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We consider prediction with expert advice when the loss vectors are assumed to lie in a set described by the sum of atomic norm balls. We derive a regret bound for a general version of the online mirror descent (OMD) algorithm that uses a…

Machine Learning · Computer Science 2017-11-15 Siddharth Barman , Aditya Gopalan , Aadirupa Saha

The standard supervised learning paradigm works effectively when training data shares the same distribution as the upcoming testing samples. However, this stationary assumption is often violated in real-world applications, especially when…

Machine Learning · Computer Science 2023-01-18 Yong Bai , Yu-Jie Zhang , Peng Zhao , Masashi Sugiyama , Zhi-Hua Zhou

We consider the online sparse linear regression problem, which is the problem of sequentially making predictions observing only a limited number of features in each round, to minimize regret with respect to the best sparse linear regressor,…

Machine Learning · Computer Science 2016-03-08 Dean Foster , Satyen Kale , Howard Karloff

Omnipredictors are simple prediction functions that encode loss-minimizing predictions with respect to a hypothesis class $H$, simultaneously for every loss function within a class of losses $L$. In this work, we give near-optimal learning…

Machine Learning · Statistics 2025-12-17 Princewill Okoroafor , Robert Kleinberg , Michael P. Kim

We provide algorithms that guarantee regret $R_T(u)\le \tilde O(G\|u\|^3 + G(\|u\|+1)\sqrt{T})$ or $R_T(u)\le \tilde O(G\|u\|^3T^{1/3} + GT^{1/3}+ G\|u\|\sqrt{T})$ for online convex optimization with $G$-Lipschitz losses for any comparison…

Machine Learning · Statistics 2019-02-26 Ashok Cutkosky

An open challenge in supervised learning is \emph{conceptual drift}: a data point begins as classified according to one label, but over time the notion of that label changes. Beyond linear autoregressive models, transfer and meta learning…

Optimization and Control · Mathematics 2019-09-13 Amrit Singh Bedi , Alec Koppel , Ketan Rajawat , Brian M. Sadler

We consider online convex optimization when a number k of data points are outliers that may be corrupted. We model this by introducing the notion of robust regret, which measures the regret only on rounds that are not outliers. The aim for…

Machine Learning · Computer Science 2021-08-31 Tim van Erven , Sarah Sachs , Wouter M. Koolen , Wojciech Kotłowski

We study an online linear optimization (OLO) problem in which the learner is provided access to $K$ "hint" vectors in each round prior to making a decision. In this setting, we devise an algorithm that obtains logarithmic regret whenever…

Machine Learning · Computer Science 2020-10-08 Aditya Bhaskara , Ashok Cutkosky , Ravi Kumar , Manish Purohit

We consider systems that require timely monitoring of sources over a communication network, where the cost of delayed information is unknown, time-varying and possibly adversarial. For the single source monitoring problem, we design…

Networking and Internet Architecture · Computer Science 2021-05-31 Vishrant Tripathi , Eytan Modiano

We present an oracle-efficient relaxation for the adversarial contextual bandits problem, where the contexts are sequentially drawn i.i.d from a known distribution and the cost sequence is chosen by an online adversary. Our algorithm has a…

Machine Learning · Computer Science 2023-11-13 Kiarash Banihashem , MohammadTaghi Hajiaghayi , Suho Shin , Max Springer

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

This paper addresses the distributed online control problem over a network of linear time-invariant (LTI) systems (with possibly unknown dynamics) in the presence of adversarial perturbations. There exists a global network cost that is…

Optimization and Control · Mathematics 2023-10-06 Ting-Jui Chang , Shahin Shahrampour

Learning at the edges has become increasingly important as large quantities of data are continually generated locally. Among others, this paradigm requires algorithms that are simple (so that they can be executed by local devices), robust…

Machine Learning · Computer Science 2024-02-06 Tuan-Anh Nguyen , Nguyen Kim Thang , Denis Trystram

Smoothed online combinatorial optimization considers a learner who repeatedly chooses a combinatorial decision to minimize an unknown changing cost function with a penalty on switching decisions in consecutive rounds. We study smoothed…

Machine Learning · Computer Science 2023-01-18 Kai Wang , Zhao Song , Georgios Theocharous , Sridhar Mahadevan

We study online active learning for classifying streaming instances within the framework of statistical learning theory. At each time, the learner either queries the label of the current instance or predicts the label based on past seen…

Machine Learning · Computer Science 2020-11-17 Boshuang Huang , Sudeep Salgia , Qing Zhao

We study an online linear classification problem, in which the data is generated by strategic agents who manipulate their features in an effort to change the classification outcome. In rounds, the learner deploys a classifier, and an…

Machine Learning · Computer Science 2017-10-24 Jinshuo Dong , Aaron Roth , Zachary Schutzman , Bo Waggoner , Zhiwei Steven Wu

The trade-off between regret and computational cost is a fundamental problem for online kernel regression, and previous algorithms worked on the trade-off can not keep optimal regret bounds at a sublinear computational complexity. In this…

Machine Learning · Computer Science 2023-06-16 Junfan Li , Shizhong Liao

The design of effective online caching policies is an increasingly important problem for content distribution networks, online social networks and edge computing services, among other areas. This paper proposes a new algorithmic toolbox for…

Networking and Internet Architecture · Computer Science 2022-10-21 Naram Mhaisen , George Iosifidis , Douglas Leith

We consider the problem of online combinatorial optimization under semi-bandit feedback, where a learner has to repeatedly pick actions from a combinatorial decision set in order to minimize the total losses associated with its decisions.…

Machine Learning · Computer Science 2015-06-11 Gergely Neu

Auctions with partially-revealed information about items are broadly employed in real-world applications, but the underlying mechanisms have limited theoretical support. In this work, we study a machine learning formulation of these types…

Machine Learning · Computer Science 2022-07-06 Wenshuo Guo , Michael I. Jordan , Ellen Vitercik
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