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We study online learning problems in which a decision maker has to make a sequence of costly decisions, with the goal of maximizing their expected reward while adhering to budget and return-on-investment (ROI) constraints. Existing…

Computer Science and Game Theory · Computer Science 2024-03-05 Matteo Castiglioni , Andrea Celli , Christian Kroer

Unlearning the data observed during the training of a machine learning (ML) model is an important task that can play a pivotal role in fortifying the privacy and security of ML-based applications. This paper raises the following questions:…

Machine Learning · Computer Science 2023-06-01 Ayush K Tarun , Vikram S Chundawat , Murari Mandal , Mohan Kankanhalli

Learning with noisy labels is an important topic for scalable training in many real-world scenarios. However, few previous research considers this problem in the online setting, where the arrival of data is streaming. In this paper, we…

Machine Learning · Computer Science 2023-06-09 Yifan Yang , Alec Koppel , Zheng Zhang

Online learning algorithms are fast, memory-efficient, easy to implement, and applicable to many prediction problems, including classification, regression, and ranking. Several online algorithms were proposed in the past few decades, some…

Machine Learning · Computer Science 2015-07-03 Francesco Orabona , Koby Crammer , Nicolò Cesa-Bianchi

While both cost-sensitive learning and online learning have been studied extensively, the effort in simultaneously dealing with these two issues is limited. Aiming at this challenge task, a novel learning framework is proposed in this…

Machine Learning · Computer Science 2013-10-31 Boyu Wang , Joelle Pineau

To date, the multi-objective optimization literature has mainly focused on conflicting objectives, studying the Pareto front, or requiring users to balance tradeoffs. Yet, in machine learning practice, there are many scenarios where such…

Machine Learning · Computer Science 2025-03-05 Yonathan Efroni , Ben Kretzu , Daniel Jiang , Jalaj Bhandari , Zheqing , Zhu , Karen Ullrich

Loss function learning is a new meta-learning paradigm that aims to automate the essential task of designing a loss function for a machine learning model. Existing techniques for loss function learning have shown promising results, often…

Machine Learning · Computer Science 2025-10-14 Christian Raymond , Qi Chen , Bing Xue , Mengjie Zhang

In this book, I introduce the basic concepts of Online Learning through the modern view of Online Convex Optimization. Here, online learning refers to the framework of regret minimization under worst-case assumptions. I present first-order…

Machine Learning · Computer Science 2026-04-28 Francesco Orabona

The objective function of a matrix factorization model usually aims to minimize the average of a regression error contributed by each element. However, given the existence of stochastic noises, the implicit deviations of sample data from…

Machine Learning · Computer Science 2016-10-31 Guang-He Lee , Shao-Wen Yang , Shou-De Lin

Inverse optimization (IO) seeks to infer the parameters of a decision-maker's objective from observed context--action data. We study noiseless IO, where demonstrations are generated by a ground-truth objective. We provide a high-probability…

Machine Learning · Statistics 2026-05-12 Pouria Fatemi , Hoomaan Maskan , Suvrit Sra , Peyman Mohajerin Esfahani

By exploiting the duality between boosting and online learning, we present a boosting framework which proves to be extremely powerful thanks to employing the vast knowledge available in the online learning area. Using this framework, we…

Machine Learning · Computer Science 2014-11-25 Tofigh Naghibi , Beat Pfister

The goal in offline data-driven decision-making is synthesize decisions that optimize a black-box utility function, using a previously-collected static dataset, with no active interaction. These problems appear in many forms: offline…

Machine Learning · Computer Science 2022-11-28 Han Qi , Yi Su , Aviral Kumar , Sergey Levine

We revisit the concept of "adversary" in online learning, motivated by solving robust optimization and adversarial training using online learning methods. While one of the classical setups in online learning deals with the "adversarial"…

Machine Learning · Computer Science 2021-01-28 Sebastian Pokutta , Huan Xu

We consider the optimal value of information (VoI) problem, where the goal is to sequentially select a set of tests with a minimal cost, so that one can efficiently make the best decision based on the observed outcomes. Existing algorithms…

Artificial Intelligence · Computer Science 2017-07-18 Yuxin Chen , Jean-Michel Renders , Morteza Haghir Chehreghani , Andreas Krause

We consider the problem of learning from noisy data in practical settings where the size of data is too large to store on a single machine. More challenging, the data coming from the wild may contain malicious outliers. To address the…

Machine Learning · Computer Science 2017-01-03 Jiashi Feng , Huan Xu , Shie Mannor

In this work, we consider methods for solving large-scale optimization problems with a possibly nonsmooth objective function. The key idea is to first specify a class of optimization algorithms using a generic iterative scheme involving…

Optimization and Control · Mathematics 2020-02-19 Sebastian Banert , Axel Ringh , Jonas Adler , Johan Karlsson , Ozan Öktem

This article addresses the issue of estimating observation parameters (response and error parameters) in inverse problems. The focus is on cases where regularization is introduced in a Bayesian framework and the prior is modeled by a…

Machine Learning · Statistics 2026-02-13 Jean-François Giovannelli

We study online learning problems in which a decision maker has to take a sequence of decisions subject to $m$ long-term constraints. The goal of the decision maker is to maximize their total reward, while at the same time achieving small…

Machine Learning · Computer Science 2022-09-16 Matteo Castiglioni , Andrea Celli , Alberto Marchesi , Giulia Romano , Nicola Gatti

A key challenge in machine learning is to explain how learning dynamics select among the many solutions that achieve identical loss values in overparameterized models - a phenomenon known as implicit bias. Controlling this bias provides a…

Machine Learning · Computer Science 2026-04-07 Nicola Aladrah , Emanuele Ballarin , Matteo Biagetti , Alessio Ansuini , Alberto d'Onofrio , Fabio Anselmi

A supervised learning approach is proposed for regularization of large inverse problems where the main operator is built from noisy data. This is germane to superresolution imaging via the sampling indicators of the inverse scattering…

Numerical Analysis · Mathematics 2025-08-22 Fatemeh Pourahmadian , Yang Xu