efficient and robust algorithms. We argue that existing algorithms such as exponentiated gradient, online gradient descent and online Newton step do not…

Machine Learning · Computer Science 2019-01-09 Laurent Orseau , Tor Lattimore , Shane Legg

We provide the first sub-linear space and sub-linear regret algorithm for online learning with expert advice (against an oblivious adversary), addressing an open question raised recently by Srinivas, Woodruff, Xu and Zhou (STOC 2022). We…

Data Structures and Algorithms · Computer Science 2022-11-09 Binghui Peng , Fred Zhang

We study the problem of making predictions of an adversarially chosen high-dimensional state that are unbiased subject to an arbitrary collection of conditioning events, with the goal of tailoring these events to downstream decision makers.…

Machine Learning · Computer Science 2023-10-30 Georgy Noarov , Ramya Ramalingam , Aaron Roth , Stephan Xie

We derive an online learning algorithm with improved regret guarantees for `easy' loss sequences. We consider two types of `easiness': (a) stochastic loss sequences and (b) adversarial loss sequences with small effective range of the…

Machine Learning · Computer Science 2019-08-28 Tobias Sommer Thune , Yevgeny Seldin

In the random-order model for online learning, the sequence of losses is chosen upfront by an adversary and presented to the learner after a random permutation. Any random-order input is \emph{asymptotically} equivalent to a stochastic…

Machine Learning · Computer Science 2025-10-06 Martino Bernasconi , Andrea Celli , Riccardo Colini-Baldeschi , Federico Fusco , Stefano Leonardi , Matteo Russo

We introduce a transformation framework that can be utilized to develop online algorithms with low $\epsilon$-approximate regret in the random-order model from offline approximation algorithms. We first give a general reduction theorem that…

Machine Learning · Computer Science 2023-10-27 Jing Dong , Yuichi Yoshida

This paper considers a variant of the classical online learning problem with expert predictions. Our model's differences and challenges are due to lacking any direct feedback on the loss each expert incurs at each time step $t$. We propose…

Machine Learning · Computer Science 2020-01-07 Yang Liu , David P. Helmbold

We consider the problem of transfer learning in an online setting. Different tasks are presented sequentially and processed by a within-task algorithm. We propose a lifelong learning strategy which refines the underlying data representation…

Machine Learning · Statistics 2019-10-14 Pierre Alquier , The Tien Mai , Massimiliano Pontil

Smoothed online combinatorial optimization considers a learner who repeatedly chooses a combinatorial decision to minimize an unknown changing cost function with a penalty on switching decisions in consecutive rounds. We study smoothed…

Machine Learning · Computer Science 2023-01-18 Kai Wang , Zhao Song , Georgios Theocharous , Sridhar Mahadevan

Projective cone scheduling defines a large class of rate-stabilizing policies for queueing models relevant to several applications. While there exists considerable theory on the properties of projective cone schedulers, there is little…

Machine Learning · Computer Science 2018-01-31 Neal Master

We consider the problem of minimizing different notions of swap regret in online optimization. These forms of regret are tightly connected to correlated equilibrium concepts in games, and have been more recently shown to guarantee…

Machine Learning · Computer Science 2026-05-22 Ioannis Anagnostides , Gabriele Farina , Maxwell Fishelson , Haipeng Luo , Jon Schneider

Practical online learning tasks are often naturally defined on unconstrained domains, where optimal algorithms for general convex losses are characterized by the notion of comparator adaptivity. In this paper, we design such algorithms in…

Machine Learning · Computer Science 2022-10-13 Zhiyu Zhang , Ashok Cutkosky , Ioannis Ch. Paschalidis

This paper considers the stability of online learning algorithms and its implications for learnability (bounded regret). We introduce a novel quantity called {\em forward regret} that intuitively measures how good an online learning…

Machine Learning · Computer Science 2012-11-28 Ankan Saha , Prateek Jain , Ambuj Tewari

In this paper, we propose an online convex optimization approach with two different levels of adaptivity. On a higher level, our approach is agnostic to the unknown types and curvatures of the online functions, while at a lower level, it…

Machine Learning · Computer Science 2024-04-17 Yu-Hu Yan , Peng Zhao , Zhi-Hua Zhou

For the prediction with experts' advice setting, we construct forecasting algorithms that suffer loss not much more than any expert in the pool. In contrast to the standard approach, we investigate the case of long-term forecasting of time…

Machine Learning · Computer Science 2019-02-28 Alexander Korotin , Vladimir V'yugin , Evgeny Burnaev

We consider the online version of the isotonic regression problem. Given a set of linearly ordered points (e.g., on the real line), the learner must predict labels sequentially at adversarially chosen positions and is evaluated by her total…

Machine Learning · Computer Science 2016-10-10 Wojciech Kotłowski , Wouter M. Koolen , Alan Malek

We study the effectiveness of stochastic side information in deterministic online learning scenarios. We propose a forecaster to predict a deterministic sequence where its performance is evaluated against an expert class. We assume that…

Machine Learning · Computer Science 2023-03-13 Junzhang Jia , Xuetong Wu , Jingge Zhu , Jamie Evans
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