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We incorporate future information in the form of the estimated value of future gradients in online convex optimization. This is motivated by demand response in power systems, where forecasts about the current round, e.g., the weather or the…

Optimization and Control · Mathematics 2020-12-14 Antoine Lesage-Landry , Iman Shames , Joshua A. Taylor

Online machine learning systems need to adapt to domain shifts. Meanwhile, acquiring label at every timestep is expensive. We propose a surprisingly simple algorithm that adaptively balances its regret and its number of label queries in…

Machine Learning · Computer Science 2021-03-01 Yining Chen , Haipeng Luo , Tengyu Ma , Chicheng Zhang

We study the problem of online learning in adversarial bandit problems under a partial observability model called off-policy feedback. In this sequential decision making problem, the learner cannot directly observe its rewards, but instead…

Machine Learning · Computer Science 2022-07-20 Germano Gabbianelli , Matteo Papini , Gergely Neu

We study various discrete nonlinear combinatorial optimization problems in an online learning framework. In the first part, we address the question of whether there are negative results showing that getting a vanishing (or even vanishing…

Data Structures and Algorithms · Computer Science 2020-06-24 Evripidis Bampis , Dimitris Christou , Bruno Escoffier , Nguyen Kim Thang

The follow the leader (FTL) algorithm, perhaps the simplest of all online learning algorithms, is known to perform well when the loss functions it is used on are convex and positively curved. In this paper we ask whether there are other…

Machine Learning · Computer Science 2017-02-13 Ruitong Huang , Tor Lattimore , András György , Csaba Szepesvári

Decentralized Online Learning (online learning in decentralized networks) attracts more and more attention, since it is believed that Decentralized Online Learning can help the data providers cooperatively better solve their online problems…

Machine Learning · Computer Science 2019-05-30 Yawei Zhao , Chen Yu , Peilin Zhao , Hanlin Tang , Shuang Qiu , Ji Liu

We study the problem of online learning and online regret minimization when samples are drawn from a general unknown non-stationary process. We introduce the concept of a dynamic changing process with cost $K$, where the conditional…

Machine Learning · Computer Science 2023-11-14 Changlong Wu , Ananth Grama , Wojciech Szpankowski

We revisit the question of reducing online learning to approximate optimization of the offline problem. In this setting, we give two algorithms with near-optimal performance in the full information setting: they guarantee optimal regret and…

Machine Learning · Computer Science 2018-04-24 Elad Hazan , Wei Hu , Yuanzhi Li , Zhiyuan Li

Building defect prediction models based on online learning can enhance prediction accuracy. It continuously rebuilds a new prediction model when adding a new data point. However, predicting a module as "non-defective" (i.e., negative…

Software Engineering · Computer Science 2023-08-29 Yuta Yamasaki , Nikolay Fedorov , Masateru Tsunoda , Akito Monden , Amjed Tahir , Kwabena Ebo Bennin , Koji Toda , Keitaro Nakasai

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

We define an online learning and optimization problem with discrete and irreversible decisions contributing toward a coverage target. In each period, a decision-maker selects facilities to open, receives information on the success of each…

Machine Learning · Computer Science 2026-03-06 Alexandre Jacquillat , Michael Lingzhi Li

Online learning algorithms are designed to learn even when their input is generated by an adversary. The widely-accepted formal definition of an online algorithm's ability to learn is the game-theoretic notion of regret. We argue that the…

Machine Learning · Computer Science 2012-07-03 Raman Arora , Ofer Dekel , Ambuj Tewari

Recently, several universal methods have been proposed for online convex optimization which can handle convex, strongly convex and exponentially concave cost functions simultaneously. However, most of these algorithms have been designed…

Machine Learning · Computer Science 2023-02-14 Arnold Salas

Algorithms for online learning typically require one or more boundedness assumptions: that the domain is bounded, that the losses are Lipschitz, or both. In this paper, we develop a new setting for online learning with unbounded domains and…

Machine Learning · Computer Science 2023-07-18 Andrew Jacobsen , Ashok Cutkosky

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…

Machine Learning · Computer Science 2013-05-14 Stephane Ross , Jiaji Zhou , Yisong Yue , Debadeepta Dey , J. Andrew Bagnell

Online learning is the process of answering a sequence of questions based on the correct answers to the previous questions. It is studied in many research areas such as game theory, information theory and machine learning. There are two…

Machine Learning · Computer Science 2019-03-27 Ankit Sharma , Late C. A. Murthy

In this paper, we propose an online convex optimization approach with two different levels of adaptivity. On a higher level, our approach is agnostic to the unknown types and curvatures of the online functions, while at a lower level, it…

Machine Learning · Computer Science 2024-04-17 Yu-Hu Yan , Peng Zhao , Zhi-Hua Zhou

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

We study online inverse linear optimization, also known as contextual recommendation, where a learner sequentially infers an agent's hidden objective vector from observed optimal actions over feasible sets that change over time. The learner…

Machine Learning · Computer Science 2026-05-13 Taihei Oki , Shinsaku Sakaue

We investigate an extension of continuous online learning in recurrent neural network language models. The model keeps a separate vector representation of the current unit of text being processed and adaptively adjusts it after each…

Computation and Language · Computer Science 2017-03-07 Marek Rei
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