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Online learning methods yield sequential regret bounds under minimal assumptions and provide in-expectation risk bounds for statistical learning. However, despite the apparent advantage of online guarantees over their statistical…

Machine Learning · Computer Science 2023-08-16 Dirk van der Hoeven , Nikita Zhivotovskiy , Nicolò Cesa-Bianchi

One of the central problems in the classification of individual test sequences (e.g. genetic analysis), is that of checking for the similarity of sample test sequences as compared with a set of much longer training sequences. This is done…

Information Theory · Computer Science 2014-06-24 Jacob Ziv

We propose a method for the approximation of high- or even infinite-dimensional feature vectors, which play an important role in supervised learning. The goal is to reduce the size of the training data, resulting in lower storage…

Machine Learning · Statistics 2021-04-06 Patrick Gelß , Stefan Klus , Ingmar Schuster , Christof Schütte

We introduce the arbitrary rectangle-range generalized elastic net penalty method, abbreviated to ARGEN, for performing constrained variable selection and regularization in high-dimensional sparse linear models. As a natural extension of…

Machine Learning · Statistics 2021-12-16 Yujia Ding , Qidi Peng , Zhengming Song , Hansen Chen

We study continuous-time online learning where data are generated by a diffusion process with unknown coefficients. The learner employs a two-layer neural network, continuously updating its parameters in a non-anticipative manner. The…

Machine Learning · Computer Science 2026-04-14 Erhan Bayraktar , Bingyan Han , Ziqing Zhang

We analyze continual learning on a sequence of separable linear classification tasks with binary labels. We show theoretically that learning with weak regularization reduces to solving a sequential max-margin problem, corresponding to a…

Machine Learning · Computer Science 2023-06-07 Itay Evron , Edward Moroshko , Gon Buzaglo , Maroun Khriesh , Badea Marjieh , Nathan Srebro , Daniel Soudry

In silico screening uses predictive models to select a batch of compounds with favorable properties from a library for experimental validation. Unlike conventional learning paradigms, success in this context is measured by the performance…

Machine Learning · Statistics 2024-07-24 Andreas Loukas , Pan Kessel , Vladimir Gligorijevic , Richard Bonneau

We study lifelong reinforcement learning (RL) in a regret minimization setting of linear contextual Markov decision process (MDP), where the agent needs to learn a multi-task policy while solving a streaming sequence of tasks. We propose an…

Machine Learning · Computer Science 2022-06-02 Sanae Amani , Lin F. Yang , Ching-An Cheng

We study the statistical-computational trade-offs for learning with exact invariances (or symmetries) using kernel regression. Traditional methods, such as data augmentation, group averaging, canonicalization, and frame-averaging, either…

Machine Learning · Computer Science 2026-02-05 Ashkan Soleymani , Behrooz Tahmasebi , Stefanie Jegelka , Patrick Jaillet

The prevalent approach to sequence to sequence learning maps an input sequence to a variable length output sequence via recurrent neural networks. We introduce an architecture based entirely on convolutional neural networks. Compared to…

Computation and Language · Computer Science 2017-07-26 Jonas Gehring , Michael Auli , David Grangier , Denis Yarats , Yann N. Dauphin

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

Mixability of a loss is known to characterise when constant regret bounds are achievable in games of prediction with expert advice through the use of Vovk's aggregating algorithm. We provide a new interpretation of mixability via convex…

Machine Learning · Computer Science 2014-03-12 Mark D. Reid , Rafael M. Frongillo , Robert C. Williamson

We study online prediction where regret of the algorithm is measured against a benchmark defined via evolving constraints. This framework captures online prediction on graphs, as well as other prediction problems with combinatorial…

Machine Learning · Computer Science 2015-06-15 Alexander Rakhlin , Karthik Sridharan

Recently, metric learning and similarity learning have attracted a large amount of interest. Many models and optimisation algorithms have been proposed. However, there is relatively little work on the generalization analysis of such…

Machine Learning · Computer Science 2013-03-19 Qiong Cao , Zheng-Chu Guo , Yiming Ying

The problem of regret minimization for online adaptive control of linear-quadratic systems is studied. In this problem, the true system transition parameters (matrices $A$ and $B$) are unknown, and the objective is to design and analyze…

Optimization and Control · Mathematics 2022-10-31 Mohammad Akbari , Bahman Gharesifard , Tamas Linder

We consider the on-line predictive version of the standard problem of linear regression; the goal is to predict each consecutive response given the corresponding explanatory variables and all the previous observations. The standard…

Statistics Theory · Mathematics 2009-06-18 Vladimir Vovk , Ilia Nouretdinov , Alex Gammerman

Lipschitz continuity recently becomes popular in generative adversarial networks (GANs). It was observed that the Lipschitz regularized discriminator leads to improved training stability and sample quality. The mainstream implementations of…

Machine Learning · Computer Science 2019-04-03 Zhiming Zhou , Jian Shen , Yuxuan Song , Weinan Zhang , Yong Yu

In this chapter we provide a theoretically founded investigation of state-of-the-art learning approaches for inverse problems from the point of view of spectral reconstruction operators. We give an extended definition of regularization…

Numerical Analysis · Mathematics 2024-06-05 Martin Burger , Samira Kabri

This paper studies the error metric selection for long-term memory learning in sequence modelling. We examine the bias towards short-term memory in commonly used errors, including mean absolute/squared error. Our findings show that all…

Machine Learning · Computer Science 2023-07-24 Shida Wang , Zhanglu Yan

We study an online linear regression setting in which the observed feature vectors are corrupted by noise and the learner can pay to reduce the noise level. In practice, this may happen for several reasons: for example, because features can…

Machine Learning · Computer Science 2025-11-12 Nadav Merlis , Kyoungseok Jang , Nicolò Cesa-Bianchi
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