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We introduce a novel differentially private algorithm for online federated learning that employs temporally correlated noise to enhance utility while ensuring privacy of continuously released models. To address challenges posed by DP noise…

Machine Learning · Computer Science 2025-01-10 Jiaojiao Zhang , Linglingzhi Zhu , Mikael Johansson

Reflecting the greater significance of recent history over the distant past in non-stationary environments, $\lambda$-discounted regret has been introduced in online convex optimization (OCO) to gracefully forget past data as new…

Machine Learning · Computer Science 2025-05-27 Wenhao Yang , Sifan Yang , Lijun Zhang

Non-stationary online learning has drawn much attention in recent years. In particular, dynamic regret and adaptive regret are proposed as two principled performance measures for online convex optimization in non-stationary environments. To…

Machine Learning · Computer Science 2025-09-10 Peng Zhao , Yan-Feng Xie , Lijun Zhang , Zhi-Hua Zhou

To deal with complicated constraints via locally light computations in distributed online learning, a recent study has presented a projection-free algorithm called distributed online conditional gradient (D-OCG), and achieved an…

Machine Learning · Computer Science 2022-06-15 Yuanyu Wan , Guanghui Wang , Wei-Wei Tu , Lijun Zhang

This paper considers an online reinforcement learning algorithm that leverages pre-collected data (passive memory) from the environment for online interaction. We show that using passive memory improves performance and further provide…

Machine Learning · Computer Science 2024-10-21 Anay Pattanaik , Lav R. Varshney

This paper investigates the problem of regret minimization in linear time-varying (LTV) dynamical systems. Due to the simultaneous presence of uncertainty and non-stationarity, designing online control algorithms for unknown LTV systems…

Machine Learning · Computer Science 2022-06-07 Yuzhen Han , Ruben Solozabal , Jing Dong , Xingyu Zhou , Martin Takac , Bin Gu

We consider the online convex optimization problem. In the setting of arbitrary sequences and finite set of parameters, we establish a new fast-rate quantile regret bound. Then we investigate the optimization into the L1-ball by…

Statistics Theory · Mathematics 2018-05-24 Pierre Gaillard , Olivier Wintenberger

We propose a new partial-observability model for online learning problems where the learner, besides its own loss, also observes some noisy feedback about the other actions, depending on the underlying structure of the problem. We represent…

Machine Learning · Computer Science 2026-04-16 Tomáš Kocák , Gergely Neu , Michal Valko

We study the generalization performance of online learning algorithms trained on samples coming from a dependent source of data. We show that the generalization error of any stable online algorithm concentrates around its regret--an easily…

Machine Learning · Statistics 2012-06-08 Alekh Agarwal , John C. Duchi

Online meta-learning is emerging as an enabling technique for achieving edge intelligence in the IoT ecosystem. Nevertheless, to learn a good meta-model for within-task fast adaptation, a single agent alone has to learn over many tasks, and…

Machine Learning · Computer Science 2020-12-22 Sen Lin , Mehmet Dedeoglu , Junshan Zhang

We study a robust online convex optimization framework, where an adversary can introduce outliers by corrupting loss functions in an arbitrary number of rounds k, unknown to the learner. Our focus is on a novel setting allowing unbounded…

Machine Learning · Computer Science 2024-08-13 Adarsh Barik , Anand Krishna , Vincent Y. F. Tan

Many techniques for online optimization problems involve making decisions based solely on presently available information: fewer works take advantage of potential predictions. In this paper, we discuss the problem of online convex…

Optimization and Control · Mathematics 2019-02-04 Robert Ravier , Vahid Tarokh

In this paper, we propose differentially private algorithms for the problem of stochastic linear bandits in the central, local and shuffled models. In the central model, we achieve almost the same regret as the optimal non-private…

Machine Learning · Computer Science 2022-07-08 Osama A. Hanna , Antonious M. Girgis , Christina Fragouli , Suhas Diggavi

The problem of learning threshold functions is a fundamental one in machine learning. Classical learning theory implies sample complexity of $O(\xi^{-1} \log(1/\beta))$ (for generalization error $\xi$ with confidence $1-\beta$). The private…

Machine Learning · Computer Science 2022-11-14 Edith Cohen , Xin Lyu , Jelani Nelson , Tamás Sarlós , Uri Stemmer

We consider the problem of unconstrained online convex optimization (OCO) with sub-exponential noise, a strictly more general problem than the standard OCO. In this setting, the learner receives a subgradient of the loss functions corrupted…

Machine Learning · Computer Science 2019-09-24 Kwang-Sung Jun , Francesco Orabona

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

We consider the problem of online convex optimization against an arbitrary adversary with bandit feedback, known as bandit convex optimization. We give the first $\tilde{O}(\sqrt{T})$-regret algorithm for this setting based on a novel…

Machine Learning · Computer Science 2016-03-16 Elad Hazan , Yuanzhi Li

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

We consider the problem of the Zinkevich (2003)-style dynamic regret minimization in online learning with exp-concave losses. We show that whenever improper learning is allowed, a Strongly Adaptive online learner achieves the dynamic regret…

Machine Learning · Computer Science 2021-07-06 Dheeraj Baby , Yu-Xiang Wang

In this paper, we study the problem of online sparse linear regression (OSLR) where the algorithms are restricted to accessing only $k$ out of $d$ attributes per instance for prediction, which was proved to be NP-hard. Previous work gave…

Machine Learning · Computer Science 2025-11-03 Junfan Li , Shizhong Liao , Zenglin Xu , Liqiang Nie