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Related papers: Replicable Online Learning

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Learning theory has largely focused on two main learning scenarios. The first is the classical statistical setting where instances are drawn i.i.d. from a fixed distribution and the second scenario is the online learning, completely…

Machine Learning · Statistics 2011-04-28 Alexander Rakhlin , Karthik Sridharan , Ambuj Tewari

We study the problem of oracle-efficient hybrid online learning when the features are generated by an unknown i.i.d. process and the labels are generated adversarially. Assuming access to an (offline) ERM oracle, we show that there exists a…

Machine Learning · Computer Science 2025-02-13 Changlong Wu , Jin Sima , Wojciech Szpankowski

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 develop a novel family of algorithms for the online learning setting with regret against any data sequence bounded by the empirical Rademacher complexity of that sequence. To develop a general theory of when this type of adaptive regret…

Machine Learning · Computer Science 2017-04-14 Dylan J. Foster , Alexander Rakhlin , Karthik Sridharan

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

We study a multi-round mechanism design problem, where we interact with a set of agents over a sequence of rounds. We wish to design an incentive-compatible (IC) online learning scheme to maximize an application-specific objective within a…

Computer Science and Game Theory · Computer Science 2024-07-09 Joon Suk Huh , Kirthevasan Kandasamy

We revisit the concept of "adversary" in online learning, motivated by solving robust optimization and adversarial training using online learning methods. While one of the classical setups in online learning deals with the "adversarial"…

Machine Learning · Computer Science 2021-01-28 Sebastian Pokutta , Huan Xu

We consider the problem of transfer learning in an online setting. Different tasks are presented sequentially and processed by a within-task algorithm. We propose a lifelong learning strategy which refines the underlying data representation…

Machine Learning · Statistics 2019-10-14 Pierre Alquier , The Tien Mai , Massimiliano Pontil

Combinatorial multi-armed bandits provide a fundamental online decision-making environment where a decision-maker interacts with an environment across $T$ time steps, each time selecting an action and learning the cost of that action. The…

Machine Learning · Computer Science 2026-04-13 Gerdus Benadè , Rathish Das , Thomas Lavastida

We study a variant of decision-theoretic online learning in which the set of experts that are available to Learner can shrink over time. This is a restricted version of the well-studied sleeping experts problem, itself a generalization of…

Machine Learning · Computer Science 2019-10-31 Hamid Shayestehmanesh , Sajjad Azami , Nishant A. Mehta

We study online learning with bandit feedback across multiple tasks, with the goal of improving average performance across tasks if they are similar according to some natural task-similarity measure. As the first to target the adversarial…

Machine Learning · Computer Science 2022-05-30 Maria-Florina Balcan , Keegan Harris , Mikhail Khodak , Zhiwei Steven Wu

We study the problem of full-information online learning in the "bounded recall" setting popular in the study of repeated games. An online learning algorithm $\mathcal{A}$ is $M$-$\textit{bounded-recall}$ if its output at time $t$ can be…

Machine Learning · Computer Science 2024-06-04 Jon Schneider , Kiran Vodrahalli

One of the main strengths of online algorithms is their ability to adapt to arbitrary data sequences. This is especially important in nonparametric settings, where performance is measured against rich classes of comparator functions that…

Machine Learning · Computer Science 2020-11-03 Ilja Kuzborskij , Nicolò Cesa-Bianchi

In standard passive imitation learning, the goal is to learn a target policy by passively observing full execution trajectories of it. Unfortunately, generating such trajectories can require substantial expert effort and be impractical in…

Machine Learning · Computer Science 2012-10-19 Kshitij Judah , Alan Fern , Thomas G. Dietterich

In the convex optimization approach to online regret minimization, many methods have been developed to guarantee a $O(\sqrt{T})$ bound on regret for subdifferentiable convex loss functions with bounded subgradients, by using a reduction to…

Machine Learning · Computer Science 2016-09-20 Arthur Flajolet , Patrick Jaillet

We address online linear optimization problems when the possible actions of the decision maker are represented by binary vectors. The regret of the decision maker is the difference between her realized loss and the best loss she would have…

Machine Learning · Computer Science 2013-04-02 Jean-Yves Audibert , Sébastien Bubeck , Gábor Lugosi

In this book, I introduce the basic concepts of Online Learning through the modern view of Online Convex Optimization. Here, online learning refers to the framework of regret minimization under worst-case assumptions. I present first-order…

Machine Learning · Computer Science 2026-04-28 Francesco Orabona

We study online reinforcement learning in linear Markov decision processes with adversarial losses and bandit feedback, without prior knowledge on transitions or access to simulators. We introduce two algorithms that achieve improved regret…

Machine Learning · Computer Science 2023-10-19 Haolin Liu , Chen-Yu Wei , Julian Zimmert

We are interested in probabilistic prediction in online settings in which data does not follow a probability distribution. Our work seeks to achieve two goals: (1) producing valid probabilities that accurately reflect model confidence; and…

Machine Learning · Computer Science 2024-06-06 Shachi Deshpande , Charles Marx , Volodymyr Kuleshov

We present a reduction from reinforcement learning (RL) to no-regret online learning based on the saddle-point formulation of RL, by which "any" online algorithm with sublinear regret can generate policies with provable performance…

Machine Learning · Computer Science 2020-01-03 Ching-An Cheng , Remi Tachet des Combes , Byron Boots , Geoff Gordon
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