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We consider prediction with expert advice for strongly convex and bounded losses, and investigate trade-offs between regret and "variance" (i.e., squared difference of learner's predictions and best expert predictions). With $K$ experts,…

Machine Learning · Computer Science 2022-06-07 Dirk van der Hoeven , Nikita Zhivotovskiy , Nicolò Cesa-Bianchi

We consider the problem of online learning where the sequence of actions played by the learner must adhere to an unknown safety constraint at every round. The goal is to minimize regret with respect to the best safe action in hindsight…

Machine Learning · Computer Science 2024-03-08 Karthik Sridharan , Seung Won Wilson Yoo

A central capability of intelligent systems is the ability to continuously build upon previous experiences to speed up and enhance learning of new tasks. Two distinct research paradigms have studied this question. Meta-learning views this…

Machine Learning · Computer Science 2019-07-05 Chelsea Finn , Aravind Rajeswaran , Sham Kakade , Sergey Levine

Online learning constitutes a mathematical and compelling framework to analyze sequential decision making problems in adversarial environments. The learner repeatedly chooses an action, the environment responds with an outcome, and then the…

Machine Learning · Computer Science 2012-10-05 Mehrdad Mahdavi , Tianbao Yang , Rong Jin

The online meta-learning framework has arisen as a powerful tool for the continual lifelong learning setting. The goal for an agent is to quickly learn new tasks by drawing on prior experience, while it faces with tasks one after another.…

Machine Learning · Computer Science 2021-09-30 Parvin Nazari , Esmaile Khorram

This paper presents a novel optimization method for maximizing generalization over tasks in meta-learning. The goal of meta-learning is to learn a model for an agent adapting rapidly when presented with previously unseen tasks. Tasks are…

Machine Learning · Computer Science 2018-10-19 Amir Erfan Eshratifar , David Eigen , Massoud Pedram

We build a theoretical framework for designing and understanding practical meta-learning methods that integrates sophisticated formalizations of task-similarity with the extensive literature on online convex optimization and sequential…

Machine Learning · Computer Science 2019-12-10 Mikhail Khodak , Maria-Florina Balcan , Ameet Talwalkar

A key challenge in online learning is that classical algorithms can be slow to adapt to changing environments. Recent studies have proposed "meta" algorithms that convert any online learning algorithm to one that is adaptive to changing…

Machine Learning · Statistics 2017-11-08 Kwang-Sung Jun , Francesco Orabona , Stephen Wright , Rebecca Willett

In online convex optimization it is well known that certain subclasses of objective functions are much easier than arbitrary convex functions. We are interested in designing adaptive methods that can automatically get fast rates in as many…

Machine Learning · Computer Science 2021-08-31 Tim van Erven , Wouter M. Koolen

We consider an online two-stage stochastic optimization with long-term constraints over a finite horizon of $T$ periods. At each period, we take the first-stage action, observe a model parameter realization and then take the second-stage…

Machine Learning · Computer Science 2024-05-21 Jiashuo Jiang

Maintaining predictive accuracy in non-stationary environments requires online model selection to adapt autonomously to unknown distribution shifts. However, existing tuning-free algorithms face a fundamental trade-off between robustness…

Machine Learning · Computer Science 2026-05-27 Kei Takemura , Ryuta Matsuno , Keita Sakuma

In this work we provide provable regret guarantees for an online meta-learning control algorithm in an iterative control setting, where in each iteration the system to be controlled is a linear deterministic system that is different and…

Machine Learning · Computer Science 2022-02-07 Deepan Muthirayan , Pramod Khargonekar

In this paper we provide provable regret guarantees for an online meta-learning receding horizon control algorithm in an iterative control setting. We consider the setting where, in each iteration the system to be controlled is a linear…

Systems and Control · Electrical Eng. & Systems 2022-11-02 Deepan Muthirayan , Pramod P. Khargonekar

Meta-learning leverages related source tasks to learn an initialization that can be quickly fine-tuned to a target task with limited labeled examples. However, many popular meta-learning algorithms, such as model-agnostic meta-learning…

Machine Learning · Statistics 2020-03-24 Diana Cai , Rishit Sheth , Lester Mackey , Nicolo Fusi

We consider an online two-stage stochastic optimization with long-term constraints over a finite horizon of $T$ periods. At each period, we take the first-stage action, observe a model parameter realization and then take the second-stage…

Machine Learning · Computer Science 2024-01-03 Piao Hu , Jiashuo Jiang , Guodong Lyu , Hao Su

Given any increasing sequence of norms $\|\cdot\|_0,\dots,\|\cdot\|_{T-1}$, we provide an online convex optimization algorithm that outputs points $w_t$ in some domain $W$ in response to convex losses $\ell_t:W\to \mathbb{R}$ that…

Machine Learning · Computer Science 2020-02-11 Ashok Cutkosky

Meta-learning stands for 'learning to learn' such that generalization to new tasks is achieved. Among these methods, Gradient-based meta-learning algorithms are a specific sub-class that excel at quick adaptation to new tasks with limited…

Machine Learning · Computer Science 2020-10-20 Jathushan Rajasegaran , Salman Khan , Munawar Hayat , Fahad Shahbaz Khan , Mubarak Shah

Gradient-based learning in multi-agent systems is difficult because the gradient derives from a first-order model which does not account for the interaction between agents' learning processes. LOLA (arXiv:1709.04326) accounts for this by…

Machine Learning · Computer Science 2023-12-12 Tim Cooijmans , Milad Aghajohari , Aaron Courville

In this paper, we consider the problem of finding a meta-learning online control algorithm that can learn across the tasks when faced with a sequence of $N$ (similar) control tasks. Each task involves controlling a linear dynamical system…

Machine Learning · Computer Science 2022-08-23 Deepan Muthirayan , Dileep Kalathil , Pramod P. Khargonekar

We study online learning with bandit feedback across multiple tasks, with the goal of improving average performance across tasks if they are similar according to some natural task-similarity measure. As the first to target the adversarial…

Machine Learning · Computer Science 2022-05-30 Maria-Florina Balcan , Keegan Harris , Mikhail Khodak , Zhiwei Steven Wu
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