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We study the problem of learning the objective functions or constraints of a multiobjective decision making model, based on a set of sequentially arrived decisions. In particular, these decisions might not be exact and possibly carry…

Machine Learning · Computer Science 2022-12-27 Chaosheng Dong , Yijia Wang , Bo Zeng

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

In statistical learning, algorithms for model selection allow the learner to adapt to the complexity of the best hypothesis class in a sequence. We ask whether similar guarantees are possible for contextual bandit learning.

Machine Learning · Computer Science 2020-06-22 Dylan J. Foster , Akshay Krishnamurthy , Haipeng Luo

Online learning algorithms for dynamical systems provide finite time guarantees for control in the presence of sequentially revealed cost functions. We pose the classical linear quadratic tracking problem in the framework of online…

Systems and Control · Electrical Eng. & Systems 2024-10-18 Aren Karapetyan , Diego Bolliger , Anastasios Tsiamis , Efe C. Balta , John Lygeros

Recent work has extended the theoretical analysis of boosting algorithms to multiclass problems and to online settings. However, the multiclass extension is in the batch setting and the online extensions only consider binary classification.…

Machine Learning · Statistics 2018-02-27 Young Hun Jung , Jack Goetz , Ambuj Tewari

Classification involves the learning of the mapping function that associates input samples to corresponding target label. There are two major categories of classification problems: Single-label classification and Multi-label classification.…

Machine Learning · Computer Science 2016-09-06 Meng Joo Er , Rajasekar Venkatesan , Ning Wang

Can a machine learn Machine Learning? This work trains a machine learning model to solve machine learning problems from a University undergraduate level course. We generate a new training set of questions and answers consisting of course…

Machine Learning · Computer Science 2021-07-06 Sunny Tran , Pranav Krishna , Ishan Pakuwal , Prabhakar Kafle , Nikhil Singh , Jayson Lynch , Iddo Drori

The vast majority of optimization and online learning algorithms today require some prior information about the data (often in the form of bounds on gradients or on the optimal parameter value). When this information is not available, these…

Machine Learning · Computer Science 2017-06-07 Ashok Cutkosky , Kwabena Boahen

We propose a general framework for studying adaptive regret bounds in the online learning framework, including model selection bounds and data-dependent bounds. Given a data- or model-dependent bound we ask, "Does there exist some algorithm…

Machine Learning · Computer Science 2020-02-14 Dylan J. Foster , Alexander Rakhlin , Karthik Sridharan

This paper considers a variant of the online paging problem, where the online algorithm has access to multiple predictors, each producing a sequence of predictions for the page arrival times. The predictors may have occasional prediction…

Data Structures and Algorithms · Computer Science 2020-11-20 Yuval Emek , Shay Kutten , Yangguang Shi

We present methods for online linear optimization that take advantage of benign (as opposed to worst-case) sequences. Specifically if the sequence encountered by the learner is described well by a known "predictable process", the algorithms…

Machine Learning · Statistics 2014-05-27 Alexander Rakhlin , Karthik Sridharan

Online sequence prediction is the problem of predicting the next element of a sequence given previous elements. This problem has been extensively studied in the context of individual sequence prediction, where no prior assumptions are made…

Machine Learning · Computer Science 2012-06-22 Elad Eban , Aharon Birnbaum , Shai Shalev-Shwartz , Amir Globerson

We investigate online nonlinear regression with continually running recurrent neural network networks (RNNs), i.e., RNN-based online learning. For RNN-based online learning, we introduce an efficient first-order training algorithm that…

Machine Learning · Computer Science 2021-06-01 N. Mert Vural , Selim F. Yilmaz , Fatih Ilhan , Suleyman S. Kozat

We study the problem of online learning in adversarial bandit problems under a partial observability model called off-policy feedback. In this sequential decision making problem, the learner cannot directly observe its rewards, but instead…

Machine Learning · Computer Science 2022-07-20 Germano Gabbianelli , Matteo Papini , Gergely Neu

The machine learning formulation of online learning is incomplete from a systems theoretic perspective. Typically, machine learning research emphasizes domains and tasks, and a problem solving worldview. It focuses on algorithm parameters,…

Machine Learning · Computer Science 2024-04-08 Anli du Preez , Peter A. Beling , Tyler Cody

We consider the general problem of learning a predictor that satisfies multiple objectives of interest simultaneously, a broad framework that captures a range of specific learning goals including calibration, regret, and multiaccuracy. We…

Machine Learning · Computer Science 2026-02-17 Jivat Neet Kaur , Isaac Gibbs , Michael I. Jordan

There is no free lunch, no single learning algorithm that will outperform other algorithms on all data. In practice different approaches are tried and the best algorithm selected. An alternative solution is to build new algorithms on demand…

Machine Learning · Computer Science 2018-06-19 Włodzisław Duch , Karol Grudzińsk

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

A natural optimization model that formulates many online resource allocation and revenue management problems is the online linear program (LP) in which the constraint matrix is revealed column by column along with the corresponding…

Data Structures and Algorithms · Computer Science 2014-04-10 Shipra Agrawal , Zizhuo Wang , Yinyu Ye

Continual learning is essential for all real-world applications, as frozen pre-trained models cannot effectively deal with non-stationary data distributions. The purpose of this study is to review the state-of-the-art methods that allow…

Machine Learning · Computer Science 2022-02-28 Khadija Shaheen , Muhammad Abdullah Hanif , Osman Hasan , Muhammad Shafique