Related papers: Agnostic Smoothed Online Learning without Knowledg…
We extend and combine several tools of the literature to design fast, adaptive, anytime and scale-free online learning algorithms. Scale-free regret bounds must scale linearly with the maximum loss, both toward large losses and toward very…
A fundamental problem in control is to learn a model of a system from observations that is useful for controller synthesis. To provide good performance guarantees, existing methods must assume that the real system is in the class of models…
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…
In this paper, we investigate an online prediction strategy named as Discounted-Normal-Predictor (Kapralov and Panigrahy, 2010) for smoothed online convex optimization (SOCO), in which the learner needs to minimize not only the hitting cost…
We derive an online learning algorithm with improved regret guarantees for `easy' loss sequences. We consider two types of `easiness': (a) stochastic loss sequences and (b) adversarial loss sequences with small effective range of the…
Recently, much work has been done on extending the scope of online learning and incremental stochastic optimization algorithms. In this paper we contribute to this effort in two ways: First, based on a new regret decomposition and a…
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…
We investigate the problem of online collaborative filtering under no-repetition constraints, whereby users need to be served content in an online fashion and a given user cannot be recommended the same content item more than once. We start…
Existing online learning algorithms for adversarial Markov Decision Processes achieve ${O}(\sqrt{T})$ regret after $T$ rounds of interactions even if the loss functions are chosen arbitrarily by an adversary, with the caveat that the…
In this paper, we propose a learning approach to analyze dynamic systems with asymmetric information structure. Instead of adopting a game theoretic setting, we investigate an online quadratic optimization problem driven by system noises…
Boosting is a widely used machine learning approach based on the idea of aggregating weak learning rules. While in statistical learning numerous boosting methods exist both in the realizable and agnostic settings, in online learning they…
There has been much recent interest in understanding the continuum from adversarial to stochastic settings in online learning, with various frameworks including smoothed settings proposed to bridge this gap. We consider the more general and…
We investigate online convex optimization in non-stationary environments and choose dynamic regret as the performance measure, defined as the difference between cumulative loss incurred by the online algorithm and that of any feasible…
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…
We investigate the hardness of online reinforcement learning in fixed horizon, sparse linear Markov decision process (MDP), with a special focus on the high-dimensional regime where the ambient dimension is larger than the number of…
We study an instance of online non-parametric classification in the realizable setting. In particular, we consider the classical 1-nearest neighbor algorithm, and show that it achieves sublinear regret - that is, a vanishing mistake rate -…
We study reinforcement learning (RL) in the agnostic policy learning setting, where the goal is to find a policy whose performance is competitive with the best policy in a given class of interest $\Pi$ -- crucially, without assuming that…
Consider an online convex optimization problem where the loss functions are self-concordant barriers, smooth relative to a convex function $h$, and possibly non-Lipschitz. We analyze the regret of online mirror descent with $h$. Then, based…
We study online learning in the random-order model, where the multiset of loss functions is chosen adversarially but revealed in a uniformly random order. By extending the batch-to-online transformation of Dong and Yoshida (2023), we show…
We propose a general framework for studying adaptive regret bounds in the online learning framework, including model selection bounds and data-dependent bounds. Given a data- or model-dependent bound we ask, "Does there exist some algorithm…