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We study linear contextual bandits in the misspecified setting, where the expected reward function can be approximated by a linear function class up to a bounded misspecification level $\zeta>0$. We propose an algorithm based on a novel…

Machine Learning · Computer Science 2023-03-17 Weitong Zhang , Jiafan He , Zhiyuan Fan , Quanquan Gu

We study the gradient-based training of large-depth residual networks (ResNets) from standard random initializations. We show that infinite-depth ResNets behave as if they were infinitely wide, regardless of their actual width. More…

Machine Learning · Computer Science 2026-03-04 Lénaïc Chizat

We study fast rates of convergence in the setting of nonparametric online regression, namely where regret is defined with respect to an arbitrary function class which has bounded complexity. Our contributions are two-fold: - In the…

Machine Learning · Computer Science 2022-04-13 Constantinos Daskalakis , Noah Golowich

The problem of learning threshold functions is a fundamental one in machine learning. Classical learning theory implies sample complexity of $O(\xi^{-1} \log(1/\beta))$ (for generalization error $\xi$ with confidence $1-\beta$). The private…

Machine Learning · Computer Science 2022-11-14 Edith Cohen , Xin Lyu , Jelani Nelson , Tamás Sarlós , Uri Stemmer

We study the problem of online binary classification in settings where strategic agents can modify their observable features to receive a positive classification. We model the set of feasible manipulations by a directed graph over the…

Machine Learning · Computer Science 2024-07-17 Saba Ahmadi , Kunhe Yang , Hanrui Zhang

We consider the fundamental problem of prediction with expert advice where the experts are "optimizable": there is a black-box optimization oracle that can be used to compute, in constant time, the leading expert in retrospect at any point…

Machine Learning · Computer Science 2016-01-28 Elad Hazan , Tomer Koren

We study a variant of online multiclass classification where the learner predicts a single label but receives a \textit{set of labels} as feedback. In this model, the learner is penalized for not outputting a label contained in the revealed…

Machine Learning · Computer Science 2024-06-21 Vinod Raman , Unique Subedi , Ambuj Tewari

In online classification, a learner is presented with a sequence of examples and aims to predict their labels in an online fashion so as to minimize the total number of mistakes. In the self-directed variant, the learner knows in advance…

Machine Learning · Computer Science 2023-08-08 Ilias Diakonikolas , Vasilis Kontonis , Christos Tzamos , Nikos Zarifis

We give lower bounds on the amount of memory required by one-pass streaming algorithms for solving several natural learning problems. In a setting where examples lie in $\{0,1\}^d$ and the optimal classifier can be encoded using $\kappa$…

Machine Learning · Computer Science 2022-06-13 Gavin Brown , Mark Bun , Adam Smith

In online inverse linear optimization, a learner observes time-varying sets of feasible actions and an agent's optimal actions, selected by solving linear optimization over the feasible actions. The learner sequentially makes predictions of…

Machine Learning · Computer Science 2025-05-23 Shinsaku Sakaue , Taira Tsuchiya , Han Bao , Taihei Oki

We study online learning in the random-order model, where the multiset of loss functions is chosen adversarially but revealed in a uniformly random order. By extending the batch-to-online transformation of Dong and Yoshida (2023), we show…

Machine Learning · Statistics 2026-05-11 Shinsaku Sakaue , Yuichi Yoshida

Online strategic classification studies settings in which agents strategically modify their features to obtain favorable predictions. For example, given a classifier that determines loan approval based on credit scores, applicants may open…

Machine Learning · Computer Science 2026-02-09 Chase Hutton , Adam Melrod , Han Shao

We prove tight lower bounds for online multicalibration, establishing an information-theoretic separation from marginal calibration. In the general setting where group functions can depend on both context and the learner's predictions, we…

Machine Learning · Computer Science 2026-04-27 Natalie Collina , Jiuyao Lu , Georgy Noarov , Aaron Roth

We study algorithms for online linear optimization in Hilbert spaces, focusing on the case where the player is unconstrained. We develop a novel characterization of a large class of minimax algorithms, recovering, and even improving,…

Machine Learning · Computer Science 2014-05-22 H. Brendan McMahan , Francesco Orabona

Laws of large numbers guarantee that given a large enough sample from some population, the measure of any fixed sub-population is well-estimated by its frequency in the sample. We study laws of large numbers in sampling processes that can…

Machine Learning · Computer Science 2021-01-25 Noga Alon , Omri Ben-Eliezer , Yuval Dagan , Shay Moran , Moni Naor , Eylon Yogev

This work studies the statistical limits of uniform convergence for offline policy evaluation (OPE) problems with model-based methods (for episodic MDP) and provides a unified framework towards optimal learning for several well-motivated…

Machine Learning · Computer Science 2021-06-25 Ming Yin , Yu-Xiang Wang

We consider online learning in the model where a learning algorithm can access the class only via the \emph{consistent oracle} -- an oracle, that, at any moment, can give a function from the class that agrees with all examples seen so far.…

Machine Learning · Computer Science 2024-02-08 Alexander Kozachinskiy , Tomasz Steifer

We revisit the sequential variants of linear regression with the squared loss, classification problems with hinge loss, and logistic regression, all characterized by unbounded losses in the setup where no assumptions are made on the…

Machine Learning · Statistics 2025-09-08 Jian Qian , Alexander Rakhlin , Nikita Zhivotovskiy

We consider the problem of online adaptive control of the linear quadratic regulator, where the true system parameters are unknown. We prove new upper and lower bounds demonstrating that the optimal regret scales as…

Machine Learning · Computer Science 2023-10-05 Max Simchowitz , Dylan J. Foster

We study online multiclass classification under bandit feedback. We extend the results of Daniely and Helbertal [2013] by showing that the finiteness of the Bandit Littlestone dimension is necessary and sufficient for bandit online…

Machine Learning · Computer Science 2024-01-23 Ananth Raman , Vinod Raman , Unique Subedi , Idan Mehalel , Ambuj Tewari