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Blackwell's celebrated approachability theory provides a general framework for a variety of learning problems, including regret minimization. However, Blackwell's proof and implicit algorithm measure approachability using the $\ell_2$…

Machine Learning · Computer Science 2023-02-06 Christoph Dann , Yishay Mansour , Mehryar Mohri , Jon Schneider , Balasubramanian Sivan

Motivated by online decision-making in time-varying combinatorial environments, we study the problem of transforming offline algorithms to their online counterparts. We focus on offline combinatorial problems that are amenable to a constant…

Machine Learning · Computer Science 2023-02-07 Rad Niazadeh , Negin Golrezaei , Joshua Wang , Fransisca Susan , Ashwinkumar Badanidiyuru

This paper studies online optimization from a high-level unified theoretical perspective. We not only generalize both Optimistic-DA and Optimistic-MD in normed vector space, but also unify their analysis methods for dynamic regret. Regret…

Machine Learning · Computer Science 2022-02-15 Qing-xin Meng , Jian-wei Liu

Stochastically Extended Adversarial (SEA) model is introduced by Sachs et al. [2022] as an interpolation between stochastic and adversarial online convex optimization. Under the smoothness condition, they demonstrate that the expected…

Machine Learning · Computer Science 2024-03-19 Sijia Chen , Yu-Jie Zhang , Wei-Wei Tu , Peng Zhao , Lijun Zhang

Online learning and model reference adaptive control have many interesting intersections. One area where they differ however is in how the algorithms are analyzed and what objective or metric is used to discriminate "good" algorithms from…

Systems and Control · Electrical Eng. & Systems 2025-01-24 Travis E. Gibson , Sawal Acharya

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

Low-complexity models such as linear function representation play a pivotal role in enabling sample-efficient reinforcement learning (RL). The current paper pertains to a scenario with value-based linear representation, which postulates the…

Machine Learning · Computer Science 2021-10-19 Gen Li , Yuxin Chen , Yuejie Chi , Yuantao Gu , Yuting Wei

In this work, we explore online convex optimization (OCO) and introduce a new condition and analysis that provides fast rates by exploiting the curvature of feasible sets. In online linear optimization, it is known that if the average…

Machine Learning · Computer Science 2025-02-18 Taira Tsuchiya , Shinji Ito

Despite the significant advances in deep learning over the past decade, a major challenge that limits the wide-spread adoption of deep learning has been their fragility to adversarial attacks. This sensitivity to making erroneous…

Machine Learning · Computer Science 2021-06-21 Hossein Aboutalebi , Mohammad Javad Shafiee , Michelle Karg , Christian Scharfenberger , Alexander Wong

We study the generalization performance of online learning algorithms trained on samples coming from a dependent source of data. We show that the generalization error of any stable online algorithm concentrates around its regret--an easily…

Machine Learning · Statistics 2012-06-08 Alekh Agarwal , John C. Duchi

Non-stationary online learning has drawn much attention in recent years. Despite considerable progress, dynamic regret minimization has primarily focused on convex functions, leaving the functions with stronger curvature (e.g., squared or…

Machine Learning · Computer Science 2025-06-13 Yu-Jie Zhang , Peng Zhao , Masashi Sugiyama

Continual learning has primarily focused on the issue of catastrophic forgetting and the associated stability-plasticity tradeoffs. However, little attention has been paid to the efficacy of continually learned representations, as…

Computer Vision and Pattern Recognition · Computer Science 2024-11-21 Ameya Prabhu , Shiven Sinha , Ponnurangam Kumaraguru , Philip H. S. Torr , Ozan Sener , Puneet K. Dokania

We study learning optimal policies from a logged dataset, i.e., offline RL, with function approximation. Despite the efforts devoted, existing algorithms with theoretic finite-sample guarantees typically assume exploratory data coverage or…

Machine Learning · Computer Science 2023-05-25 Chenjie Mao

We investigate online convex optimization in non-stationary environments and choose the 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 2020-12-01 Peng Zhao , Yu-Jie Zhang , Lijun Zhang , Zhi-Hua Zhou

We consider the problem of approximating the regression function $f_\mu:\, \Omega \to Y$ from noisy $\mu$-distributed vector-valued data $(\omega_m,y_m)\in\Omega\times Y$ by an online learning algorithm using a reproducing kernel Hilbert…

Machine Learning · Statistics 2025-10-03 Michael Griebel , Peter Oswald

We propose a general framework for studying adaptive regret bounds in the online learning framework, including model selection bounds and data-dependent bounds. Given a data- or model-dependent bound we ask, "Does there exist some algorithm…

Machine Learning · Computer Science 2020-02-14 Dylan J. Foster , Alexander Rakhlin , Karthik Sridharan

The emerging field of learning-augmented online algorithms uses ML techniques to predict future input parameters and thereby improve the performance of online algorithms. Since these parameters are, in general, real-valued functions, a…

Machine Learning · Computer Science 2022-05-26 Keerti Anand , Rong Ge , Amit Kumar , Debmalya Panigrahi

In online learning, the dynamic regret metric chooses the reference (optimal) solution that may change over time, while the typical (static) regret metric assumes the reference solution to be constant over the whole time horizon. The…

Machine Learning · Computer Science 2019-09-04 Yawei Zhao , Shuang Qiu , Ji Liu

Deep neural networks' remarkable ability to correctly fit training data when optimized by gradient-based algorithms is yet to be fully understood. Recent theoretical results explain the convergence for ReLU networks that are wider than…

Machine Learning · Computer Science 2021-02-09 Asaf Noy , Yi Xu , Yonathan Aflalo , Lihi Zelnik-Manor , Rong Jin

Modern applications in sensitive domains such as biometrics and medicine frequently require the use of non-decomposable loss functions such as precision@k, F-measure etc. Compared to point loss functions such as hinge-loss, these offer much…

Machine Learning · Computer Science 2014-10-27 Purushottam Kar , Harikrishna Narasimhan , Prateek Jain