Related papers: Agnostic Smoothed Online Learning without Knowledg…

In contrast to offline working fashions, two research paradigms are devised for online learning: (1) Online Meta Learning (OML) learns good priors over model parameters (or learning to learn) in a sequential setting where tasks are revealed…

Multitask learning is a powerful framework that enables one to simultaneously learn multiple related tasks by sharing information between them. Quantifying uncertainty in the estimated tasks is of pivotal importance for many downstream…

We study contextual bandit learning with an abstract policy class and continuous action space. We obtain two qualitatively different regret bounds: one competes with a smoothed version of the policy class under no continuity assumptions,…

We study Constrained Online Convex Optimization with Memory (COCO-M), where both the loss and the constraints depend on a finite window of past decisions made by the learner. This setting extends the previously studied unconstrained online…

We study an online learning framework introduced by Mannor and Shamir (2011) in which the feedback is specified by a graph, in a setting where the graph may vary from round to round and is \emph{never fully revealed} to the learner. We show…

Robust forecast aggregation combines the predictions of multiple information sources to perform well in the worst case across all possible information structures. Previous work largely focuses on settings with a known binary state space,…

Semidefinite programming (SDP) is a unifying framework that generalizes both linear programming and quadratically-constrained quadratic programming, while also yielding efficient solvers, both in theory and in practice. However, there exist…

Projection-free online learning has drawn increasing interest due to its efficiency in solving high-dimensional problems with complicated constraints. However, most existing projection-free online methods focus on minimizing the static…

We propose a framework which generalizes "decision making with structured observations" by allowing robust (i.e. multivalued) models. In this framework, each model associates each decision with a convex set of probability distributions over…

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…

Modern applications in sensitive domains such as biometrics and medicine frequently require the use of non-decomposable loss functions such as precision@k, F-measure etc. Compared to point loss functions such as hinge-loss, these offer much…

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…

In the random-order online set cover problem, the instance with $m$ sets and $n$ elements is chosen in a worst-case fashion, but then the elements arrive in a uniformly random order. Can this random-order model allow us to circumvent the…

In this paper, we consider a generic probabilistic discriminative learner from the functional viewpoint and argue that, to make it learn well, it is necessary to constrain its hypothesis space to a set of non-trivial piecewise constant…

In the last several years, the intimate connection between convex optimization and learning problems, in both statistical and sequential frameworks, has shifted the focus of algorithmic machine learning to examine this interplay. In…

Online mirror descent (OMD) is a fundamental algorithmic paradigm that underlies many algorithms in optimization, machine learning and sequential decision-making. The OMD iterates are defined as solutions to optimization subproblems which,…

For infinite action contextual bandits, smoothed regret and reduction to regression results in state-of-the-art online performance with computational cost independent of the action set: unfortunately, the resulting data exhaust does not…

Obtaining no-regret guarantees for reinforcement learning (RL) in the case of problems with continuous state and/or action spaces is still one of the major open challenges in the field. Recently, a variety of solutions have been proposed,…

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…

We study multiclass classification in the agnostic adversarial online learning setting. As our main result, we prove that any multiclass concept class is agnostically learnable if and only if its Littlestone dimension is finite. This solves…