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We consider online similarity prediction problems over networked data. We begin by relating this task to the more standard class prediction problem, showing that, given an arbitrary algorithm for class prediction, we can construct an…

Machine Learning · Computer Science 2013-03-18 Claudio Gentile , Mark Herbster , Stephen Pasteris

Online Contention Resolution Schemes (OCRS's) represent a modern tool for selecting a subset of elements, subject to resource constraints, when the elements are presented to the algorithm sequentially. OCRS's have led to some of the…

Data Structures and Algorithms · Computer Science 2024-04-03 Calum MacRury , Will Ma , Nathaniel Grammel

We consider a family of learning strategies for online optimization problems that evolve in continuous time and we show that they lead to no regret. From a more traditional, discrete-time viewpoint, this continuous-time approach allows us…

Optimization and Control · Mathematics 2014-02-28 Joon Kwon , Panayotis Mertikopoulos

We study unconstrained Online Linear Optimization with Lipschitz losses. Motivated by the pursuit of instance optimality, we propose a new algorithm that simultaneously achieves ($i$) the AdaGrad-style second order gradient adaptivity; and…

Machine Learning · Computer Science 2024-02-23 Zhiyu Zhang , Heng Yang , Ashok Cutkosky , Ioannis Ch. Paschalidis

This paper investigates online algorithms for smooth time-varying optimization problems, focusing first on methods with constant step-size, momentum, and extrapolation-length. Assuming strong convexity, precise results for the tracking…

Optimization and Control · Mathematics 2024-07-16 Liam Madden , Stephen Becker , Emiliano Dall'Anese

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

Bin covering is a dual version of classic bin packing. Thus, the goal is to cover as many bins as possible, where covering a bin means packing items of total size at least one in the bin. For online bin covering, competitive analysis fails…

Data Structures and Algorithms · Computer Science 2014-02-28 Marie G. Christ , Lene M. Favrholdt , Kim S. Larsen

Online learning to rank is a core problem in machine learning. In Lattimore et al. (2018), a novel online learning algorithm was proposed based on topological sorting. In the paper they provided a set of self-normalized inequalities (a) in…

Machine Learning · Statistics 2020-01-22 Victor de la Pena , Haolin Zou

Cost-Sensitive Online Classification has drawn extensive attention in recent years, where the main approach is to directly online optimize two well-known cost-sensitive metrics: (i) weighted sum of sensitivity and specificity; (ii) weighted…

Machine Learning · Computer Science 2019-11-19 Peilin Zhao , Yifan Zhang , Min Wu , Steven C. H. Hoi , Mingkui Tan , Junzhou Huang

Existing online multi-label classification works cannot well handle the online label thresholding problem and lack the regret analysis for their online algorithms. This paper proposes a novel framework of adaptive label thresholding…

Machine Learning · Computer Science 2022-11-15 Tingting Zhai , Hongcheng Tang , Hao Wang

Assessing uncertainty is an important step towards ensuring the safety and reliability of machine learning systems. Existing uncertainty estimation techniques may fail when their modeling assumptions are not met, e.g. when the data…

Machine Learning · Computer Science 2017-01-24 Volodymyr Kuleshov , Stefano Ermon

Online learning algorithms are fast, memory-efficient, easy to implement, and applicable to many prediction problems, including classification, regression, and ranking. Several online algorithms were proposed in the past few decades, some…

Machine Learning · Computer Science 2015-07-03 Francesco Orabona , Koby Crammer , Nicolò Cesa-Bianchi

Online allocation problems with resource constraints are central problems in revenue management and online advertising. In these problems, requests arrive sequentially during a finite horizon and, for each request, a decision maker needs to…

Data Structures and Algorithms · Computer Science 2021-11-08 Santiago Balseiro , Haihao Lu , Vahab Mirrokni

The online assignment problem plays an important role in operational research and computer science which is why immense attention has been given to improving its solution quality. Due to the incomplete information about the input, it is…

Computational Complexity · Computer Science 2022-08-09 Clarence Gabriel R. Kasilag , Pollux M. Rey , Jhoirene B. Clemente

Online caching is among the most fundamental and well-studied problems in the area of online algorithms. Innovative algorithmic ideas and analysis -- including potential functions and primal-dual techniques -- give insight into this…

Data Structures and Algorithms · Computer Science 2023-05-05 Sharat Ibrahimpur , Manish Purohit , Zoya Svitkina , Erik Vee , Joshua R. Wang

Online optimisation facilitates the solution of dynamic inverse problems, such as image stabilisation, fluid flow monitoring, and dynamic medical imaging. In this paper, we improve upon previous work on predictive online primal-dual methods…

Optimization and Control · Mathematics 2025-02-28 Neil Dizon , Jyrki Jauhiainen , Tuomo Valkonen

To investigate a dilemma of statistical and computational efficiency faced by long-run variance estimators, we propose a decomposition of kernel weights in a quadratic form and some online inference principles. These proposals allow us to…

Methodology · Statistics 2024-09-10 Man Fung Leung , Kin Wai Chan

We study a theoretical and algorithmic framework for structured prediction in the online learning setting. The problem of structured prediction, i.e. estimating function where the output space lacks a vectorial structure, is well studied in…

Machine Learning · Computer Science 2024-06-19 Pierre Boudart , Alessandro Rudi , Pierre Gaillard

We investigate online nonlinear regression with continually running recurrent neural network networks (RNNs), i.e., RNN-based online learning. For RNN-based online learning, we introduce an efficient first-order training algorithm that…

Machine Learning · Computer Science 2021-06-01 N. Mert Vural , Selim F. Yilmaz , Fatih Ilhan , Suleyman S. Kozat

We provide an online convex optimization algorithm with regret that interpolates between the regret of an algorithm using an optimal preconditioning matrix and one using a diagonal preconditioning matrix. Our regret bound is never worse…

Machine Learning · Computer Science 2019-05-31 Ashok Cutkosky , Tamas Sarlos