相关论文: Non-exponentially weighted aggregation: regret bou…
A novel Follow-the-Perturbed-Leader type algorithm is proposed and analyzed for solving general long-term constrained optimization problems in an online manner, where the target and constraint functions are oblivious adversarially generated…
Given any increasing sequence of norms $\|\cdot\|_0,\dots,\|\cdot\|_{T-1}$, we provide an online convex optimization algorithm that outputs points $w_t$ in some domain $W$ in response to convex losses $\ell_t:W\to \mathbb{R}$ that…
This paper studies an online optimal resource reservation problem in communication networks with job transfers where the goal is to minimize the reservation cost while maintaining the blocking cost under a certain budget limit. To tackle…
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…
We consider a common case of the combinatorial semi-bandit problem, the $m$-set semi-bandit, where the learner exactly selects $m$ arms from the total $d$ arms. In the adversarial setting, the best regret bound, known to be…
We consider the setting of online linear regression for arbitrary deterministic sequences, with the square loss. We are interested in the aim set by Bartlett et al. (2015): obtain regret bounds that hold uniformly over all competitor…
Blackwell's approachability is a framework where two players, the Decision Maker and the Environment, play a repeated game with vector-valued payoffs. The goal of the Decision Maker is to make the average payoff converge to a given set…
We present a generalization of the adversarial linear bandits framework, where the underlying losses are kernel functions (with an associated reproducing kernel Hilbert space) rather than linear functions. We study a version of the…
On-line linear optimization on combinatorial action sets (d-dimensional actions) with bandit feedback, is known to have complexity in the order of the dimension of the problem. The exponential weighted strategy achieves the best known…
We consider an online learning problem on a continuum. A decision maker is given a compact feasible set $S$, and is faced with the following sequential problem: at iteration~$t$, the decision maker chooses a distribution $x^{(t)} \in…
We study online learning in adversarial nonstationary environments. Since the future can be very different from the past, a critical challenge is to gracefully forget the history while new data comes in. To formalize this intuition, we…
The design of effective online caching policies is an increasingly important problem for content distribution networks, online social networks and edge computing services, among other areas. This paper proposes a new algorithmic toolbox for…
We study fast rates of convergence in the setting of nonparametric online regression, namely where regret is defined with respect to an arbitrary function class which has bounded complexity. Our contributions are two-fold: - In the…
We consider online imitation learning (OIL), where the task is to find a policy that imitates the behavior of an expert via active interaction with the environment. We aim to bridge the gap between the theory and practice of policy…
We consider the problem of online aggregation of expert predictions with the quadratic loss function. We propose an algorithm for aggregating expert predictions which does not require a prior knowledge of the upper bound on the losses. The…
We study the fundamental problem of prediction with expert advice and develop regret lower bounds for a large family of algorithms for this problem. We develop simple adversarial primitives, that lend themselves to various combinations…
Aggregation methods have emerged as a powerful and flexible framework in statistical learning, providing unified solutions across diverse problems such as regression, classification, and density estimation. In the context of generalized…
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…
We derive a new analysis of Follow The Regularized Leader (FTRL) for online learning with delayed bandit feedback. By separating the cost of delayed feedback from that of bandit feedback, our analysis allows us to obtain new results in…
Catastrophic forgetting(CF) is a significant challenge in continual learning (CL). In regularization-based approaches to mitigate CF, modifications to important training parameters are penalized in subsequent tasks using an appropriate loss…