paper-with-me

홈 › Papers

Online Learning with a Hint

2017-12-01 · NeurIPS 2017 12 · Ofer Dekel, Arthur Flajolet, Nika Haghtalab, Patrick Jaillet

We study a variant of online linear optimization where the player receives a hint about the loss function at the beginning of each round. The hint is given in the form of a vector that is weakly correlated with the loss vector on that round. We show that the player can benefit from such a hint if the set of feasible actions is sufficiently round. Specifically, if the set is strongly convex, the hint can be used to guarantee a regret of O(log(T)), and if the set is q-uniformly convex for q\in(2,3), the hint can be used to guarantee a regret of o(sqrt{T}). In contrast, we establish Omega(sqrt{T}) lower bounds on regret when the set of feasible actions is a polyhedron.

📄 PDF Abstract BibTeX

Code (0)

등록된 구현이 없습니다.

Similar Papers 제목 키워드 기반

Online Learning with Imperfect Hints

2020-02-11 · ICML 2020 1 · Aditya Bhaskara, Ashok Cutkosky, Ravi Kumar, Manish Purohit

We consider a variant of the classical online linear optimization problem in which at every step, the online player receives a "hint" vector before choosing the action for that round. Rather surprisingly, it was shown th…

Online Nonstochastic Prediction: Logarithmic Regret via Predictive Online Least Squares

2026-05-06 · Chih-Fan Pai, Yang Zheng arxiv

We study online prediction for marginally stable, partially observed linear dynamical systems under nonstochastic disturbances. Our objective is to minimize the cumulative squared prediction loss and compete with the bes…

Online Learning with Optimism and Delay

2021-06-13 · Genevieve Flaspohler, Francesco Orabona, Judah Cohen, Soukayna Mouatadid 외

Inspired by the demands of real-time climate and weather forecasting, we develop optimistic online learning algorithms that require no parameter tuning and have optimal regret guarantees under delayed feedback. Our algor…

BenchmarkingWeather Forecasting

Logarithmic Regret from Sublinear Hints

2021-11-09 · NeurIPS 2021 12 · Aditya Bhaskara, Ashok Cutkosky, Ravi Kumar, Manish Purohit

We consider the online linear optimization problem, where at every step the algorithm plays a point $x_t$ in the unit ball, and suffers loss $\langle c_t, x_t\rangle$ for some cost vector $c_t$ that is then revealed to t…

Online Linear Optimization with Many Hints

2020-10-06 · NeurIPS 2020 12 · Aditya Bhaskara, Ashok Cutkosky, Ravi Kumar, Manish Purohit

We study an online linear optimization (OLO) problem in which the learner is provided access to $K$ "hint" vectors in each round prior to making a decision. In this setting, we devise an algorithm that obtains logarithmi…