Amit Daniely, Alon Gonen, Shai Shalev-Shwartz
Strongly adaptive algorithms are algorithms whose performance on every time interval is close to optimal. We present a reduction that can transform standard low-regret algorithms to strongly adaptive. As a consequence, we derive simple, yet efficient, strongly adaptive algorithms for a handful of problems.
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We study online boosting, the task of converting any weak online learner into a strong online learner. Based on a novel and natural definition of weak online learnability, we develop two online boosting algorithms. The first algorithm is an online version of boost-by-majority. By proving a matching lower bound, we show that this algorithm is essentially optimal in terms of the number of weak learners and the sample complexity needed to achieve a specified accuracy. This optimal algorithm is not adaptive however. Using tools from online loss minimization, we derive an adaptive online boosting a…
Use of nonlinear feature maps via kernel approximation has led to success in many online learning tasks. As a popular kernel approximation method, Nyström approximation, has been well investigated, and various landmark points selection methods have been proposed to improve the approximation quality. However, these improved Nyström methods cannot be directly applied to the online learning setting as they need to access the entire dataset to learn the landmark points, while we need to update model on-the-fly in the online setting. To address this challenge, we propose Adaptive Nyström approximat…
Learning for maximizing AUC performance is an important research problem in Machine Learning and Artificial Intelligence. Unlike traditional batch learning methods for maximizing AUC which often suffer from poor scalability, recent years have witnessed some emerging studies that attempt to maximize AUC by single-pass online learning approaches. Despite their encouraging results reported, the existing online AUC maximization algorithms often adopt simple online gradient descent approaches that fail to exploit the geometrical knowledge of the data observed during the online learning process, and…
Practical online learning tasks are often naturally defined on unconstrained domains, where optimal algorithms for general convex losses are characterized by the notion of comparator adaptivity. In this paper, we design such algorithms in the presence of switching cost - the latter penalizes the typical optimism in adaptive algorithms, leading to a delicate design trade-off. Based on a novel dual space scaling strategy discovered by a continuous-time analysis, we propose a simple algorithm that improves the existing comparator adaptive regret bound [ZCP22a] to the optimal rate. The obtained be…
Behavior-Adaptive Q-Learning: A Unifying Framework for Offline-to-Online RL
本文提出行为自适应Q学习（BAQ），通过离线数据构建隐式行为模型并在在线微调中提供行为一致性约束，随在线经验积累逐步放宽约束，从而稳定离线到在线强化学习的过渡并提升最终性能。
Learning from data streams is among the most vital fields of contemporary data mining. The online analysis of information coming from those potentially unbounded data sources allows for designing reactive up-to-date models capable of adjusting themselves to continuous flows of data. While a plethora of shallow methods have been proposed for simpler low-dimensional streaming problems, almost none of them addressed the issue of learning from complex contextual data, such as images or texts. The former is represented mainly by adaptive decision trees that have been proven to be very efficient in …
Existing online multi-label classification works cannot well handle the online label thresholding problem and lack the regret analysis for their online algorithms. This paper proposes a novel framework of adaptive label thresholding algorithms for online multi-label classification, with the aim to overcome the drawbacks of existing methods. The key feature of our framework is that both scoring and thresholding models are included as important components of the online multi-label classifier and are incorporated into one online optimization problem. Further, in order to establish the relationshi…
Counterfactual Online Conformal Prediction Under Adaptive Logging
本文提出倾向加权在线共形预测（PW-OCP）及其双稳健变体（DR-OCP），以解决自适应日志下反事实覆盖失效问题，实验证明其提升反事实覆盖并降低遗憾。
Online Food Ordering Service (OFOS) is a popular location-based service that helps people to order what you want. Compared with traditional e-commerce recommendation systems, users' interests may be diverse under different spatiotemporal contexts, leading to various spatiotemporal data distribution, which limits the fitting capacity of the model. However, numerous current works simply mix all samples to train a set of model parameters, which makes it difficult to capture the diversity in different spatiotemporal contexts. Therefore, we address this challenge by proposing a Bottom-up Adaptive S…
We introduce a new online convex optimization algorithm that adaptively chooses its regularization function based on the loss functions observed so far. This is in contrast to previous algorithms that use a fixed regularization function such as L2-squared, and modify it only via a single time-dependent parameter. Our algorithm's regret bounds are worst-case optimal, and for certain realistic classes of loss functions they are much better than existing bounds. These bounds are problem-dependent, which means they can exploit the structure of the actual problem instance. Critically, however, our …
