Dynamic regret of convex and smooth functions

P Zhao, YJ Zhang, L Zhang… - Advances in Neural …, 2020 - proceedings.neurips.cc
We investigate online convex optimization in non-stationary environments and choose the
dynamic regret as the performance measure, defined as the difference between cumulative …

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 …

Achieving all with no parameters: Adanormalhedge

H Luo, RE Schapire - Conference on Learning Theory, 2015 - proceedings.mlr.press
We study the classic online learning problem of predicting with expert advice, and propose a
truly parameter-free and adaptive algorithm that achieves several objectives simultaneously …

A second-order bound with excess losses

P Gaillard, G Stoltz, T Van Erven - Conference on Learning …, 2014 - proceedings.mlr.press
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 …

Oracle efficient online multicalibration and omniprediction

S Garg, C Jung, O Reingold, A Roth - Proceedings of the 2024 Annual ACM …, 2024 - SIAM
A recent line of work has shown a surprising connection between multicalibration, a multi-
group fairness notion, and omniprediction, a learning paradigm that provides simultaneous …

Adaptivity and non-stationarity: Problem-dependent dynamic regret for online convex optimization

P Zhao, YJ Zhang, L Zhang, ZH Zhou - Journal of Machine Learning …, 2024 - jmlr.org
We investigate online convex optimization in non-stationary environments and choose
dynamic regret as the performance measure, defined as the difference between cumulative …

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 …

Second-order quantile methods for experts and combinatorial games

WM Koolen, T Van Erven - Conference on Learning Theory, 2015 - proceedings.mlr.press
We aim to design strategies for sequential decision making that adjust to the difficulty of the
learning problem. We study this question both in the setting of prediction with expert advice …

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 …

Minimizing dynamic regret and adaptive regret simultaneously

L Zhang, S Lu, T Yang - International Conference on Artificial …, 2020 - proceedings.mlr.press
Regret minimization is treated as the golden rule in the traditional study of online learning.
However, regret minimization algorithms tend to converge to the static optimum, thus being …