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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

We build a theoretical framework for designing and understanding practical meta-learning methods that integrates sophisticated formalizations of task-similarity with the extensive literature on online convex optimization and sequential…

Machine Learning · Computer Science 2019-12-10 Mikhail Khodak , Maria-Florina Balcan , Ameet Talwalkar

We study online learning problems in which a decision maker has to take a sequence of decisions subject to $m$ long-term constraints. The goal of the decision maker is to maximize their total reward, while at the same time achieving small…

Machine Learning · Computer Science 2022-09-16 Matteo Castiglioni , Andrea Celli , Alberto Marchesi , Giulia Romano , Nicola Gatti

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 online meta-learning framework is designed for the continual lifelong learning setting. It bridges two fields: meta-learning which tries to extract prior knowledge from past tasks for fast learning of future tasks, and online-learning…

Machine Learning · Computer Science 2020-02-20 Zhenxun Zhuang , Yunlong Wang , Kezi Yu , Songtao Lu

We study the problem of online learning (OL) from revealed preferences: a learner wishes to learn a non-strategic agent's private utility function through observing the agent's utility-maximizing actions in a changing environment. We adopt…

Optimization and Control · Mathematics 2021-06-07 Violet Xinying Chen , Fatma Kılınç-Karzan

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

We investigate online convex optimization in changing environments, and choose the adaptive regret as the performance measure. The goal is to achieve a small regret over every interval so that the comparator is allowed to change over time.…

Machine Learning · Computer Science 2019-06-18 Lijun Zhang , Tie-Yan Liu , Zhi-Hua Zhou

We study the problem of uncertainty quantification via prediction sets, in an online setting where the data distribution may vary arbitrarily over time. Recent work develops online conformal prediction techniques that leverage regret…

Machine Learning · Computer Science 2023-02-16 Aadyot Bhatnagar , Huan Wang , Caiming Xiong , Yu Bai

Practical online learning tasks are often naturally defined on unconstrained domains, where optimal algorithms for general convex losses are characterized by the notion of comparator adaptivity. In this paper, we design such algorithms in…

Machine Learning · Computer Science 2022-10-13 Zhiyu Zhang , Ashok Cutkosky , Ioannis Ch. Paschalidis

Data sets for fairness relevant tasks can lack examples or be biased according to a specific label in a sensitive attribute. We demonstrate the usefulness of weight based meta-learning approaches in such situations. For models that can be…

Machine Learning · Computer Science 2019-11-12 Dylan Slack , Sorelle Friedler , Emile Givental

Nowadays, online learning is an appealing learning paradigm, which is of great interest in practice due to the recent emergence of large scale applications such as online advertising placement and online web ranking. Standard online…

Machine Learning · Computer Science 2019-11-27 Biyi Fang , Diego Klabjan

Online learning and model reference adaptive control have many interesting intersections. One area where they differ however is in how the algorithms are analyzed and what objective or metric is used to discriminate "good" algorithms from…

Systems and Control · Electrical Eng. & Systems 2025-01-24 Travis E. Gibson , Sawal Acharya

In the setting of online learning, Implicit algorithms turn out to be highly successful from a practical standpoint. However, the tightest regret analyses only show marginal improvements over Online Mirror Descent. In this work, we shed…

Machine Learning · Computer Science 2020-11-10 Nicolò Campolongo , Francesco Orabona

Current online learning methods suffer issues such as lower convergence rates and limited capability to select important features compared to their offline counterparts. In this paper, a novel framework for online learning based on running…

Machine Learning · Statistics 2024-10-15 Lizhe Sun , Mingyuan Wang , Siquan Zhu , Adrian Barbu

Non-stationary online learning has drawn much attention in recent years. In particular, dynamic regret and adaptive regret are proposed as two principled performance measures for online convex optimization in non-stationary environments. To…

Machine Learning · Computer Science 2025-09-10 Peng Zhao , Yan-Feng Xie , Lijun Zhang , Zhi-Hua Zhou

To imitate the ability of keeping learning of human, continual learning which can learn from a never-ending data stream has attracted more interests recently. In all settings, the online class incremental learning (OCIL), where incoming…

Computer Vision and Pattern Recognition · Computer Science 2023-10-20 Guoqiang Liang , Zhaojie Chen , Zhaoqiang Chen , Shiyu Ji , Yanning Zhang

Data-driven learning algorithms are employed in many online applications, in which data become available over time, like network monitoring, stock price prediction, job applications, etc. The underlying data distribution might evolve over…

Machine Learning · Computer Science 2021-08-16 Vasileios Iosifidis , Wenbin Zhang , Eirini Ntoutsi

This paper considers the stability of online learning algorithms and its implications for learnability (bounded regret). We introduce a novel quantity called {\em forward regret} that intuitively measures how good an online learning…

Machine Learning · Computer Science 2012-11-28 Ankan Saha , Prateek Jain , Ambuj Tewari

As Artificial Intelligence (AI) is used in more applications, the need to consider and mitigate biases from the learned models has followed. Most works in developing fair learning algorithms focus on the offline setting. However, in many…

Machine Learning · Computer Science 2021-08-24 Wenbin Zhang , Albert Bifet , Xiangliang Zhang , Jeremy C. Weiss , Wolfgang Nejdl