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We consider the problem of \textit{online sparse linear approximation}, where one predicts the best sparse approximation of a sequence of measurements in terms of linear combination of columns of a given measurement matrix. Such online…

Machine Learning · Computer Science 2025-01-08 Samrat Mukhopadhyay , Debasmita Mukherjee

We investigate the problem of online convex optimization with unknown delays, in which the feedback of a decision arrives with an arbitrary delay. Previous studies have presented a delayed variant of online gradient descent (OGD), and…

Machine Learning · Computer Science 2021-03-23 Yuanyu Wan , Wei-Wei Tu , Lijun Zhang

Maintaining predictive accuracy in non-stationary environments requires online model selection to adapt autonomously to unknown distribution shifts. However, existing tuning-free algorithms face a fundamental trade-off between robustness…

Machine Learning · Computer Science 2026-05-27 Kei Takemura , Ryuta Matsuno , Keita Sakuma

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

Most learning algorithms with formal regret guarantees assume that all mistakes are recoverable and essentially rely on trying all possible behaviors. This approach is problematic when some mistakes are "catastrophic", i.e., irreparable. We…

Machine Learning · Computer Science 2025-08-07 Benjamin Plaut , Hanlin Zhu , Stuart Russell

In this paper, we study the role of feedback in online learning with switching costs. It has been shown that the minimax regret is $\widetilde{\Theta}(T^{2/3})$ under bandit feedback and improves to $\widetilde{\Theta}(\sqrt{T})$ under…

Machine Learning · Computer Science 2023-06-19 Duo Cheng , Xingyu Zhou , Bo Ji

We present the first theoretical guarantees for differentially private online reinforcement learning (RL) with general function approximation, extending beyond prior work restricted to tabular and linear settings. Our approach combines a…

Machine Learning · Computer Science 2026-05-11 Yi He , Xingyu Zhou

Online learning has become increasingly popular on handling massive data. The sequential nature of online learning, however, requires a centralized learner to store data and update parameters. In this paper, we consider online learning with…

Machine Learning · Computer Science 2011-02-07 Feng Yan , Shreyas Sundaram , S. V. N. Vishwanathan , Yuan Qi

We consider online learning when the time horizon is unknown. We apply a minimax analysis, beginning with the fixed horizon case, and then moving on to two unknown-horizon settings, one that assumes the horizon is chosen randomly according…

Machine Learning · Computer Science 2013-10-08 Haipeng Luo , Robert E. Schapire

We introduce a transformation framework that can be utilized to develop online algorithms with low $\epsilon$-approximate regret in the random-order model from offline approximation algorithms. We first give a general reduction theorem that…

Machine Learning · Computer Science 2023-10-27 Jing Dong , Yuichi Yoshida

We consider a setting where a system learns to rank a fixed set of $m$ items. The goal is produce good item rankings for users with diverse interests who interact online with the system for $T$ rounds. We consider a novel top-$1$ feedback…

Machine Learning · Computer Science 2016-08-24 Sougata Chaudhuri , Ambuj Tewari

Boosting is a widely used machine learning approach based on the idea of aggregating weak learning rules. While in statistical learning numerous boosting methods exist both in the realizable and agnostic settings, in online learning they…

Machine Learning · Computer Science 2020-03-04 Nataly Brukhim , Xinyi Chen , Elad Hazan , Shay Moran

We study the problem of learning robust classifiers where the classifier will receive a perturbed input. Unlike robust PAC learning studied in prior work, here the clean data and its label are also adversarially chosen. We formulate this…

Machine Learning · Computer Science 2026-03-02 Sajad Ashkezari

We introduce an online convex optimization algorithm which utilizes projected subgradient descent with optimal adaptive learning rates. Our method provides second-order minimax-optimal dynamic regret guarantee (i.e. dependent on the sum of…

Optimization and Control · Mathematics 2022-09-14 Hakan Gokcesu , Suleyman S. Kozat

In this work, we aim to characterize the statistical complexity of realizable regression both in the PAC learning setting and the online learning setting. Previous work had established the sufficiency of finiteness of the fat shattering…

Machine Learning · Computer Science 2024-10-04 Idan Attias , Steve Hanneke , Alkis Kalavasis , Amin Karbasi , Grigoris Velegkas

We consider the problem of tracking the minimum of a time-varying convex optimization problem over a dynamic graph. Motivated by target tracking and parameter estimation problems in intermittently connected robotic and sensor networks, the…

Optimization and Control · Mathematics 2019-05-20 Rishabh Dixit , Amrit Singh Bedi , Ketan Rajawat

In this work, we study the online convex optimization problem with curved losses and delayed feedback. When losses are strongly convex, existing approaches obtain regret bounds of order $d_{\max} \ln T$, where $d_{\max}$ is the maximum…

Machine Learning · Computer Science 2025-06-10 Hao Qiu , Emmanuel Esposito , Mengxiao Zhang

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 study the problem of online multi-group learning, a learning model in which an online learner must simultaneously achieve small prediction regret on a large collection of (possibly overlapping) subsequences corresponding to a family of…

Machine Learning · Computer Science 2025-07-16 Samuel Deng , Daniel Hsu , Jingwen Liu

We study how to adapt to smoothly-varying ('easy') environments in well-known online learning problems where acquiring information is expensive. For the problem of label efficient prediction, which is a budgeted version of prediction with…

Machine Learning · Computer Science 2019-12-09 Siddharth Mitra , Aditya Gopalan