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Related papers: Instance-Adaptive Online Multicalibration

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We study the framework of a dynamic decision-making scenario with resource constraints. In this framework, an agent, whose target is to maximize the total reward under the initial inventory, selects an action in each round upon observing a…

Machine Learning · Computer Science 2024-12-19 Zhaohua Chen , Rui Ai , Mingwei Yang , Yuqi Pan , Chang Wang , Xiaotie Deng

We present an efficient distributed online learning scheme to classify data captured from distributed, heterogeneous, and dynamic data sources. Our scheme consists of multiple distributed local learners, that analyze different streams of…

Machine Learning · Computer Science 2013-08-27 Luca Canzian , Yu Zhang , Mihaela van der Schaar

Multicalibration gradient boosting has recently emerged as a scalable method that empirically produces approximately multicalibrated predictors and has been deployed at web scale. Despite this empirical success, its convergence properties…

Machine Learning · Computer Science 2026-02-09 Daniel Haimovich , Fridolin Linder , Lorenzo Perini , Niek Tax , Milan Vojnovic

Although online convex optimization (OCO) under arbitrary delays has received increasing attention recently, previous studies focus on stationary environments with the goal of minimizing static regret. In this paper, we investigate the…

Machine Learning · Computer Science 2025-11-10 Yuanyu Wan , Chang Yao , Yitao Ma , Mingli Song , Lijun Zhang

In the realm of high-frequency data streams, achieving real-time learning within varying memory constraints is paramount. This paper presents Ferret, a comprehensive framework designed to enhance online accuracy of Online Continual Learning…

Machine Learning · Computer Science 2025-03-18 Yuhao Zhou , Yuxin Tian , Jindi Lv , Mingjia Shi , Yuanxi Li , Qing Ye , Shuhao Zhang , Jiancheng Lv

Overparameterized models have recently challenged conventional learning theory by exhibiting improved generalization beyond the interpolation limit, a phenomenon known as benign overfitting. This work introduces Adaptive Benign Overfitting…

Statistical Finance · Quantitative Finance 2026-02-02 Luis Ontaneda Mijares , Nick Firoozye

Online learning makes sequence of decisions with partial data arrival where next movement of data is unknown. In this paper, we have presented a new technique as multiple times weight updating that update the weight iteratively forsame…

Machine Learning · Computer Science 2019-01-09 Charanjeet , Anuj Sharma

In online (sequential) calibration, a forecaster predicts probability distributions over a finite outcome space $[d]$ over a sequence of $T$ days, with the goal of being calibrated. While asymptotically calibrated strategies are known to…

Machine Learning · Computer Science 2025-04-15 Binghui Peng

In this paper, we study oracle-efficient algorithms for beyond worst-case analysis of online learning. We focus on two settings. First, the smoothed analysis setting of [RST11,HRS22] where an adversary is constrained to generating samples…

Machine Learning · Computer Science 2022-11-23 Nika Haghtalab , Yanjun Han , Abhishek Shetty , Kunhe Yang

Continuous-time reinforcement learning (CTRL) provides a natural framework for sequential decision-making in dynamic environments where interactions evolve continuously over time. While CTRL has shown growing empirical success, its ability…

Machine Learning · Computer Science 2025-12-04 Runze Zhao , Yue Yu , Ruhan Wang , Chunfeng Huang , Dongruo Zhou

Motivated by energy management for micro-grids, we study convex optimization problems with uncertainty in the objective function and sequential decision making. To solve these problems, we propose a new framework called ``Online…

Optimization and Control · Mathematics 2020-08-25 Martijn H. H. Schoot Uiterkamp , Marco E. T. Gerards , Johann L. Hurink

A key challenge in online learning is that classical algorithms can be slow to adapt to changing environments. Recent studies have proposed "meta" algorithms that convert any online learning algorithm to one that is adaptive to changing…

Machine Learning · Statistics 2017-11-08 Kwang-Sung Jun , Francesco Orabona , Stephen Wright , Rebecca Willett

We consider the problem of online active learning to collect data for regression modeling. Specifically, we consider a decision maker with a limited experimentation budget who must efficiently learn an underlying linear population model.…

Machine Learning · Statistics 2016-12-22 Carlos Riquelme , Ramesh Johari , Baosen Zhang

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 an adaptive finite element method with arbitrary but fixed polynomial degree $p \ge 1$, where adaptivity is driven by an edge-based residual error estimator. Based on the modified maximum criterion from [Diening et al, Found.…

Numerical Analysis · Mathematics 2021-01-29 Michael Innerberger , Dirk Praetorius

Online imitation learning (IL) is an algorithmic framework that leverages interactions with expert policies for efficient policy optimization. Here policies are optimized by performing online learning on a sequence of loss functions that…

Machine Learning · Computer Science 2021-02-23 Xinyan Yan , Byron Boots , Ching-An Cheng

We study adversarial online nonparametric regression with general convex losses and propose a parameter-free learning algorithm that achieves minimax optimal rates. Our approach leverages chaining trees to compete against H{\"o}lder…

Statistics Theory · Mathematics 2025-04-14 Paul Liautaud , Pierre Gaillard , Olivier Wintenberger

Practical online learning tasks are often naturally defined on unconstrained domains, where optimal algorithms for general convex losses are characterized by the notion of comparator adaptivity. In this paper, we design such algorithms in…

Machine Learning · Computer Science 2022-10-13 Zhiyu Zhang , Ashok Cutkosky , Ioannis Ch. Paschalidis

Conventional online multi-task learning algorithms suffer from two critical limitations: 1) Heavy communication caused by delivering high velocity of sequential data to a central machine; 2) Expensive runtime complexity for building task…

Machine Learning · Statistics 2020-04-06 Peng Yang , Ping Li

We study oracle complexity of gradient based methods for stochastic approximation problems. Though in many settings optimal algorithms and tight lower bounds are known for such problems, these optimal algorithms do not achieve the best…

Optimization and Control · Mathematics 2022-06-20 Jingzhao Zhang , Hongzhou Lin , Subhro Das , Suvrit Sra , Ali Jadbabaie