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We study the multiclass online learning problem where a forecaster makes a sequence of predictions using the advice of $n$ experts. Our main contribution is to analyze the regime where the best expert makes at most $b$ mistakes and to show…

Machine Learning · Computer Science 2022-10-12 Simina Brânzei , Yuval Peres

We investigate the problem of cumulative regret minimization for individual sequence prediction with respect to the best expert in a finite family of size K under limited access to information. We assume that in each round, the learner can…

Statistics Theory · Mathematics 2022-10-06 El Mehdi Saad , G. Blanchard

Consider the domain of multiclass classification within the adversarial online setting. What is the price of relying on bandit feedback as opposed to full information? To what extent can an adaptive adversary amplify the loss compared to an…

Machine Learning · Computer Science 2024-02-13 Yuval Filmus , Steve Hanneke , Idan Mehalel , Shay Moran

We prove non-asymptotic lower bounds on the expectation of the maximum of $d$ independent Gaussian variables and the expectation of the maximum of $d$ independent symmetric random walks. Both lower bounds recover the optimal leading…

Machine Learning · Statistics 2015-11-09 Francesco Orabona , David Pal

In the random-order model for online learning, the sequence of losses is chosen upfront by an adversary and presented to the learner after a random permutation. Any random-order input is \emph{asymptotically} equivalent to a stochastic…

Machine Learning · Computer Science 2025-10-06 Martino Bernasconi , Andrea Celli , Riccardo Colini-Baldeschi , Federico Fusco , Stefano Leonardi , Matteo Russo

We consider online and PAC learning of Littlestone classes subject to the constraint of approximate differential privacy. Our main result is a private learner to online-learn a Littlestone class with a mistake bound of…

Machine Learning · Statistics 2025-10-02 Xin Lyu

We study model selection in linear bandits, where the learner must adapt to the dimension (denoted by $d_\star$) of the smallest hypothesis class containing the true linear model while balancing exploration and exploitation. Previous papers…

Machine Learning · Statistics 2022-03-17 Yinglun Zhu , Robert Nowak

We revisit the problem of private online learning, in which a learner receives a sequence of $T$ data points and has to respond at each time-step a hypothesis. It is required that the entire stream of output hypotheses should satisfy…

Machine Learning · Computer Science 2025-11-11 Bo Li , Wei Wang , Peng Ye

Hu and Mehta (2024) posed an open problem: what is the optimal instance-dependent rate for the stochastic decision-theoretic online learning (with $K$ actions and $T$ rounds) under $\varepsilon$-differential privacy? Before, the best known…

Machine Learning · Computer Science 2025-06-19 Ruihan Wu , Yu-Xiang Wang

Decision tree learning has long been a central topic in theoretical computer science, driven by its practical importance. A fundamental and widely used method for decision tree construction is the top-down greedy heuristic, which…

Machine Learning · Computer Science 2026-05-14 Arshia Soltani Moakahr , Faraz Ghahremani , Kiarash Banihashem , MohammadTaghi Hajiaghayi

We revisit the study of optimal regret rates in bandit combinatorial optimization---a fundamental framework for sequential decision making under uncertainty that abstracts numerous combinatorial prediction problems. We prove that the…

Machine Learning · Computer Science 2017-02-27 Alon Cohen , Tamir Hazan , Tomer Koren

We propose a distributionally robust approach to learning hyperparameters for first-order methods in convex optimization. Given a dataset of problem instances, we minimize a Wasserstein distributionally robust version of the performance…

Machine Learning · Computer Science 2026-05-08 Vinit Ranjan , Jisun Park , Bartolomeo Stellato

We present an algorithm for the statistical learning setting with a bounded exp-concave loss in $d$ dimensions that obtains excess risk $O(d \log(1/\delta)/n)$ with probability at least $1 - \delta$. The core technique is to boost the…

Machine Learning · Computer Science 2016-10-17 Nishant A. Mehta

We consider online learning problems in the realizable setting, where there is a zero-loss solution, and propose new Differentially Private (DP) algorithms that obtain near-optimal regret bounds. For the problem of online prediction from…

Machine Learning · Computer Science 2023-03-01 Hilal Asi , Vitaly Feldman , Tomer Koren , Kunal Talwar

We introduce the $\texttt{$k$-experts}$ problem - a generalization of the classic Prediction with Expert's Advice framework. Unlike the classic version, where the learner selects exactly one expert from a pool of $N$ experts at each round,…

Information Theory · Computer Science 2022-02-18 Samrat Mukhopadhyay , Sourav Sahoo , Abhishek Sinha

Following a line of work that takes advantage of vast machine-learned data to enhance online algorithms with (possibly erroneous) information about future inputs, we consider predictions in the context of deterministic algorithms for the…

Data Structures and Algorithms · Computer Science 2025-02-17 Christodoulos Karavasilis

We investigate the problem of minimizing the excess generalization error with respect to the best expert prediction in a finite family in the stochastic setting, under limited access to information. We assume that the learner only has…

Statistics Theory · Mathematics 2021-10-28 El Mehdi Saad , Gilles Blanchard

We study the problem of reconstructing an unknown point in $\mathbb{R}^d$ from approximate linear queries. This setting arises naturally in applications ranging from low-dimensional remote sensing and signal recovery to high-dimensional…

Machine Learning · Computer Science 2026-05-20 Yuval Filmus , Shay Moran , Elizaveta Nesterova

We define an online learning and optimization problem with discrete and irreversible decisions contributing toward a coverage target. In each period, a decision-maker selects facilities to open, receives information on the success of each…

Machine Learning · Computer Science 2026-03-06 Alexandre Jacquillat , Michael Lingzhi Li

Learning theory has largely focused on two main learning scenarios. The first is the classical statistical setting where instances are drawn i.i.d. from a fixed distribution and the second scenario is the online learning, completely…

Machine Learning · Statistics 2011-04-28 Alexander Rakhlin , Karthik Sridharan , Ambuj Tewari