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We consider an online revenue maximization problem over a finite time horizon subject to lower and upper bounds on cost. At each period, an agent receives a context vector sampled i.i.d. from an unknown distribution and needs to make a…

Machine Learning · Computer Science 2021-04-21 Alfonso Lobos , Paul Grigas , Zheng Wen

Recent work in distance metric learning has focused on learning transformations of data that best align with specified pairwise similarity and dissimilarity constraints, often supplied by a human observer. The learned transformations lead…

Machine Learning · Computer Science 2016-10-12 Kristjan Greenewald , Stephen Kelley , Alfred Hero

Recent work in distance metric learning has focused on learning transformations of data that best align with specified pairwise similarity and dissimilarity constraints, often supplied by a human observer. The learned transformations lead…

Machine Learning · Statistics 2017-10-11 Kristjan Greenewald , Stephen Kelley , Brandon Oselio , Alfred O. Hero

Online mirror descent (OMD) and dual averaging (DA) -- two fundamental algorithms for online convex optimization -- are known to have very similar (and sometimes identical) performance guarantees when used with a fixed learning rate. Under…

Machine Learning · Computer Science 2021-09-07 Huang Fang , Nicholas J. A. Harvey , Victor S. Portella , Michael P. Friedlander

The fairness-aware online learning framework has emerged as a potent tool within the context of continuous lifelong learning. In this scenario, the learner's objective is to progressively acquire new tasks as they arrive over time, while…

Machine Learning · Computer Science 2024-02-20 Chen Zhao , Feng Mi , Xintao Wu , Kai Jiang , Latifur Khan , Feng Chen

We consider the problem of distributed online optimization, with a group of learners connected via a dynamic communication graph. The goal of the learners is to track the global minimizer of a sum of time-varying loss functions in a…

Optimization and Control · Mathematics 2021-12-08 Nima Eshraghi , Ben Liang

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…

Machine Learning · Computer Science 2024-10-22 Laurent Orseau , Marcus Hutter

Adaptive gradient algorithms such as ADAGRAD and its variants have gained popularity in the training of deep neural networks. While many works as for adaptive methods have focused on the static regret as a performance metric to achieve a…

Machine Learning · Computer Science 2022-09-07 Parvin Nazari , Esmaile Khorram

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

Online optimization has emerged as powerful tool in large scale optimization. In this pa- per, we introduce efficient online optimization algorithms based on the alternating direction method (ADM), which can solve online convex optimization…

Machine Learning · Computer Science 2013-07-11 Huahua Wang , Arindam Banerjee

We study the problem of uncertainty quantification via prediction sets, in an online setting where the data distribution may vary arbitrarily over time. Recent work develops online conformal prediction techniques that leverage regret…

Machine Learning · Computer Science 2023-02-16 Aadyot Bhatnagar , Huan Wang , Caiming Xiong , Yu Bai

Projection-free online learning has drawn increasing interest due to its efficiency in solving high-dimensional problems with complicated constraints. However, most existing projection-free online methods focus on minimizing the static…

Machine Learning · Computer Science 2023-05-22 Yibo Wang , Wenhao Yang , Wei Jiang , Shiyin Lu , Bing Wang , Haihong Tang , Yuanyu Wan , Lijun Zhang

We study online conformal prediction for non-stationary data streams subject to unknown distribution drift. While most prior work studied this problem under adversarial settings and/or assessed performance in terms of gaps of time-averaged…

Statistics Theory · Mathematics 2026-03-06 Jiadong Liang , Zhimei Ren , Yuxin Chen

We study learning control in an online reset-free lifelong learning scenario, where mistakes can compound catastrophically into the future and the underlying dynamics of the environment may change. Traditional model-free policy learning…

Machine Learning · Computer Science 2020-06-30 Kevin Lu , Igor Mordatch , Pieter Abbeel

We study online active learning for classifying streaming instances within the framework of statistical learning theory. At each time, the learner either queries the label of the current instance or predicts the label based on past seen…

Machine Learning · Computer Science 2020-11-17 Boshuang Huang , Sudeep Salgia , Qing Zhao

Recently, much work has been done on extending the scope of online learning and incremental stochastic optimization algorithms. In this paper we contribute to this effort in two ways: First, based on a new regret decomposition and a…

Machine Learning · Computer Science 2017-09-12 Pooria Joulani , András György , Csaba Szepesvári

Large tensor learning algorithms are typically computationally expensive and require storing a vast amount of data. In this paper, we propose a unified online Riemannian gradient descent (oRGrad) algorithm for tensor learning, which is…

Machine Learning · Statistics 2024-10-23 Jingyang Li , Jian-Feng Cai , Yang Chen , Dong Xia

Nowadays, online learning is an appealing learning paradigm, which is of great interest in practice due to the recent emergence of large scale applications such as online advertising placement and online web ranking. Standard online…

Machine Learning · Computer Science 2019-11-27 Biyi Fang , Diego Klabjan

Online meta-learning is emerging as an enabling technique for achieving edge intelligence in the IoT ecosystem. Nevertheless, to learn a good meta-model for within-task fast adaptation, a single agent alone has to learn over many tasks, and…

Machine Learning · Computer Science 2020-12-22 Sen Lin , Mehmet Dedeoglu , Junshan Zhang

A natural goal when designing online learning algorithms for non-stationary environments is to bound the regret of the algorithm in terms of the temporal variation of the input sequence. Intuitively, when the variation is small, it should…

Machine Learning · Computer Science 2021-12-08 Gautam Goel , Babak Hassibi