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Related papers: Defensive Universal Learning with Experts

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We specify an experts algorithm with the following characteristics: (a) it uses only feedback from the actions actually chosen (bandit setup), (b) it can be applied with countably infinite expert classes, and (c) it copes with losses that…

Machine Learning · Computer Science 2007-05-23 Jan Poland , Marcus Hutter

We introduce a new protocol for prediction with expert advice in which each expert evaluates the learner's and his own performance using a loss function that may change over time and may be different from the loss functions used by the…

Machine Learning · Computer Science 2009-03-23 Alexey Chernov , Vladimir Vovk

In this paper, we study a variant of the framework of online learning using expert advice with limited/bandit feedback. We consider each expert as a learning entity, seeking to more accurately reflecting certain real-world applications. In…

Machine Learning · Computer Science 2017-02-21 Adish Singla , Hamed Hassani , Andreas Krause

Complex learning agents are increasingly deployed alongside existing experts, such as human operators or previously trained agents. However, it remains unclear how should learners optimally incorporate certain forms of expert data, which…

Machine Learning · Computer Science 2025-10-10 Daniel Jarne Ornia , Joel Dyer , Nicholas Bishop , Anisoara Calinescu , Michael Wooldridge

We consider the contextual bandit problem on general action and context spaces, where the learner's rewards depend on their selected actions and an observable context. This generalizes the standard multi-armed bandit to the case where side…

Machine Learning · Statistics 2023-01-03 Moise Blanchard , Steve Hanneke , Patrick Jaillet

The method of defensive forecasting is applied to the problem of prediction with expert advice for binary outcomes. It turns out that defensive forecasting is not only competitive with the Aggregating Algorithm but also handles the case of…

Machine Learning · Computer Science 2007-08-13 Vladimir Vovk

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

Imitation learning algorithms learn a policy from demonstrations of expert behavior. We show that, for deterministic experts, imitation learning can be done by reduction to reinforcement learning with a stationary reward. Our theoretical…

Machine Learning · Statistics 2022-03-16 Kamil Ciosek

We provide algorithms for regression with adversarial responses under large classes of non-i.i.d. instance sequences, on general separable metric spaces, with provably minimal assumptions. We also give characterizations of learnability in…

Machine Learning · Computer Science 2023-06-13 Moïse Blanchard , Patrick Jaillet

Learning algorithms are often used in conjunction with expert decision makers in practical scenarios, however this fact is largely ignored when designing these algorithms. In this paper we explore how to learn predictors that can either…

Machine Learning · Computer Science 2021-01-26 Hussein Mozannar , David Sontag

We study the fundamental limits of learning in contextual bandits, where a learner's rewards depend on their actions and a known context, which extends the canonical multi-armed bandit to the case where side-information is available. We are…

Machine Learning · Statistics 2023-06-13 Moise Blanchard , Steve Hanneke , Patrick Jaillet

Online learning with expert advice is a fundamental problem of sequential prediction. In this problem, the algorithm has access to a set of $n$ "experts" who make predictions on each day. The goal on each day is to process these…

Data Structures and Algorithms · Computer Science 2022-04-22 Vaidehi Srinivas , David P. Woodruff , Ziyu Xu , Samson Zhou

We study the classic problem of prediction with expert advice under bandit feedback. Our model assumes that one action, corresponding to the learner's abstention from play, has no reward or loss on every trial. We propose the CBA algorithm,…

Machine Learning · Computer Science 2024-11-13 Stephen Pasteris , Alberto Rumi , Maximilian Thiessen , Shota Saito , Atsushi Miyauchi , Fabio Vitale , Mark Herbster

We study a variant of decision-theoretic online learning in which the set of experts that are available to Learner can shrink over time. This is a restricted version of the well-studied sleeping experts problem, itself a generalization of…

Machine Learning · Computer Science 2019-10-31 Hamid Shayestehmanesh , Sajjad Azami , Nishant A. Mehta

We consider a general framework of online learning with expert advice where regret is defined with respect to sequences of experts accepted by a weighted automaton. Our framework covers several problems previously studied, including…

Machine Learning · Computer Science 2017-10-24 Mehryar Mohri , Scott Yang

This paper considers a variant of the classical online learning problem with expert predictions. Our model's differences and challenges are due to lacking any direct feedback on the loss each expert incurs at each time step $t$. We propose…

Machine Learning · Computer Science 2020-01-07 Yang Liu , David P. Helmbold

We study the prediction with expert advice setting, where the aim is to produce a decision by combining the decisions generated by a set of experts, e.g., independently running algorithms. We achieve the min-max optimal dynamic regret under…

Machine Learning · Computer Science 2022-08-09 Hakan Gokcesu , Suleyman S. Kozat

In this work, we aim to create a completely online algorithmic framework for prediction with expert advice that is translation-free and scale-free of the expert losses. Our goal is to create a generalized algorithm that is suitable for use…

Machine Learning · Computer Science 2020-09-10 Kaan Gokcesu , Hakan Gokcesu

We apply the method of defensive forecasting, based on the use of game-theoretic supermartingales, to prediction with expert advice. In the traditional setting of a countable number of experts and a finite number of outcomes, the Defensive…

Machine Learning · Computer Science 2010-03-12 Alexey Chernov , Yuri Kalnishkan , Fedor Zhdanov , Vladimir Vovk

We study the problem of nonstochastic bandits with expert advice, extending the setting from finitely many experts to any countably infinite set: A learner aims to maximize the total reward by taking actions sequentially based on bandit…

Machine Learning · Computer Science 2021-03-29 X. Flora Meng , Tuhin Sarkar , Munther A. Dahleh
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