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This paper presents early work aiming at the development of a new framework for the design and analysis of algorithms for online learning based prediction and control. Firstly, we consider the task of predicting values of a function or time…

Optimization and Control · Mathematics 2019-03-26 Jan-P. Calliess

The goal of a learner, in standard online learning, is to have the cumulative loss not much larger compared with the best-performing function from some fixed class. Numerous algorithms were shown to have this gap arbitrarily close to zero,…

Machine Learning · Computer Science 2013-03-04 Nina Vaits , Edward Moroshko , Koby Crammer

Contextual online decision-making problems with constraints appear in a wide range of real-world applications, such as adaptive experimental design under safety constraints, personalized recommendation with resource limits, and dynamic…

Machine Learning · Statistics 2025-05-23 Haichen Hu , David Simchi-Levi , Navid Azizan

Online learning holds the promise of enabling efficient long-term credit assignment in recurrent neural networks. However, current algorithms fall short of offline backpropagation by either not being scalable or failing to learn long-range…

Machine Learning · Computer Science 2023-11-08 Nicolas Zucchet , Robert Meier , Simon Schug , Asier Mujika , João Sacramento

In imitation learning, imitators and demonstrators are policies for picking actions given past interactions with the environment. If we run an imitator, we probably want events to unfold similarly to the way they would have if the…

Machine Learning · Computer Science 2022-10-05 Michael K. Cohen , Marcus Hutter , Neel Nanda

Inverse optimization is a powerful paradigm for learning preferences and restrictions that explain the behavior of a decision maker, based on a set of external signal and the corresponding decision pairs. However, most inverse optimization…

Machine Learning · Computer Science 2018-11-05 Chaosheng Dong , Yiran Chen , Bo Zeng

We consider online learning in the model where a learning algorithm can access the class only via the \emph{consistent oracle} -- an oracle, that, at any moment, can give a function from the class that agrees with all examples seen so far.…

Machine Learning · Computer Science 2024-02-08 Alexander Kozachinskiy , Tomasz Steifer

We propose a unifying framework for methods that perform probabilistic online learning in non-stationary environments. We call the framework BONE, which stands for generalised (B)ayesian (O)nline learning in (N)on-stationary (E)nvironments.…

Continuously learning to solve unseen tasks with limited experience has been extensively pursued in meta-learning and continual learning, but with restricted assumptions such as accessible task distributions, independently and identically…

Machine Learning · Computer Science 2020-12-01 Mengdi Xu , Wenhao Ding , Jiacheng Zhu , Zuxin Liu , Baiming Chen , Ding Zhao

We consider the problem of sequential prediction and provide tools to study the minimax value of the associated game. Classical statistical learning theory provides several useful complexity measures to study learning with i.i.d. data. Our…

Machine Learning · Computer Science 2014-08-13 Alexander Rakhlin , Karthik Sridharan , Ambuj Tewari

This paper addresses the problem of online learning in a dynamic setting. We consider a social network in which each individual observes a private signal about the underlying state of the world and communicates with her neighbors at each…

Optimization and Control · Mathematics 2013-10-02 Shahin Shahrampour , Alexander Rakhlin , Ali Jadbabaie

Machine learning researchers and practitioners steadily enlarge the multitude of successful learning models. They achieve this through in-depth theoretical analyses and experiential heuristics. However, there is no known general-purpose…

Computational Complexity · Computer Science 2023-10-18 Matthias C. Caro

We study the decentralized online regularized linear regression algorithm over random time-varying graphs. At each time step, every node runs an online estimation algorithm consisting of an innovation term processing its own new…

Machine Learning · Computer Science 2025-10-02 Xiwei Zhang , Tao Li , Xiaozheng Fu

We analyze an online learning algorithm that adaptively combines outputs of two constituent algorithms (or the experts) running in parallel to model an unknown desired signal. This online learning algorithm is shown to achieve (and in some…

Machine Learning · Computer Science 2012-10-01 Mehmet A. Donmez , Sait Tunc , Suleyman S. Kozat

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

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

Co-adaptation is a special form of on-line learning where an algorithm $\mathcal{A}$ must assist an unknown algorithm $\mathcal{B}$ to perform some task. This is a general framework and has applications in recommendation systems, search,…

Machine Learning · Statistics 2016-12-01 Michael Rabadi

We propose a new model for augmenting algorithms with predictions by requiring that they are formally learnable and instance robust. Learnability ensures that predictions can be efficiently constructed from a reasonable amount of past data.…

Machine Learning · Computer Science 2021-07-05 Thomas Lavastida , Benjamin Moseley , R. Ravi , Chenyang Xu

Online learning represents an important family of machine learning algorithms, in which a learner attempts to resolve an online prediction (or any type of decision-making) task by learning a model/hypothesis from a sequence of data…

Machine Learning · Computer Science 2018-10-23 Steven C. H. Hoi , Doyen Sahoo , Jing Lu , Peilin Zhao

We formalize the problem of online learning-unlearning, where a model is updated sequentially in an online setting while accommodating unlearning requests between updates. After a data point is unlearned, all subsequent outputs must be…

Machine Learning · Computer Science 2025-05-14 Yaxi Hu , Bernhard Schölkopf , Amartya Sanyal