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Online decision-makers often obtain predictions on future variables, such as arrivals, demands, inventories, and so on. These predictions can be generated from simple forecasting algorithms for univariate time-series, all the way to…
In recent years, functional linear models have attracted growing attention in statistics and machine learning, with the aim of recovering the slope function or its functional predictor. This paper considers online regularized learning…
We consider a variant of online convex optimization in which both the instances (input vectors) and the comparator (weight vector) are unconstrained. We exploit a natural scale invariance symmetry in our unconstrained setting: the…
This paper presents early work aiming at the development of a new framework for the design and analysis of algorithms for online learning based prediction and control. Firstly, we consider the task of predicting values of a function or time…
Prediction is a well-studied machine learning task, and prediction algorithms are core ingredients in online products and services. Despite their centrality in the competition between online companies who offer prediction-based products,…
Online-learning literature has focused on designing algorithms that ensure sub-linear growth of the cumulative long-term constraint violations. The drawback of this guarantee is that strictly feasible actions may cancel out constraint…
We consider the online sparse linear regression problem, which is the problem of sequentially making predictions observing only a limited number of features in each round, to minimize regret with respect to the best sparse linear regressor,…
Despite the pervasiveness of ordinal labels in supervised learning, it remains common practice in deep learning to treat such problems as categorical classification using the categorical cross entropy loss. Recent methods attempting to…
Offline reinforcement learning (RL) learns effective policies from a static target dataset. The performance of state-of-the-art offline RL algorithms notwithstanding, it relies on the size of the target dataset, and it degrades if limited…
Constraint-based learning reduces the burden of collecting labels by having users specify general properties of structured outputs, such as constraints imposed by physical laws. We propose a novel framework for simultaneously learning these…
We study algorithms for online linear optimization in Hilbert spaces, focusing on the case where the player is unconstrained. We develop a novel characterization of a large class of minimax algorithms, recovering, and even improving,…
In the realizable online setting, a learner is tasked with making predictions for a stream of instances, where the correct answer is revealed after each prediction. A learning rule is online consistent if its mistake rate eventually…
This paper studies online algorithms augmented with multiple machine-learned predictions. While online algorithms augmented with a single prediction have been extensively studied in recent years, the literature for the multiple predictions…
Partial-label learning is a popular weakly supervised learning setting that allows each training example to be annotated with a set of candidate labels. Previous studies on partial-label learning only focused on the classification setting…
We propose a novel online learning paradigm for nonlinear-function estimation tasks based on the iterative projections in the L2 space with probability measure reflecting the stochastic property of input signals. The proposed learning…
Reinforcement Learning (RL) has achieved state-of-the-art results in domains such as robotics and games. We build on this previous work by applying RL algorithms to a selection of canonical online stochastic optimization problems with a…
Online learning algorithms for dynamical systems provide finite time guarantees for control in the presence of sequentially revealed cost functions. We pose the classical linear quadratic tracking problem in the framework of online…
Prediction is a well-studied machine learning task, and prediction algorithms are core ingredients in online products and services. Despite their centrality in the competition between online companies who offer prediction-based products,…
We propose a decentralized online learning algorithm for distributed random inverse problems over network graphs with online measurements, and unifies the distributed parameter estimation in Hilbert spaces and the least mean square problem…
We study the problem of online learning in adversarial bandit problems under a partial observability model called off-policy feedback. In this sequential decision making problem, the learner cannot directly observe its rewards, but instead…