Online convex optimization in dynamic environments

EC Hall, RM Willett - IEEE Journal of Selected Topics in Signal …, 2015 - ieeexplore.ieee.org
High-velocity streams of high-dimensional data pose significant “big data” analysis
challenges across a range of applications and settings. Online learning and online convex …

Dynamic regret of strongly adaptive methods

L Zhang, T Yang, ZH Zhou - International conference on …, 2018 - proceedings.mlr.press
To cope with changing environments, recent developments in online learning have
introduced the concepts of adaptive regret and dynamic regret independently. In this paper …

Parameter-free, dynamic, and strongly-adaptive online learning

A Cutkosky - International Conference on Machine Learning, 2020 - proceedings.mlr.press
We provide a new online learning algorithm that for the first time combines several disparate
notions of adaptivity. First, our algorithm obtains a “parameter-free” regret bound that adapts …

Dynamical models and tracking regret in online convex programming

E Hall, R Willett - International Conference on Machine …, 2013 - proceedings.mlr.press
This paper describes a new online convex optimization method which incorporates a family
of candidate dynamical models and establishes novel tracking regret bounds that scale with …

Dynamic environment responsive online meta-learning with fairness awareness

C Zhao, F Mi, X Wu, K Jiang, L Khan… - ACM Transactions on …, 2024 - dl.acm.org
The fairness-aware online learning framework has emerged as a potent tool within the
context of continuous lifelong learning. In this scenario, the learner's objective is to …

Efficient algorithms for adversarial contextual learning

V Syrgkanis, A Krishnamurthy… - … on Machine Learning, 2016 - proceedings.mlr.press
We provide the first oracle efficient sublinear regret algorithms for adversarial versions of the
contextual bandit problem. In this problem, the learner repeatedly makes an action on the …

Learning to bid optimally and efficiently in adversarial first-price auctions

Y Han, Z Zhou, A Flores, E Ordentlich… - arxiv preprint arxiv …, 2020 - arxiv.org
First-price auctions have very recently swept the online advertising industry, replacing
second-price auctions as the predominant auction mechanism on many platforms. This shift …

Non-stationary projection-free online learning with dynamic and adaptive regret guarantees

Y Wang, W Yang, W Jiang, S Lu, B Wang… - Proceedings of the …, 2024 - ojs.aaai.org
Projection-free online learning has drawn increasing interest due to its efficiency in solving
high-dimensional problems with complicated constraints. However, most existing projection …

Improved strongly adaptive online learning using coin betting

KS Jun, F Orabona, S Wright… - Artificial Intelligence and …, 2017 - proceedings.mlr.press
This paper describes a new parameter-free online learning algorithm for changing
environments. In comparing against algorithms with the same time complexity as ours, we …

Small-loss adaptive regret for online convex optimization

W Yang, W Jiang, Y Wang, P Yang, Y Hu… - Forty-first International …, 2024 - openreview.net
To deal with changing environments, adaptive regret has been proposed to minimize the
regret over every interval. Previous studies have established a small-loss adaptive regret …