We propose algorithms for online principal component analysis (PCA) and variance minimization for adaptive settings. Previous literature has focused on upper bounding the static adversarial regret, whose comparator is the optimal fixed action in hindsight. However, static regret is not an appropriate metric when the underlying environment is changing. Instead, we adopt the adaptive regret metric from the previous literature and propose online adaptive algorithms for PCA and variance minimization, that have sub-linear adaptive regret guarantees. We demonstrate both theoretically and experimenta…
Impact of Deep Learning Libraries on Online Adaptive Lightweight Time Series Anomaly Detection
本文研究深度学习库对在线自适应轻量级时间序列异常检测的影响，通过两种先进方法在三个库中的实现与四个真实数据集上的实验，为选择合适库提供参考。
Online Adaptive Mahalanobis Distance Estimation
本文首次将草图技术应用于马氏度量加速，提出了高效的数据结构来解决马氏距离的近似距离估计（ADE）问题，并支持自适应查询与在线更新，可与现有的马氏度量在线学习算法结合使用。
Online MDP with Transition Prototypes: A Robust Adaptive Approach
本文研究具有转移原型信息的在线鲁棒MDP，提出一种自适应模糊集算法，能在识别真实转移核的同时保证鲁棒策略性能，实现次线性遗憾界，并在数据有限时优于现有方法。
Online sparse linear regression is an online problem where an algorithm repeatedly chooses a subset of coordinates to observe in an adversarially chosen feature vector, makes a real-valued prediction, receives the true label, and incurs the squared loss. The goal is to design an online learning algorithm with sublinear regret to the best sparse linear predictor in hindsight. Without any assumptions, this problem is known to be computationally intractable. In this paper, we make the assumption that data matrix satisfies restricted isometry property, and show that this assumption leads to comput…
We present tools for the analysis of Follow-The-Regularized-Leader (FTRL), Dual Averaging, and Mirror Descent algorithms when the regularizer (equivalently, prox-function or learning rate schedule) is chosen adaptively based on the data. Adaptivity can be used to prove regret bounds that hold on every round, and also allows for data-dependent regret bounds as in AdaGrad-style algorithms (e.g., Online Gradient Descent with adaptive per-coordinate learning rates). We present results from a large number of prior works in a unified manner, using a modular and tight analysis that isolates the key a…
OLR-WAA: Adaptive and Drift-Resilient Online Regression with Dynamic Weighted Averaging
OLR-WAA是一种无超参数的在线回归模型，通过动态加权平均和概念漂移检测机制，实现对非平稳数据流的有效适应和高性能预测。
AdaTask: Adaptive Multitask Online Learning
本文提出 AdaTask 多任务在线学习算法，通过马氏范数势自适应学习任务结构，在随机任务激活下将遗憾最多降低 √N 倍，并给出理论分析与实验验证。
Instance-Adaptive Online Multicalibration
本文提出了一种高效的实例自适应在线多校准算法，通过动态调整预测值的二进制网格来平衡最坏情况和易处理情况，实现了在不同实例下的最优误差控制。
Adaptive NAD: Online and Self-adaptive Unsupervised Network Anomaly Detector
提出一种在线自适应的无监督网络异常检测框架Adaptive NAD，通过两层异常检测策略生成伪标签和在线训练方案，在多个数据集上实现最低误报率和更快推理速度。
We propose a general framework for studying adaptive regret bounds in the online learning framework, including model selection bounds and data-dependent bounds. Given a data- or model-dependent bound we ask, "Does there exist some algorithm achieving this bound?" We show that modifications to recently introduced sequential complexity measures can be used to answer this question by providing sufficient conditions under which adaptive rates can be achieved. In particular each adaptive rate induces a set of so-called offset complexity measures, and obtaining small upper bounds on these quantities…
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 obtain a strongly adaptive regret bound that is a factor of at least $\sqrt{\log(T)}$ better, where $T$ is the time horizon. Empirical results show that our algorithm outperforms state-of-the-art methods in learning with expert advice and metric learning scenarios.
We describe a framework for deriving and analyzing online optimization algorithms that incorporate adaptive, data-dependent regularization, also termed preconditioning. Such algorithms have been proven useful in stochastic optimization by reshaping the gradients according to the geometry of the data. Our framework captures and unifies much of the existing literature on adaptive online methods, including the AdaGrad and Online Newton Step algorithms as well as their diagonal versions. As a result, we obtain new convergence proofs for these algorithms that are substantially simpler than previous…
Offline reinforcement learning, by learning from a fixed dataset, makes it possible to learn agent behaviors without interacting with the environment. However, depending on the quality of the offline dataset, such pre-trained agents may have limited performance and would further need to be fine-tuned online by interacting with the environment. During online fine-tuning, the performance of the pre-trained agent may collapse quickly due to the sudden distribution shift from offline to online data. While constraints enforced by offline RL methods such as a behaviour cloning loss prevent this to a…
Discounted Adaptive Online Learning: Towards Better Regularization
该研究针对对抗性非平稳环境在线学习的历史遗忘难题，提出基于FTRL的自适应折扣遗憾算法，改进恒定学习率梯度下降基线，还将其用于在线共形预测，简化分析并得到实例依赖性能保证。
Automated Machine Learning (AutoML) has been used successfully in settings where the learning task is assumed to be static. In many real-world scenarios, however, the data distribution will evolve over time, and it is yet to be shown whether AutoML techniques can effectively design online pipelines in dynamic environments. This study aims to automate pipeline design for online learning while continuously adapting to data drift. For this purpose, we design an adaptive Online Automated Machine Learning (OAML) system, searching the complete pipeline configuration space of online learners, includi…
