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We introduce a simple but general online learning framework in which a learner plays against an adversary in a vector-valued game that changes every round. Even though the learner's objective is not convex-concave (and so the minimax…

Machine Learning · Computer Science 2022-10-14 Daniel Lee , Georgy Noarov , Mallesh Pai , Aaron Roth

We introduce algorithms for online, full-information prediction that are competitive with contextual tree experts of unknown complexity, in both probabilistic and adversarial settings. We show that by incorporating a probabilistic framework…

Machine Learning · Computer Science 2018-05-23 Vidya Muthukumar , Mitas Ray , Anant Sahai , Peter L. Bartlett

We consider the problem of multi-class classification, where a stream of adversarially chosen queries arrive and must be assigned a label online. Unlike traditional bounds which seek to minimize the misclassification rate, we minimize the…

Machine Learning · Computer Science 2021-11-17 Guru Guruganesh , Allen Liu , Jon Schneider , Joshua Wang

We study unconstrained Online Linear Optimization with Lipschitz losses. Motivated by the pursuit of instance optimality, we propose a new algorithm that simultaneously achieves ($i$) the AdaGrad-style second order gradient adaptivity; and…

Machine Learning · Computer Science 2024-02-23 Zhiyu Zhang , Heng Yang , Ashok Cutkosky , Ioannis Ch. Paschalidis

Delle Rose et al.~(COLT'23) introduced an effective version of the Vapnik-Chervonenkis dimension, and showed that it characterizes improper PAC learning with total computable learners. In this paper, we introduce and study a similar…

Machine Learning · Computer Science 2024-11-25 Valentino Delle Rose , Alexander Kozachinskiy , Tomasz Steifer

We consider the problem of prediction with expert advice when the losses of the experts have low-dimensional structure: they are restricted to an unknown $d$-dimensional subspace. We devise algorithms with regret bounds that are independent…

Machine Learning · Computer Science 2016-05-24 Elad Hazan , Tomer Koren , Roi Livni , Yishay Mansour

We study a variant of decision-theoretic online learning in which the set of experts that are available to Learner can shrink over time. This is a restricted version of the well-studied sleeping experts problem, itself a generalization of…

Machine Learning · Computer Science 2019-10-31 Hamid Shayestehmanesh , Sajjad Azami , Nishant A. Mehta

We develop a novel family of algorithms for the online learning setting with regret against any data sequence bounded by the empirical Rademacher complexity of that sequence. To develop a general theory of when this type of adaptive regret…

Machine Learning · Computer Science 2017-04-14 Dylan J. Foster , Alexander Rakhlin , Karthik Sridharan

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

Online machine learning systems need to adapt to domain shifts. Meanwhile, acquiring label at every timestep is expensive. We propose a surprisingly simple algorithm that adaptively balances its regret and its number of label queries in…

Machine Learning · Computer Science 2021-03-01 Yining Chen , Haipeng Luo , Tengyu Ma , Chicheng Zhang

Learning-to-Defer (L2D) methods route each query either to a predictive model or to external experts. While existing work studies this problem in batch settings, real-world deployments require handling streaming data, changing expert…

Machine Learning · Statistics 2026-05-29 Dang Hoang Duy , Yannis Montreuil , Maxime Meyer , Axel Carlier , Lai Xing Ng , Wei Tsang Ooi

Online strategic classification studies settings in which agents strategically modify their features to obtain favorable predictions. For example, given a classifier that determines loan approval based on credit scores, applicants may open…

Machine Learning · Computer Science 2026-02-09 Chase Hutton , Adam Melrod , Han Shao

We study an online learning problem with multiple correct answers, where each instance admits a set of valid labels, and in each round the learner must output a valid label for the queried example. This setting is motivated by language…

Machine Learning · Computer Science 2026-02-11 Alireza F. Pour , Farnam Mansouri , Shai Ben-David

The theory of deep learning focuses almost exclusively on supervised learning, non-convex optimization using stochastic gradient descent, and overparametrized neural networks. It is common belief that the optimizer dynamics, network…

Machine Learning · Computer Science 2022-02-18 Xinyi Chen , Edgar Minasyan , Jason D. Lee , Elad Hazan

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

Algorithms for online learning typically require one or more boundedness assumptions: that the domain is bounded, that the losses are Lipschitz, or both. In this paper, we develop a new setting for online learning with unbounded domains and…

Machine Learning · Computer Science 2023-07-18 Andrew Jacobsen , Ashok Cutkosky

While ERM suffices to attain near-optimal generalization error in the stochastic learning setting, this is not known to be the case in the online learning setting, where algorithms for general concept classes rely on computationally…

Machine Learning · Computer Science 2023-07-11 Angelos Assos , Idan Attias , Yuval Dagan , Constantinos Daskalakis , Maxwell Fishelson

One of the main strengths of online algorithms is their ability to adapt to arbitrary data sequences. This is especially important in nonparametric settings, where performance is measured against rich classes of comparator functions that…

Machine Learning · Computer Science 2020-11-03 Ilja Kuzborskij , Nicolò Cesa-Bianchi

In many online learning problems we are interested in predicting local information about some universe of items. For example, we may want to know whether two items are in the same cluster rather than computing an assignment of items to…

Machine Learning · Computer Science 2014-03-24 Paul Christiano

We consider a family of learning strategies for online optimization problems that evolve in continuous time and we show that they lead to no regret. From a more traditional, discrete-time viewpoint, this continuous-time approach allows us…

Optimization and Control · Mathematics 2014-02-28 Joon Kwon , Panayotis Mertikopoulos