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In risk-sensitive learning, one aims to find a hypothesis that minimizes a risk-averse (or risk-seeking) measure of loss, instead of the standard expected loss. In this paper, we propose to study the generalization properties of…

Machine Learning · Statistics 2021-01-05 Jaeho Lee , Sejun Park , Jinwoo Shin

We study the problem of online learning and online regret minimization when samples are drawn from a general unknown non-stationary process. We introduce the concept of a dynamic changing process with cost $K$, where the conditional…

Machine Learning · Computer Science 2023-11-14 Changlong Wu , Ananth Grama , Wojciech Szpankowski

We present a universally consistent learning rule whose expected error is monotone non-increasing with the sample size under every data distribution. The question of existence of such rules was brought up in 1996 by Devroye, Gy\"orfi and…

Machine Learning · Computer Science 2023-05-25 Vladimir Pestov

We investigate learning collections of languages from texts by an inductive inference machine with access to the current datum and a bounded memory in form of states. Such a bounded memory states (BMS) learner is considered successful in…

Formal Languages and Automata Theory · Computer Science 2021-06-18 Timo Kötzing , Karen Seidel

We take a systematic look at the problem of storing whole files in a cache with limited capacity in the context of optimistic learning, where the caching policy has access to a prediction oracle (provided by, e.g., a Neural Network). The…

Machine Learning · Computer Science 2022-11-10 Naram Mhaisen , Abhishek Sinha , Georgios Paschos , Georgios Iosifidis

Designing bounded-memory algorithms is becoming increasingly important nowadays. Previous works studying bounded-memory algorithms focused on proving impossibility results, while the design of bounded-memory algorithms was left relatively…

Machine Learning · Computer Science 2019-10-15 Michal Moshkovitz , Naftali Tishby

We consider the fundamental problem of prediction with expert advice where the experts are "optimizable": there is a black-box optimization oracle that can be used to compute, in constant time, the leading expert in retrospect at any point…

Machine Learning · Computer Science 2016-01-28 Elad Hazan , Tomer Koren

We introduce a novel online multitask setting. In this setting each task is partitioned into a sequence of segments that is unknown to the learner. Associated with each segment is a hypothesis from some hypothesis class. We give algorithms…

Machine Learning · Computer Science 2020-08-18 Mark Herbster , Stephen Pasteris , Lisa Tse

We consider the problem of sequential decision making under uncertainty in which the loss caused by a decision depends on the following binary observation. In competitive on-line learning, the goal is to design decision algorithms that are…

Machine Learning · Computer Science 2007-05-23 Vladimir Vovk

This paper addresses the problem of universal learning under model misspecification with log-loss. In this setting, the learner operates with a hypothesis class of models denoted by $\Theta$, while the true data-generating process belongs…

Information Theory · Computer Science 2026-05-12 Shlomi Vituri , Meir Feder

Recently, several universal methods have been proposed for online convex optimization which can handle convex, strongly convex and exponentially concave cost functions simultaneously. However, most of these algorithms have been designed…

Machine Learning · Computer Science 2023-02-14 Arnold Salas

In online learning, the data is provided in a sequential order, and the goal of the learner is to make online decisions to minimize overall regrets. This note is concerned with continuous-time models and algorithms for several online…

Machine Learning · Statistics 2024-05-20 Lexing Ying

Algorithms for online learning typically require one or more boundedness assumptions: that the domain is bounded, that the losses are Lipschitz, or both. In this paper, we develop a new setting for online learning with unbounded domains and…

Machine Learning · Computer Science 2023-07-18 Andrew Jacobsen , Ashok Cutkosky

In this paper, we study the generalization properties of online learning based stochastic methods for supervised learning problems where the loss function is dependent on more than one training sample (e.g., metric learning, ranking). We…

Machine Learning · Computer Science 2013-05-14 Purushottam Kar , Bharath K Sriperumbudur , Prateek Jain , Harish C Karnick

The disagreement coefficient of Hanneke has become a central data independent invariant in proving active learning rates. It has been shown in various ways that a concept class with low complexity together with a bound on the disagreement…

Machine Learning · Computer Science 2012-06-21 Nir Ailon , Ron Begleiter , Esther Ezra

Most learning algorithms with formal regret guarantees assume that all mistakes are recoverable and essentially rely on trying all possible behaviors. This approach is problematic when some mistakes are "catastrophic", i.e., irreparable. We…

Machine Learning · Computer Science 2025-08-07 Benjamin Plaut , Hanlin Zhu , Stuart Russell

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

In the present era of deep learning, continual learning research is mainly focused on mitigating forgetting when training a neural network with stochastic gradient descent on a non-stationary stream of data. On the other hand, in the more…

Machine Learning · Computer Science 2024-05-30 Soochan Lee , Hyeonseong Jeon , Jaehyeon Son , Gunhee Kim

We present a novel method for convex unconstrained optimization that, without any modifications, ensures: (i) accelerated convergence rate for smooth objectives, (ii) standard convergence rate in the general (non-smooth) setting, and (iii)…

Machine Learning · Computer Science 2018-09-11 Kfir Y. Levy , Alp Yurtsever , Volkan Cevher

How quickly can a given class of concepts be learned from examples? It is common to measure the performance of a supervised machine learning algorithm by plotting its "learning curve", that is, the decay of the error rate as a function of…

Machine Learning · Computer Science 2020-11-10 Olivier Bousquet , Steve Hanneke , Shay Moran , Ramon van Handel , Amir Yehudayoff