Related papers: Near-Optimal Algorithms for Omniprediction
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…
Stochastic optimization is a widely used approach for optimization under uncertainty, where uncertain input parameters are modeled by random variables. Exact or approximation algorithms have been obtained for several fundamental problems in…
Online learning is a model of machine learning where the learner is trained on sequential feedback. We investigate worst-case error for the online learning of real functions that have certain smoothness constraints. Suppose that…
In this dissertation we study statistical and online learning problems from an optimization viewpoint.The dissertation is divided into two parts : I. We first consider the question of learnability for statistical learning problems in the…
We consider the problem of online learning with non-convex losses. In terms of feedback, we assume that the learner observes - or otherwise constructs - an inexact model for the loss function encountered at each stage, and we propose a…
We consider the problem of offline reinforcement learning from human feedback (RLHF) with pairwise comparisons proposed by Zhu et al. (2023), where the implicit reward is a linear function of an unknown parameter. Given an offline dataset,…
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 study the framework of universal dynamic regret minimization with strongly convex losses. We answer an open problem in Baby and Wang 2021 by showing that in a proper learning setup, Strongly Adaptive algorithms can achieve the near…
In this paper, we study the classical Hedge algorithm in combinatorial settings. In each round, the learner selects a vector $\boldsymbol{x}_t$ from a set $X \subseteq \{0,1\}^d$, observes a full loss vector $\boldsymbol{y}_t \in…
We consider the setting of online logistic regression and consider the regret with respect to the 2-ball of radius B. It is known (see [Hazan et al., 2014]) that any proper algorithm which has logarithmic regret in the number of samples…
Online convex optimization (OCO) is a widely used framework in online learning. In each round, the learner chooses a decision in a convex set and an adversary chooses a convex loss function, and then the learner suffers the loss associated…
We design and analyze algorithms for online linear optimization that have optimal regret and at the same time do not need to know any upper or lower bounds on the norm of the loss vectors. Our algorithms are instances of the Follow the…
Practical online learning tasks are often naturally defined on unconstrained domains, where optimal algorithms for general convex losses are characterized by the notion of comparator adaptivity. In this paper, we design such algorithms in…
Online linear programming plays an important role in both revenue management and resource allocation, and recent research has focused on developing efficient first-order online learning algorithms. Despite the empirical success of…
Motivated by the predictable nature of real-life in data streams, we study online regression when the learner has access to predictions about future examples. In the extreme case, called transductive online learning, the sequence of…
The regret bound of an optimization algorithms is one of the basic criteria for evaluating the performance of the given algorithm. By inspecting the differences between the regret bounds of traditional algorithms and adaptive one, we…
We present an adaptive online gradient descent algorithm to solve online convex optimization problems with long-term constraints , which are constraints that need to be satisfied when accumulated over a finite number of rounds T , but can…
Many prediction domains, such as ad placement, recommendation, trajectory prediction, and document summarization, require predicting a set or list of options. Such lists are often evaluated using submodular reward functions that measure…
We study the model-based undiscounted reinforcement learning for partially observable Markov decision processes (POMDPs). The oracle we consider is the optimal policy of the POMDP with a known environment in terms of the average reward over…
We study the problem of minimizing swap regret in structured normal-form games. Players have a very large (potentially infinite) number of pure actions, but each action has an embedding into $d$-dimensional space and payoffs are given by…