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This paper studies sequence modeling for prediction tasks with long range dependencies. We propose a new formulation for state space models (SSMs) based on learning linear dynamical systems with the spectral filtering algorithm (Hazan et…

Machine Learning · Computer Science 2024-07-12 Naman Agarwal , Daniel Suo , Xinyi Chen , Elad Hazan

Length generalization (LG) is a challenging problem in learning to reason. It refers to the phenomenon that when trained on reasoning problems of smaller lengths or sizes, the resulting model struggles with problems of larger sizes or…

Artificial Intelligence · Computer Science 2024-04-02 Changnan Xiao , Bing Liu

This paper investigates simultaneous preference and metric learning from a crowd of respondents. A set of items represented by $d$-dimensional feature vectors and paired comparisons of the form ``item $i$ is preferable to item $j$'' made by…

Machine Learning · Statistics 2022-07-11 Gregory Canal , Blake Mason , Ramya Korlakai Vinayak , Robert Nowak

We address the question of repeatedly learning linear classifiers against agents who are strategically trying to game the deployed classifiers, and we use the Stackelberg regret to measure the performance of our algorithms. First, we show…

Computer Science and Game Theory · Computer Science 2020-11-17 Yiling Chen , Yang Liu , Chara Podimata

Lifelong reinforcement learning provides a promising framework for developing versatile agents that can accumulate knowledge over a lifetime of experience and rapidly learn new tasks by building upon prior knowledge. However, current…

Machine Learning · Computer Science 2015-05-22 Haitham Bou Ammar , Rasul Tutunov , Eric Eaton

We develop an algorithm for systematic design of a large artificial neural network using a progression property. We find that some non-linear functions, such as the rectifier linear unit and its derivatives, hold the property. The…

Neural and Evolutionary Computing · Computer Science 2017-10-24 Saikat Chatterjee , Alireza M. Javid , Mostafa Sadeghi , Partha P. Mitra , Mikael Skoglund

We present a new framework for deriving bounds on the generalization bound of statistical learning algorithms from the perspective of online learning. Specifically, we construct an online learning game called the "generalization game",…

Machine Learning · Statistics 2024-10-18 Gábor Lugosi , Gergely Neu

We propose a new approach for metric learning by framing it as learning a sparse combination of locally discriminative metrics that are inexpensive to generate from the training data. This flexible framework allows us to naturally derive…

Machine Learning · Computer Science 2019-01-25 Yuan Shi , Aurélien Bellet , Fei Sha

We study the problem of uncertainty quantification via prediction sets, in an online setting where the data distribution may vary arbitrarily over time. Recent work develops online conformal prediction techniques that leverage regret…

Machine Learning · Computer Science 2023-02-16 Aadyot Bhatnagar , Huan Wang , Caiming Xiong , Yu Bai

Traditional pairwise sequence alignment is based on matching individual samples from two sequences, under time monotonicity constraints. However, in many application settings matching subsequences (segments) instead of individual samples…

Databases · Computer Science 2016-09-28 Shahriar Shariat , Vladimir Pavlovic

This work theoretically studies a ubiquitous reinforcement learning policy for controlling the canonical model of continuous-time stochastic linear-quadratic systems. We show that randomized certainty equivalent policy addresses the…

Machine Learning · Computer Science 2022-08-23 Mohamad Kazem Shirani Faradonbeh

We study the problem of learning to predict the next state of a dynamical system when the underlying evolution function is unknown. Unlike previous work, we place no parametric assumptions on the dynamical system, and study the problem from…

Machine Learning · Computer Science 2025-06-04 Vinod Raman , Unique Subedi , Ambuj Tewari

We study online learnability of a wide class of problems, extending the results of (Rakhlin, Sridharan, Tewari, 2010) to general notions of performance measure well beyond external regret. Our framework simultaneously captures such…

Machine Learning · Statistics 2011-03-25 Alexander Rakhlin , Karthik Sridharan , Ambuj Tewari

We study Model Predictive Control (MPC) and propose a general analysis pipeline to bound its dynamic regret. The pipeline first requires deriving a perturbation bound for a finite-time optimal control problem. Then, the perturbation bound…

Optimization and Control · Mathematics 2022-10-25 Yiheng Lin , Yang Hu , Guannan Qu , Tongxin Li , Adam Wierman

This work focuses on the setting of dynamic regret in the context of online learning with full information. In particular, we analyze regret bounds with respect to the temporal variability of the loss functions. By assuming that the…

Machine Learning · Computer Science 2021-02-16 Nicolò Campolongo , Francesco Orabona

Recent literature on policy learning has primarily focused on regret bounds of the learned policy. We provide a new perspective by developing a unified semiparametric efficiency framework for policy learning, allowing for general treatments…

Econometrics · Economics 2026-02-10 Yue Fang , Geert Ridder , Haitian Xie

In this work, we aim to create a completely online algorithmic framework for prediction with expert advice that is translation-free and scale-free of the expert losses. Our goal is to create a generalized algorithm that is suitable for use…

Machine Learning · Computer Science 2020-09-10 Kaan Gokcesu , Hakan Gokcesu

In this paper, we study the problem of learning Kalman filtering with unknown system model in partially observed linear dynamical systems. We propose a unified algorithmic framework based on online optimization that can be used to solve…

Machine Learning · Computer Science 2026-03-31 Lintao Ye , Ankang Zhang , Ming Chi , Bin Du , Jianghai Hu

We revisit the classical problem of universal prediction of stochastic sequences with a finite time horizon $T$ known to the learner. The question we investigate is whether it is possible to derive vanishing regret bounds that hold with…

Machine Learning · Computer Science 2026-02-19 Matthias Frey , Jonathan H. Manton , Jingge Zhu

We study the adversarial online learning problem and create a completely online algorithmic framework that has data dependent regret guarantees in both full expert feedback and bandit feedback settings. We study the expected performance of…

Machine Learning · Computer Science 2023-03-14 Kaan Gokcesu , Hakan Gokcesu