相关论文: A Short Note on a Variant of the Squint Algorithm

We consider the problem of prediction with expert advice for ``easy'' sequences. We show that a variant of NormalHedge enjoys a second-order $\epsilon$-quantile regret bound of $O\big(\sqrt{V_T \log(V_T/\epsilon)}\big) $ when $V_T > \log…

We consider online learning problems where the aim is to achieve regret which is efficient in the sense that it is the same order as the lowest regret amongst K experts. This is a substantially stronger requirement that achieving…

We propose the first reduction-based approach to obtaining long-term memory guarantees for online learning in the sense of Bousquet and Warmuth, 2002, by reducing the problem to achieving typical switching regret. Specifically, for the…

We study the problem of prediction with expert advice when the number of experts in question may be extremely large or even infinite. We devise an algorithm that obtains a tight regret bound of $\widetilde{O}(\epsilon T + N + \sqrt{NT})$,…

The note presents a modified proof of a loss bound for the exponentially weighted average forecaster with time-varying potential. The regret term of the algorithm is upper-bounded by sqrt{n ln(N)} (uniformly in n), where N is the number of…

We introduce the $\texttt{$k$-experts}$ problem - a generalization of the classic Prediction with Expert's Advice framework. Unlike the classic version, where the learner selects exactly one expert from a pool of $N$ experts at each round,…

We study how we can adapt a predictor to a non-stationary environment with advises from multiple experts. We study the problem under complete feedback when the best expert changes over time from a decision theoretic point of view. Proposed…

We consider a variation on the problem of prediction with expert advice, where new forecasters that were unknown until then may appear at each round. As often in prediction with expert advice, designing an algorithm that achieves…

We solve the COLT 2013 open problem of \citet{SCB} on minimizing regret in the setting of advice-efficient multiarmed bandits with expert advice. We give an algorithm for the setting of K arms and N experts out of which we are allowed to…

We resolve the long-standing "impossible tuning" issue for the classic expert problem and show that, it is in fact possible to achieve regret $O\left(\sqrt{(\ln d)\sum_t \ell_{t,i}^2}\right)$ simultaneously for all expert $i$ in a $T$-round…

We study the $K$-armed dueling bandit problem, a variation of the standard stochastic bandit problem where the feedback is limited to relative comparisons of a pair of arms. We introduce a tight asymptotic regret lower bound that is based…

We study online aggregation of the predictions of experts, and first show new second-order regret bounds in the standard setting, which are obtained via a version of the Prod algorithm (and also a version of the polynomially weighted…

We study the problem of incentive-compatible online learning with bandit feedback. In this class of problems, the experts are self-interested agents who might misrepresent their preferences with the goal of being selected most often. The…

We revisit the problem of online learning with sleeping experts/bandits: in each time step, only a subset of the actions are available for the algorithm to choose from (and learn about). The work of Kleinberg et al. (2010) showed that there…

We prove the familiar Lazy Online Gradient Descent algorithm is universal on polytope domains. That means it gets $O(1)$ pseudo-regret against i.i.d opponents, while simultaneously achieving the well-known $O(\sqrt N)$ worst-case regret…

Prediction with expert advice is a foundational problem in online learning. In instances with $T$ rounds and $n$ experts, the classical Multiplicative Weights Update method suffers at most $\sqrt{(T/2)\ln n}$ regret when $T$ is known…

We study the problem of expert advice under partial bandit feedback setting and create a sequential minimax optimal algorithm. Our algorithm works with a more general partial monitoring setting, where, in contrast to the classical bandit…

In this research note, we revisit the bandits with expert advice problem. Under a restricted feedback model, we prove a lower bound of order $\sqrt{K T \ln(N/K)}$ for the worst-case regret, where $K$ is the number of actions, $N>K$ the…

Prediction with experts' advice is one of the most fundamental problems in online learning and captures many of its technical challenges. A recent line of work has looked at online learning through the lens of differential equations and…

We address the problem of sequential prediction with expert advice in a non-stationary environment with long-term memory guarantees in the sense of Bousquet and Warmuth [4]. We give a linear-time algorithm that improves on the best known…