Related papers: Online Learning with Primary and Secondary Losses
Online learning is a powerful tool for analyzing iterative algorithms. However, the classic adversarial setup sometimes fails to capture certain regularity in online problems in practice. Motivated by this, we establish a new setup, called…
Reinforcement learning agents have been mostly developed and evaluated under the assumption that they will operate in a fully autonomous manner -- they will take all actions. In this work, our goal is to develop algorithms that, by learning…
With advances in generative AI, decision-making agents can now dynamically create new actions during online learning, but action generation typically incurs costs that must be balanced against potential benefits. We study an online learning…
One of the main strengths of online algorithms is their ability to adapt to arbitrary data sequences. This is especially important in nonparametric settings, where performance is measured against rich classes of comparator functions that…
Motivated by the predictable nature of real-life in data streams, we study online regression when the learner has access to predictions about future examples. In the extreme case, called transductive online learning, the sequence of…
We study how we can adapt a predictor to a non-stationary environment with advises from multiple experts. We study the problem under complete feedback when the best expert changes over time from a decision theoretic point of view. Proposed…
For each of $T$ time steps, $m$ experts report probability distributions over $n$ outcomes; we wish to learn to aggregate these forecasts in a way that attains a no-regret guarantee. We focus on the fundamental and practical aggregation…
We study the multiclass online learning problem where a forecaster makes a sequence of predictions using the advice of $n$ experts. Our main contribution is to analyze the regime where the best expert makes at most $b$ mistakes and to show…
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…
In this paper we study the mincut problem in the online setting. We consider two distinct models: A) competitive analysis and B) regret analysis. In the competitive setting we consider the vertex arrival model; whenever a new vertex arrives…
We extend and combine several tools of the literature to design fast, adaptive, anytime and scale-free online learning algorithms. Scale-free regret bounds must scale linearly with the maximum loss, both toward large losses and toward very…
Online learning is a powerful tool for analyzing iterative algorithms. However, the classic adversarial setup sometimes fails to capture certain regularity in online problems in practice. Motivated by this, we establish a new setup, called…
We consider revenue maximization in online auction/pricing problems. A seller sells an identical item in each period to a new buyer, or a new set of buyers. For the online posted pricing problem, we show regret bounds that scale with the…
This paper introduces \textit{online bilevel optimization} in which a sequence of time-varying bilevel problems is revealed one after the other. We extend the known regret bounds for online single-level algorithms to the bilevel setting.…
We study a variant of prediction with expert advice where the learner's action at round $t$ is only allowed to depend on losses on a specific subset of the rounds (where the structure of which rounds' losses are visible at time $t$ is…
We address the problem of learning in an online setting where the learner repeatedly observes features, selects among a set of actions, and receives reward for the action taken. We provide the first efficient algorithm with an optimal…
Algorithmic recourse provides explanations that help users overturn an unfavorable decision by a machine learning system. But so far very little attention has been paid to whether providing recourse is beneficial or not. We introduce an…
Much of the work in online learning focuses on the study of sublinear upper bounds on the regret. In this work, we initiate the study of best-case lower bounds in online convex optimization, wherein we bound the largest improvement an…
Policy learning algorithms are widely used in areas such as personalized medicine and advertising to develop individualized treatment regimes. However, most methods force a decision even when predictions are uncertain, which is risky in…
We consider online convex optimization when a number k of data points are outliers that may be corrupted. We model this by introducing the notion of robust regret, which measures the regret only on rounds that are not outliers. The aim for…