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We consider online convex optimization with time-varying constraints and conduct performance analysis using two stringent metrics: dynamic regret with respect to the online solution benchmark, and hard constraint violation that does not…

Machine Learning · Computer Science 2025-01-15 Juncheng Wang , Bingjie Yan , Yituo Liu

This paper presents early work aiming at the development of a new framework for the design and analysis of algorithms for online learning based prediction and control. Firstly, we consider the task of predicting values of a function or time…

Optimization and Control · Mathematics 2019-03-26 Jan-P. Calliess

Online learning updates models incrementally with new data, avoiding large storage requirements and costly model recalculations. In this paper, we introduce "OLR-WA; OnLine Regression with Weighted Average", a novel and versatile…

Machine Learning · Computer Science 2025-12-18 Mohammad Abu-Shaira , Alejandro Rodriguez , Greg Speegle , Victor Sheng , Ishfaq Ahmad

Machine unlearning algorithms aim to remove the impact of selected training data from a model without the computational expenses of retraining from scratch. Two such algorithms are ``Descent-to-Delete" (D2D) and ``Rewind-to-Delete" (R2D),…

Machine Learning · Computer Science 2026-03-02 Siqiao Mu , Diego Klabjan

Online gradient descent (OGD) is well known to be doubly optimal under strong convexity or monotonicity assumptions: (1) in the single-agent setting, it achieves an optimal regret of $\Theta(\log T)$ for strongly convex cost functions; and…

Computer Science and Game Theory · Computer Science 2024-04-01 Michael I. Jordan , Tianyi Lin , Zhengyuan Zhou

We study the problem of online learning in predictive control of an unknown linear dynamical system with time varying cost functions which are unknown apriori. Specifically, we study the online learning problem where the control algorithm…

Machine Learning · Computer Science 2022-11-01 Deepan Muthirayan , Jianjun Yuan , Dileep Kalathil , Pramod P. Khargonekar

In this paper, online convex optimization is applied to the problem of controlling linear dynamical systems. An algorithm similar to online gradient descent, which can handle time-varying and unknown cost functions, is proposed. Then,…

Optimization and Control · Mathematics 2021-11-03 Marko Nonhoff , Matthias A. Müller

Continual Learning (CL) aims to incrementally acquire new knowledge while mitigating catastrophic forgetting. Within this setting, Online Continual Learning (OCL) focuses on updating models promptly and incrementally from single or small…

Machine Learning · Computer Science 2025-12-19 Giovanni Donghi , Luca Pasa , Daniele Zambon , Cesare Alippi , Nicolò Navarin

In this paper we consider online distributed learning problems. Online distributed learning refers to the process of training learning models on distributed data sources. In our setting a set of agents need to cooperatively train a learning…

Machine Learning · Computer Science 2024-05-07 Nicola Bastianello , Apostolos I. Rikos , Karl H. Johansson

We study Smoothed Online Convex Optimization, a version of online convex optimization where the learner incurs a penalty for changing her actions between rounds. Given a $\Omega(\sqrt{d})$ lower bound on the competitive ratio of any online…

Machine Learning · Computer Science 2018-07-10 Niangjun Chen , Gautam Goel , Adam Wierman

We study offline-online reinforcement learning in linear mixture Markov decision processes (MDPs) under environment shift. In the offline phase, data are collected by an unknown behavior policy and may come from a mismatched environment,…

Machine Learning · Computer Science 2026-04-15 Zhongjun Zhang , Sean R. Sinclair

Motivated by the EU's "Right To Be Forgotten" regulation, we initiate a study of statistical data deletion problems where users' data are accessible only for a limited period of time. This setting is formulated as an online supervised…

Machine Learning · Statistics 2024-05-30 Yuantong Li , Chi-hua Wang , Guang Cheng

Online linear programming (OLP) has found broad applications in revenue management and resource allocation. State-of-the-art OLP algorithms achieve low regret by repeatedly solving linear programming (LP) subproblems that incorporate…

Machine Learning · Statistics 2025-11-04 Jingruo Sun , Wenzhi Gao , Ellen Vitercik , Yinyu Ye

Existing algorithms for online conformal prediction -- guaranteeing marginal coverage in adversarial settings -- are variants of online gradient descent (OGD), but their analyses of worst-case coverage do not follow from the regret…

Machine Learning · Computer Science 2025-02-18 Ramya Ramalingam , Shayan Kiyani , Aaron Roth

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…

Machine Learning · Statistics 2025-01-07 Wenzhi Gao , Dongdong Ge , Chenyu Xue , Chunlin Sun , Yinyu Ye

Given any increasing sequence of norms $\|\cdot\|_0,\dots,\|\cdot\|_{T-1}$, we provide an online convex optimization algorithm that outputs points $w_t$ in some domain $W$ in response to convex losses $\ell_t:W\to \mathbb{R}$ that…

Machine Learning · Computer Science 2020-02-11 Ashok Cutkosky

Despite recent progress in offline learning, these methods are still trained and tested on the same environment. In this paper, we compare the generalization abilities of widely used online and offline learning methods such as online…

Machine Learning · Computer Science 2024-03-18 Ishita Mediratta , Qingfei You , Minqi Jiang , Roberta Raileanu

This open problem asks whether there exists an online learning algorithm for binary classification that guarantees, for all target concepts, to make a sublinear number of mistakes, under only the assumption that the (possibly random)…

Machine Learning · Computer Science 2021-07-21 Steve Hanneke

Artificial intelligence and deep learning are currently reshaping numerical simulation frameworks by introducing new modeling capabilities. These frameworks are extensively investigated in the context of model correction and…

Machine Learning · Computer Science 2023-11-20 Said Ouala , Bertrand Chapron , Fabrice Collard , Lucile Gaultier , Ronan Fablet

Online meta-learning is emerging as an enabling technique for achieving edge intelligence in the IoT ecosystem. Nevertheless, to learn a good meta-model for within-task fast adaptation, a single agent alone has to learn over many tasks, and…

Machine Learning · Computer Science 2020-12-22 Sen Lin , Mehmet Dedeoglu , Junshan Zhang