Related papers: Oracle Efficient Online Multicalibration and Omnip…
Making calibrated online predictions is a central challenge in modern AI systems. Much of the existing literature focuses on fully adversarial environments where outcomes may be arbitrary, leading to conservative algorithms that can perform…
Consider the supervised learning setting where the goal is to learn to predict labels $\mathbf y$ given points $\mathbf x$ from a distribution. An \textit{omnipredictor} for a class $\mathcal L$ of loss functions and a class $\mathcal C$ of…
Online conformal prediction enables the runtime calibration of a pre-trained artificial intelligence model using feedback on its performance. Calibration is achieved through set predictions that are updated via online rules so as to ensure…
Traditional online algorithms encapsulate decision making under uncertainty, and give ways to hedge against all possible future events, while guaranteeing a nearly optimal solution as compared to an offline optimum. On the other hand,…
One of the most effective algorithms for differentially private learning and optimization is objective perturbation. This technique augments a given optimization problem (e.g. deriving from an ERM problem) with a random linear term, and…
Reinforcement learning (RL) in large environments often suffers from severe computational bottlenecks, as conventional regret minimization algorithms require repeated, costly calls to planning and statistical estimation oracles. While…
$ $The classical theory of statistical estimation aims to estimate a parameter of interest under data generated from a fixed design ("offline estimation"), while the contemporary theory of online learning provides algorithms for estimation…
The framework of online learning with memory naturally captures learning problems with temporal constraints, and was previously studied for the experts setting. In this work we extend the notion of learning with memory to the general Online…
We consider the problem of on-line prediction of real-valued labels, assumed bounded in absolute value by a known constant, of new objects from known labeled objects. The prediction algorithm's performance is measured by the squared…
Online-learning research has mainly been focusing on minimizing one objective function. In many real-world applications, however, several objective functions have to be considered simultaneously. Recently, an algorithm for dealing with…
We examine the problem of smoothed online optimization, where a decision maker must sequentially choose points in a normed vector space to minimize the sum of per-round, non-convex hitting costs and the costs of switching decisions between…
We study a generalization of the Online Convex Optimization (OCO) framework with time-varying adversarial constraints. In this setting, at each round, the learner selects an action from a convex decision set $X$, after which both a convex…
In this paper, we propose an online convex optimization approach with two different levels of adaptivity. On a higher level, our approach is agnostic to the unknown types and curvatures of the online functions, while at a lower level, it…
Regularized online learning is widely used in machine learning applications. In online learning, performing exact minimization ($i.e.,$ implicit update) is known to be beneficial to the numerical stability and structure of solution. In this…
We revisit the problem of \textit{online linear optimization} in case the set of feasible actions is accessible through an approximated linear optimization oracle with a factor $\alpha$ multiplicative approximation guarantee. This setting…
We study online alignment of large language models under misspecified preference feedback, where the observed preference oracle deviates from an ideal but unknown ground-truth oracle. The online LLM alignment problem is a bi-level…
We consider the problem of online multiclass classification with partial feedback, where an algorithm predicts a class for a new instance in each round and only receives its correctness. Although several methods have been developed for this…
We study the problem of Offline Safe Reinforcement Learning (OSRL), where the goal is to learn a reward-maximizing policy from fixed data under a cumulative cost constraint. We propose a novel OSRL approach that frames the problem as a…
Factorization Machine (FM) is a supervised learning approach with a powerful capability of feature engineering. It yields state-of-the-art performance in various batch learning tasks where all the training data is made available prior to…
Motivated by energy management for micro-grids, we study convex optimization problems with uncertainty in the objective function and sequential decision making. To solve these problems, we propose a new framework called ``Online…