Online learning: A comprehensive survey

SCH Hoi, D Sahoo, J Lu, P Zhao - Neurocomputing, 2021 - Elsevier
Online learning represents a family of machine learning methods, where a learner attempts
to tackle some predictive (or any type of decision-making) task by learning from a sequence …

Scale-free unconstrained online learning for curved losses

JJ Mayo, H Hadiji, T van Erven - Conference on Learning …, 2022 - proceedings.mlr.press
A sequence of works in unconstrained online convex optimisation have investigated the
possibility of adapting simultaneously to the norm U of the comparator and the maximum …

Efficient kernelized ucb for contextual bandits

H Zenati, A Bietti, E Diemert, J Mairal… - International …, 2022 - proceedings.mlr.press
In this paper, we tackle the computational efficiency of kernelized UCB algorithms in
contextual bandits. While standard methods require a $\mathcal {O}(CT^ 3) $ complexity …

Mixability made efficient: Fast online multiclass logistic regression

R Jézéquel, P Gaillard, A Rudi - Advances in Neural …, 2021 - proceedings.neurips.cc
Mixability has been shown to be a powerful tool to obtain algorithms with optimal regret.
However, the resulting methods often suffer from high computational complexity which has …

Provably efficient kernelized q-learning

S Liu, H Su - arxiv preprint arxiv:2204.10349, 2022 - arxiv.org
We propose and analyze a kernelized version of Q-learning. Although a kernel space is
typically infinite-dimensional, extensive study has shown that generalization is only affected …

Efficient improper learning for online logistic regression

R Jézéquel, P Gaillard, A Rudi - Conference on Learning …, 2020 - proceedings.mlr.press
We consider the setting of online logistic regression and consider the regret with respect to
the $\ell_2 $-ball of radius $ B $. It is known (see Hazan et al.(2014)) that any proper …

Worst-case regret analysis of computationally budgeted online kernel selection

J Li, S Liao - Machine Learning, 2022 - Springer
We study the problem of online kernel selection under computational constraints, where the
memory or time of kernel selection and online prediction procedures is restricted to a fixed …

Non-stationary online regression

A Raj, P Gaillard, C Saad - arxiv preprint arxiv:2011.06957, 2020 - arxiv.org
Online forecasting under a changing environment has been a problem of increasing
importance in many real-world applications. In this paper, we consider the meta-algorithm …

Nearly optimal algorithms with sublinear computational complexity for online kernel regression

J Li, S Liao - International Conference on Machine Learning, 2023 - proceedings.mlr.press
The trade-off between regret and computational cost is a fundamental problem for online
kernel regression, and previous algorithms worked on the trade-off can not keep optimal …

Dynamic regret for strongly adaptive methods and optimality of online krr

D Baby, H Hasson, Y Wang - arxiv preprint arxiv:2111.11550, 2021 - arxiv.org
We consider the framework of non-stationary Online Convex Optimization where a learner
seeks to control its dynamic regret against an arbitrary sequence of comparators. When the …