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The goal of a learner in standard online learning is to maintain an average loss close to the loss of the best-performing single function in some class. In many real-world problems, such as rating or ranking items, there is no single best…

Machine Learning · Computer Science 2013-03-18 Edward Moroshko , Koby Crammer

We study the problem of uncertainty quantification via prediction sets, in an online setting where the data distribution may vary arbitrarily over time. Recent work develops online conformal prediction techniques that leverage regret…

Machine Learning · Computer Science 2023-02-16 Aadyot Bhatnagar , Huan Wang , Caiming Xiong , Yu Bai

We resolve an open question from (Christiano, 2014b) posed in COLT'14 regarding the optimal dependency of the regret achievable for online local learning on the size of the label set. In this framework the algorithm is shown a pair of items…

Machine Learning · Computer Science 2015-08-25 Pranjal Awasthi , Moses Charikar , Kevin A. Lai , Andrej Risteski

We study reinforcement learning with linear function approximation and adversarially changing cost functions, a setup that has mostly been considered under simplifying assumptions such as full information feedback or exploratory…

Machine Learning · Computer Science 2023-01-31 Uri Sherman , Tomer Koren , Yishay Mansour

In repeated interaction problems with adaptive agents, our objective often requires anticipating and optimizing over the space of possible agent responses. We show that many problems of this form can be cast as instances of online…

Machine Learning · Computer Science 2024-06-28 William Brown , Christos Papadimitriou , Tim Roughgarden

We study the problem of online binary classification where strategic agents can manipulate their observable features in predefined ways, modeled by a manipulation graph, in order to receive a positive classification. We show this setting…

Machine Learning · Computer Science 2024-06-26 Saba Ahmadi , Avrim Blum , Kunhe Yang

We investigate the online nonsubmodular optimization with delayed feedback in the bandit setting, where the loss function is $\alpha$-weakly DR-submodular and $\beta$-weakly DR-supermodular. Previous work has established an…

Machine Learning · Computer Science 2025-08-04 Sifan Yang , Yuanyu Wan , Lijun Zhang

We propose new algorithms with provable performance for online binary optimization subject to general constraints and in dynamic settings. We consider the subset of problems in which the objective function is submodular. We propose the…

Optimization and Control · Mathematics 2024-05-03 Antoine Lesage-Landry , Julien Pallage

A natural goal when designing online learning algorithms for non-stationary environments is to bound the regret of the algorithm in terms of the temporal variation of the input sequence. Intuitively, when the variation is small, it should…

Machine Learning · Computer Science 2021-12-08 Gautam Goel , Babak Hassibi

We investigate distributed online convex optimization with compressed communication, where $n$ learners connected by a network collaboratively minimize a sequence of global loss functions using only local information and compressed data…

Machine Learning · Computer Science 2026-01-12 Sifan Yang , Wenhao Yang , Wei Jiang , Lijun Zhang

In the setting of online learning, Implicit algorithms turn out to be highly successful from a practical standpoint. However, the tightest regret analyses only show marginal improvements over Online Mirror Descent. In this work, we shed…

Machine Learning · Computer Science 2020-11-10 Nicolò Campolongo , Francesco Orabona

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

We investigate online convex optimization in non-stationary environments and choose dynamic regret as the performance measure, defined as the difference between cumulative loss incurred by the online algorithm and that of any feasible…

Machine Learning · Computer Science 2024-04-09 Peng Zhao , Yu-Jie Zhang , Lijun Zhang , Zhi-Hua Zhou

We propose an Online Learning with Local Permutations (OLLP) setting, in which the learner is allowed to slightly permute the \emph{order} of the loss functions generated by an adversary. On one hand, this models natural situations where…

Machine Learning · Computer Science 2017-03-14 Ohad Shamir , Liran Szlak

In this paper, the problem of distributed optimization is studied via a network of agents. Each agent only has access to a stochastic gradient of its own objective function in the previous time, and can communicate with its neighbors via a…

Optimization and Control · Mathematics 2024-01-29 Yuchen Yang , Kaihong Lu , Long Wang

We study online reinforcement learning in linear Markov decision processes with adversarial losses and bandit feedback, without prior knowledge on transitions or access to simulators. We introduce two algorithms that achieve improved regret…

Machine Learning · Computer Science 2023-10-19 Haolin Liu , Chen-Yu Wei , Julian Zimmert

We consider the problem of minimizing different notions of swap regret in online optimization. These forms of regret are tightly connected to correlated equilibrium concepts in games, and have been more recently shown to guarantee…

Machine Learning · Computer Science 2026-05-22 Ioannis Anagnostides , Gabriele Farina , Maxwell Fishelson , Haipeng Luo , Jon Schneider

We give a randomized online algorithm that guarantees near-optimal $\widetilde O(\sqrt T)$ expected swap regret against any sequence of $T$ adaptively chosen Lipschitz convex losses on the unit interval. This improves the previous best…

Machine Learning · Computer Science 2026-02-10 Lunjia Hu , Jon Schneider , Yifan Wu

We study Online Convex Optimization (OCO) with adversarial constraints, where an online algorithm must make sequential decisions to minimize both convex loss functions and cumulative constraint violations. We focus on a setting where the…

Machine Learning · Statistics 2025-03-14 Jordan Lekeufack , Michael I. Jordan

We revisit online binary classification by shifting the focus from competing with the best-in-class binary loss to competing against relaxed benchmarks that capture smoothed notions of optimality. Instead of measuring regret relative to the…

Machine Learning · Statistics 2025-04-16 Omar Montasser , Abhishek Shetty , Nikita Zhivotovskiy