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We study the problem of online learning with primary and secondary losses. For example, a recruiter making decisions of which job applicants to hire might weigh false positives and false negatives equally (the primary loss) but the…

Machine Learning · Computer Science 2020-10-29 Avrim Blum , Han Shao

In this paper we study the mincut problem in the online setting. We consider two distinct models: A) competitive analysis and B) regret analysis. In the competitive setting we consider the vertex arrival model; whenever a new vertex arrives…

Data Structures and Algorithms · Computer Science 2020-08-17 Avah Banerjee , Guoli Ding

The regret bound of dynamic online learning algorithms is often expressed in terms of the variation in the function sequence ($V_T$) and/or the path-length of the minimizer sequence after $T$ rounds. For strongly convex and smooth…

Machine Learning · Computer Science 2020-08-17 Ting-Jui Chang , Shahin Shahrampour

We consider the decision-making framework of online convex optimization with a very large number of experts. This setting is ubiquitous in contextual and reinforcement learning problems, where the size of the policy class renders…

Machine Learning · Computer Science 2021-02-19 Elad Hazan , Karan Singh

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

Personalized alignment aims to adapt large language models to heterogeneous user preferences, yet the precise theoretical conditions for its statistical efficiency have not been formally established. This paper characterizes the conditions…

Machine Learning · Computer Science 2026-05-12 Enoch Hyunwook Kang

We consider the problem of online linear regression in the stochastic setting. We derive high probability regret bounds for online ridge regression and the forward algorithm. This enables us to compare online regression algorithms more…

Machine Learning · Computer Science 2021-11-03 Reda Ouhamma , Odalric Maillard , Vianney Perchet

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 revisit the challenge of designing online algorithms for the bandit convex optimization problem (BCO) which are also scalable to high dimensional problems. Hence, we consider algorithms that are \textit{projection-free}, i.e., based on…

Machine Learning · Computer Science 2019-10-09 Dan Garber , Ben Kretzu

We consider model selection in stochastic bandit and reinforcement learning problems. Given a set of base learning algorithms, an effective model selection strategy adapts to the best learning algorithm in an online fashion. We show that by…

Machine Learning · Computer Science 2020-06-11 Yasin Abbasi-Yadkori , Aldo Pacchiano , My Phan

Motivated by the predictable nature of real-life in data streams, we study online regression when the learner has access to predictions about future examples. In the extreme case, called transductive online learning, the sequence of…

Machine Learning · Computer Science 2025-10-07 Vinod Raman , Shenghao Xie , Samson Zhou

The goal of a learner, in standard online learning, is to have the cumulative loss not much larger compared with the best-performing function from some fixed class. Numerous algorithms were shown to have this gap arbitrarily close to zero,…

Machine Learning · Computer Science 2013-03-04 Nina Vaits , Edward Moroshko , Koby Crammer

In online convex optimization, some efficient algorithms have been designed for each of the individual classes of objective functions, e.g., convex, strongly convex, and exp-concave. However, existing regret analyses, including those of…

Optimization and Control · Mathematics 2024-12-13 Tomoya Kamijima , Shinji Ito

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

We consider the problem of learning in adversarial Markov decision processes [MDPs] with an oblivious adversary in a full-information setting. The agent interacts with an environment during $T$ episodes, each of which consists of $H$…

Machine Learning · Computer Science 2025-03-06 Daniil Tiapkin , Evgenii Chzhen , Gilles Stoltz

We study online learning settings in which experts act strategically to maximize their influence on the learning algorithm's predictions by potentially misreporting their beliefs about a sequence of binary events. Our goal is twofold.…

Machine Learning · Computer Science 2020-07-02 Rupert Freeman , David M. Pennock , Chara Podimata , Jennifer Wortman Vaughan

Consider the task of learning a hypothesis class $\mathcal{H}$ in the presence of an adversary that can replace up to an $\eta$ fraction of the examples in the training set with arbitrary adversarial examples. The adversary aims to fail the…

Machine Learning · Computer Science 2022-10-13 Steve Hanneke , Amin Karbasi , Mohammad Mahmoody , Idan Mehalel , Shay Moran

We study online classification when the learner has access to predictions about future examples. We design an online learner whose expected regret is never worse than the worst-case regret, gracefully improves with the quality of the…

Machine Learning · Computer Science 2024-05-24 Vinod Raman , Ambuj Tewari

In the online learning with experts problem, an algorithm must make a prediction about an outcome on each of $T$ days (or times), given a set of $n$ experts who make predictions on each day (or time). The algorithm is given feedback on the…

Data Structures and Algorithms · Computer Science 2023-03-06 David P. Woodruff , Fred Zhang , Samson Zhou

In this paper, we revisit the problem of smoothed online learning, in which the online learner suffers both a hitting cost and a switching cost, and target two performance metrics: competitive ratio and dynamic regret with switching cost.…

Machine Learning · Computer Science 2021-05-19 Lijun Zhang , Wei Jiang , Shiyin Lu , Tianbao Yang
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