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In this book, I introduce the basic concepts of Online Learning through the modern view of Online Convex Optimization. Here, online learning refers to the framework of regret minimization under worst-case assumptions. I present first-order…

Machine Learning · Computer Science 2026-04-28 Francesco Orabona

When machine learning systems meet real world applications, accuracy is only one of several requirements. In this paper, we assay a complementary perspective originating from the increasing availability of pre-trained and regularly…

Advanced classification algorithms are being increasingly used in safety-critical applications like health-care, engineering, etc. In such applications, miss-classifications made by ML algorithms can result in substantial financial or…

Machine Learning · Computer Science 2024-12-06 Disha Ghandwani , Neeraj Sarna , Yuanyuan Li , Yang Lin

In recent years, functional linear models have attracted growing attention in statistics and machine learning, with the aim of recovering the slope function or its functional predictor. This paper considers online regularized learning…

Machine Learning · Statistics 2022-11-28 Yuan Mao , Zheng-Chu Guo

We consider the problem of online prediction for an unknown, non-explosive linear stochastic system. With a known system model, the optimal predictor is the celebrated Kalman filter. In the case of unknown systems, existing approaches based…

Machine Learning · Computer Science 2025-05-15 Jiachen Qian , Yang Zheng

Datasets with sheer volume have been generated from fields including computer vision, medical imageology, and astronomy whose large-scale and high-dimensional properties hamper the implementation of classical statistical models. To tackle…

Statistics Theory · Mathematics 2023-05-30 Hang Yu , Zhenxing Dou , Zhiwei Chen , Xiaomeng Yan

Offline reinforcement-learning (RL) algorithms learn to make decisions using a given, fixed training dataset without online data collection. This problem setting is captivating because it holds the promise of utilizing previously collected…

Machine Learning · Computer Science 2022-12-07 Dan Elbaz , Gal Novik , Oren Salzman

Offline reinforcement learning (RL) allows for the training of competent agents from offline datasets without any interaction with the environment. Online finetuning of such offline models can further improve performance. But how should we…

Machine Learning · Computer Science 2023-03-31 Yicheng Luo , Jackie Kay , Edward Grefenstette , Marc Peter Deisenroth

Training large language models with data collected from various domains can improve their performance on downstream tasks. However, given a fixed training budget, the sampling proportions of these different domains significantly impact the…

Computation and Language · Computer Science 2025-05-29 Yajiao Liu , Congliang Chen , Junchi Yang , Ruoyu Sun

Spurred by the enthusiasm surrounding the "Big Data" paradigm, the mathematical and algorithmic tools of online optimization have found widespread use in problems where the trade-off between data exploration and exploitation plays a…

Machine Learning · Computer Science 2018-04-18 E. Veronica Belmega , Panayotis Mertikopoulos , Romain Negrel , Luca Sanguinetti

Modern applications require methods that are computationally feasible on large datasets but also preserve statistical efficiency. Frequently, these two concerns are seen as contradictory: approximation methods that enable computation are…

Methodology · Statistics 2021-06-11 Darren Homrighausen , Daniel J. McDonald

Online Passive-Aggressive (PA) learning is a class of online margin-based algorithms suitable for a wide range of real-time prediction tasks, including classification and regression. PA algorithms are formulated in terms of deterministic…

Machine Learning · Statistics 2015-09-09 Arnold Salas , Stephen J. Roberts , Michael A. Osborne

Machine learning algorithms have become indispensable in today's world. They support and accelerate the way we make decisions based on the data at hand. This acceleration means that data structures that were valid at one moment could no…

Machine Learning · Computer Science 2025-02-11 Cedric Kulbach , Lucas Cazzonelli , Hoang-Anh Ngo , Minh-Huong Le-Nguyen , Albert Bifet

Least squares estimation, a regression technique based on minimisation of residuals, has been invaluable in bringing the best fit solutions to parameters in science and engineering. However, in dynamic environments such as in Geomatics…

Computational Engineering, Finance, and Science · Computer Science 2018-04-17 C. P. E. Agbachi

Real-world intelligence systems usually operate by combining offline learning and online adaptation with highly correlated and non-stationary system data or signals, which, however, has rarely been investigated theoretically in the…

Machine Learning · Computer Science 2025-12-02 Haizheng Li , Lei Guo

Most machine learning techniques are based upon statistical learning theory, often simplified for the sake of computing speed. This paper is focused on the uncertainty aspect of mathematical modeling in machine learning. Regression analysis…

Machine Learning · Computer Science 2022-06-07 Valentin Arkov

Retrieval-augmented language models (RALMs) hold promise to produce language understanding systems that are are factual, efficient, and up-to-date. An important desideratum of RALMs, is that retrieved information helps model performance…

Computation and Language · Computer Science 2024-05-07 Ori Yoran , Tomer Wolfson , Ori Ram , Jonathan Berant

The optimization of Artificial Neural Networks (ANNs) is an important task to the success of using these models in real-world applications. The solutions adopted to this task are expensive in general, involving trial-and-error procedures or…

Neural and Evolutionary Computing · Computer Science 2021-09-29 Tarsicio Lucas , Teresa Ludermir , Ricardo Prudencio , Carlos Soares

Predicting the performance of an optimization algorithm on a new problem instance is crucial in order to select the most appropriate algorithm for solving that problem instance. For this purpose, recent studies learn a supervised machine…

Machine Learning · Computer Science 2022-03-23 Risto Trajanov , Stefan Dimeski , Martin Popovski , Peter Korošec , Tome Eftimov

When training predictive models on data with missing entries, the most widely used and versatile approach is a pipeline technique where we first impute missing entries and then compute predictions. In this paper, we view prediction with…

Machine Learning · Computer Science 2025-02-25 Dimitris Bertsimas , Arthur Delarue , Jean Pauphilet