English
Related papers

Related papers: Online Minimax Multiobjective Optimization: Multic…

200 papers

We introduce and study Swap Agnostic Learning. The problem can be phrased as a game between a predictor and an adversary: first, the predictor selects a hypothesis $h$; then, the adversary plays in response, and for each level set of the…

Machine Learning · Computer Science 2024-01-23 Parikshit Gopalan , Michael P. Kim , Omer Reingold

In many sequential decision making applications, the change of decision would bring an additional cost, such as the wear-and-tear cost associated with changing server status. To control the switching cost, we introduce the problem of online…

Machine Learning · Computer Science 2021-03-23 Guanghui Wang , Yuanyu Wan , Tianbao Yang , Lijun Zhang

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

We address learning Nash equilibria in convex games under the payoff information setting. We consider the case in which the game pseudo-gradient is monotone but not necessarily strictly monotone. This relaxation of strict monotonicity…

Optimization and Control · Mathematics 2023-08-17 Tatiana Tatarenko , Maryam Kamgarpour

While ERM suffices to attain near-optimal generalization error in the stochastic learning setting, this is not known to be the case in the online learning setting, where algorithms for general concept classes rely on computationally…

Machine Learning · Computer Science 2023-07-11 Angelos Assos , Idan Attias , Yuval Dagan , Constantinos Daskalakis , Maxwell Fishelson

Regret minimization is treated as the golden rule in the traditional study of online learning. However, regret minimization algorithms tend to converge to the static optimum, thus being suboptimal for changing environments. To address this…

Machine Learning · Computer Science 2020-02-07 Lijun Zhang , Shiyin Lu , Tianbao Yang

The minmax regret problem for combinatorial optimization under uncertainty can be viewed as a zero-sum game played between an optimizing player and an adversary, where the optimizing player selects a solution and the adversary selects costs…

Discrete Mathematics · Computer Science 2014-09-23 Andrew Mastin , Patrick Jaillet , Sang Chin

Minimax optimization has been central in addressing various applications in machine learning, game theory, and control theory. Prior literature has thus far mainly focused on studying such problems in the continuous domain, e.g.,…

Optimization and Control · Mathematics 2021-11-03 Arman Adibi , Aryan Mokhtari , Hamed Hassani

We revisit Blackwell's celebrated approachability problem which considers a repeated vector-valued game between a player and an adversary. Motivated by settings in which the action set of the player or adversary (or both) is difficult to…

Optimization and Control · Mathematics 2025-06-17 Dan Garber , Mhna Massalha

Multiple kernel learning is a type of multiview learning that combines different data modalities by capturing view-specific patterns using kernels. Although supervised multiple kernel learning has been extensively studied, until recently,…

Machine Learning · Computer Science 2019-09-11 Seojin Bang , Yaoliang Yu , Wei Wu

Learning from repeated play in a fixed two-player zero-sum game is a classic problem in game theory and online learning. We consider a variant of this problem where the game payoff matrix changes over time, possibly in an adversarial…

Machine Learning · Computer Science 2022-02-01 Mengxiao Zhang , Peng Zhao , Haipeng Luo , Zhi-Hua Zhou

In this paper, we investigate the framework of Online Convex Optimization (OCO) for online learning. OCO offers a very powerful online learning framework for many applications. In this context, we study a specific framework of OCO called…

Machine Learning · Computer Science 2022-11-01 Deepan Muthirayan , Jianjun Yuan , Pramod P. Khargonekar

We consider regret minimization in repeated games with non-convex loss functions. Minimizing the standard notion of regret is computationally intractable. Thus, we define a natural notion of regret which permits efficient optimization and…

Machine Learning · Computer Science 2017-11-06 Elad Hazan , Karan Singh , Cyril Zhang

Despite the considerable success enjoyed by machine learning techniques in practice, numerous studies demonstrated that many approaches are vulnerable to attacks. An important class of such attacks involves adversaries changing features at…

Machine Learning · Computer Science 2018-06-07 Liang Tong , Sixie Yu , Scott Alfeld , Yevgeniy Vorobeychik

In many quantum tasks, there is an unknown quantum object that one wishes to learn. An online strategy for this task involves adaptively refining a hypothesis to reproduce such an object or its measurement statistics. A common evaluation…

Quantum Physics · Physics 2025-11-25 Akshay Bansal , Ian George , Soumik Ghosh , Jamie Sikora , Alice Zheng

Online learning is the process of answering a sequence of questions based on the correct answers to the previous questions. It is studied in many research areas such as game theory, information theory and machine learning. There are two…

Machine Learning · Computer Science 2019-03-27 Ankit Sharma , Late C. A. Murthy

We investigate online convex optimization in non-stationary environments and choose dynamic regret as the performance measure, defined as the difference between cumulative loss incurred by the online algorithm and that of any feasible…

Machine Learning · Computer Science 2024-04-09 Peng Zhao , Yu-Jie Zhang , Lijun Zhang , Zhi-Hua Zhou

Many meta-learning approaches for few-shot learning rely on simple base learners such as nearest-neighbor classifiers. However, even in the few-shot regime, discriminatively trained linear predictors can offer better generalization. We…

Computer Vision and Pattern Recognition · Computer Science 2019-04-24 Kwonjoon Lee , Subhransu Maji , Avinash Ravichandran , Stefano Soatto

Convex optimization with feedback is a framework where a learner relies on iterative queries and feedback to arrive at the minimizer of a convex function. It has gained considerable popularity thanks to its scalability in large-scale…

Machine Learning · Statistics 2021-10-26 Jiaming Xu , Kuang Xu , Dana Yang

We consider a lifelong learning scenario in which a learner faces a neverending and arbitrary stream of facts and has to decide which ones to retain in its limited memory. We introduce a mathematical model based on the online learning…

Machine Learning · Computer Science 2022-01-13 Robi Bhattacharjee , Gaurav Mahajan