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Strongly adaptive algorithms are algorithms whose performance on every time interval is close to optimal. We present a reduction that can transform standard low-regret algorithms to strongly adaptive. As a consequence, we derive simple, yet…

Machine Learning · Computer Science 2015-06-22 Amit Daniely , Alon Gonen , Shai Shalev-Shwartz

Stochastic restoration algorithms allow to explore the space of solutions that correspond to the degraded input. In this paper we reveal additional fundamental advantages of stochastic methods over deterministic ones, which further motivate…

Image and Video Processing · Electrical Eng. & Systems 2024-05-21 Guy Ohayon , Theo Adrai , Michael Elad , Tomer Michaeli

Online learning algorithms are designed to learn even when their input is generated by an adversary. The widely-accepted formal definition of an online algorithm's ability to learn is the game-theoretic notion of regret. We argue that the…

Machine Learning · Computer Science 2012-07-03 Raman Arora , Ofer Dekel , Ambuj Tewari

We give improved tradeoffs between space and regret for the online learning with expert advice problem over $T$ days with $n$ experts. Given a space budget of $n^{\delta}$ for $\delta \in (0,1)$, we provide an algorithm achieving regret…

Data Structures and Algorithms · Computer Science 2023-03-03 Anders Aamand , Justin Y. Chen , Huy Lê Nguyen , Sandeep Silwal

We consider the problem of binary prediction with expert advice in settings where experts have agency and seek to maximize their credibility. This paper makes three main contributions. First, it defines a model to reason formally about…

Computer Science and Game Theory · Computer Science 2021-03-16 Tim Roughgarden , Okke Schrijvers

The exponential growth of volume, variety and velocity of data is raising the need for investigations of automated or semi-automated ways to extract useful patterns from the data. It requires deep expert knowledge and extensive…

Machine Learning · Computer Science 2020-07-22 Abbas Raza Ali , Marcin Budka , Bogdan Gabrys

Randomization is a powerful tool that endows algorithms with remarkable properties. For instance, randomized algorithms excel in adversarial settings, often surpassing the worst-case performance of deterministic algorithms with large…

Machine Learning · Computer Science 2024-08-21 Johannes von Oswald , Seijin Kobayashi , Yassir Akram , Angelika Steger

We study the effectiveness of stochastic side information in deterministic online learning scenarios. We propose a forecaster to predict a deterministic sequence where its performance is evaluated against an expert class. We assume that…

Machine Learning · Computer Science 2023-03-13 Junzhang Jia , Xuetong Wu , Jingge Zhu , Jamie Evans

Deep learning requires regularization mechanisms to reduce overfitting and improve generalization. We address this problem by a new regularization method based on distributional robust optimization. The key idea is to modify the…

Machine Learning · Computer Science 2020-06-08 Aurora Cobo Aguilera , Antonio Artés-Rodríguez , Fernando Pérez-Cruz , Pablo Martínez Olmos

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

Online matching problems arise in many complex systems, from cloud services and online marketplaces to organ exchange networks, where timely, principled decisions are critical for maintaining high system performance. Traditional heuristics…

Machine Learning · Statistics 2025-10-09 Chiara Mignacco , Matthieu Jonckheere , Gilles Stoltz

For each of $T$ time steps, $m$ experts report probability distributions over $n$ outcomes; we wish to learn to aggregate these forecasts in a way that attains a no-regret guarantee. We focus on the fundamental and practical aggregation…

Machine Learning · Computer Science 2023-10-11 Eric Neyman , Tim Roughgarden

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

Classic algorithms and machine learning systems like neural networks are both abundant in everyday life. While classic computer science algorithms are suitable for precise execution of exactly defined tasks such as finding the shortest path…

Machine Learning · Computer Science 2022-09-02 Felix Petersen

We aim to design strategies for sequential decision making that adjust to the difficulty of the learning problem. We study this question both in the setting of prediction with expert advice, and for more general combinatorial decision…

Machine Learning · Computer Science 2015-03-02 Wouter M. Koolen , Tim van Erven

Recent literature on online learning has focused on developing adaptive algorithms that take advantage of a regularity of the sequence of observations, yet retain worst-case performance guarantees. A complementary direction is to develop…

Machine Learning · Computer Science 2015-01-27 Ali Jadbabaie , Alexander Rakhlin , Shahin Shahrampour , Karthik Sridharan

This paper describes a new parameter-free online learning algorithm for changing environments. In comparing against algorithms with the same time complexity as ours, we obtain a strongly adaptive regret bound that is a factor of at least…

Machine Learning · Statistics 2017-08-08 Kwang-Sung Jun , Francesco Orabona , Rebecca Willett , Stephen Wright

In online learning an algorithm plays against an environment with losses possibly picked by an adversary at each round. The generality of this framework includes problems that are not adversarial, for example offline optimization, or saddle…

Machine Learning · Computer Science 2021-02-04 Ryan D'Orazio , Ruitong Huang

Many practical learning systems aggregate data across many users, while learning theory traditionally considers a single learner who trusts all of their observations. A case in point is the foundational learning problem of prediction with…

Machine Learning · Computer Science 2016-04-11 Paul Christiano

We study online algorithms with predictions using distributional advice, a type of prediction that arises when leveraging expert knowledge or historical data. To demonstrate the usefulness and versatility of this framework, we focus on the…

Data Structures and Algorithms · Computer Science 2025-09-09 Clément L. Canonne , Kenny Chen , Julián Mestre