Online learning algorithms are designed to learn even when their input is generated by an adversary. The widely-accepted formal definition of an online algorithm's ability to learn is the game-theoretic notion of regret. We argue that the standard definition of regret becomes inadequate if the adversary is allowed to adapt to the online algorithm's actions. We define the alternative notion of policy regret, which attempts to provide a more meaningful way to measure an online algorithm's performance against adaptive adversaries. Focusing on the online bandit setting, we show that no bandit algo…
Conventional reinforcement learning (RL) needs an environment to collect fresh data, which is impractical when online interactions are costly. Offline RL provides an alternative solution by directly learning from the previously collected dataset. However, it will yield unsatisfactory performance if the quality of the offline datasets is poor. In this paper, we consider an offline-to-online setting where the agent is first learned from the offline dataset and then trained online, and propose a framework called Adaptive Policy Learning for effectively taking advantage of offline and online data.…
Adaptive Online Learning of Quantum States
针对量子态会随测量、噪声等因素演化的问题，该研究将自适应在线学习用于在线阴影层析成像，给出了关于量子比特数多项式、测量次数次线性的自适应与动态悔度界，并通过数值实验验证了模型。
Online prediction for streaming time series data has practical use for many real-world applications where downstream decisions depend on accurate forecasts for the future. Deployment in dynamic environments requires models to adapt quickly to changing data distributions without overfitting. We propose POLA (Predicting Online by Learning rate Adaptation) to automatically regulate the learning rate of recurrent neural network models to adapt to changing time series patterns across time. POLA meta-learns the learning rate of the stochastic gradient descent (SGD) algorithm by assimilating the preq…
We consider the problem of estimating a function from $n$ noisy samples whose discrete Total Variation (TV) is bounded by $C_n$. We reveal a deep connection to the seemingly disparate problem of Strongly Adaptive online learning (Daniely et al, 2015) and provide an $O(n \log n)$ time algorithm that attains the near minimax optimal rate of $\tilde O (n^{1/3}C_n^{2/3})$ under squared error loss. The resulting algorithm runs online and optimally adapts to the unknown smoothness parameter $C_n$. This leads to a new and more versatile alternative to wavelets-based methods for (1) adaptively estimat…
We consider the problem of tracking an adversarial state sequence in a linear dynamical system subject to adversarial disturbances and loss functions, generalizing earlier settings in the literature. To this end, we develop three techniques, each of independent interest. First, we propose a comparator-adaptive algorithm for online linear optimization with movement cost. Without tuning, it nearly matches the performance of the optimally tuned gradient descent in hindsight. Next, considering a related problem called online learning with memory, we construct a novel strongly adaptive algorithm th…
Adaptive Least Mean Squares Graph Neural Networks and Online Graph Signal Estimation
针对含噪部分观测下的时变图信号在线估计问题，提出结合自适应图滤波器与GNN的LMS-GNN架构，经真实温度数据验证，其预测精度优于现有基于图的方法。
Adaptive Shortcut Debiasing for Online Continual Learning
针对在线持续学习中的捷径偏差问题，提出DropTop框架，通过特征图融合与自适应强度偏移技术自动确定去偏程度，在五个基准数据集上显著提升准确率并降低遗忘率。
Financial markets are complex environments that produce enormous amounts of noisy and non-stationary data. One fundamental problem is online portfolio selection, the goal of which is to exploit this data to sequentially select portfolios of assets to achieve positive investment outcomes while managing risks. Various algorithms have been proposed for solving this problem in fields such as finance, statistics and machine learning, among others. Most of the methods have parameters that are estimated from backtests for good performance. Since these algorithms operate on non-stationary data that re…
A self-adaptive system can modify its own structure and behavior at runtime based on its perception of the environment, of itself and of its requirements. To develop a self-adaptive system, software developers codify knowledge about the system and its environment, as well as how adaptation actions impact on the system. However, the codified knowledge may be insufficient due to design time uncertainty, and thus a self-adaptive system may execute adaptation actions that do not have the desired effect. Online learning is an emerging approach to address design time uncertainty by employing machine…
We present an approach towards convex optimization that relies on a novel scheme which converts online adaptive algorithms into offline methods. In the offline optimization setting, our derived methods are shown to obtain favourable adaptive guarantees which depend on the harmonic sum of the queried gradients. We further show that our methods implicitly adapt to the objective's structure: in the smooth case fast convergence rates are ensured without any prior knowledge of the smoothness parameter, while still maintaining guarantees in the non-smooth setting. Our approach has a natural extensio…
When applying aggregating strategies to Prediction with Expert Advice, the learning rate must be adaptively tuned. The natural choice of sqrt(complexity/current loss) renders the analysis of Weighted Majority derivatives quite complicated. In particular, for arbitrary weights there have been no results proven so far. The analysis of the alternative "Follow the Perturbed Leader" (FPL) algorithm from Kalai & Vempala (2003) (based on Hannan's algorithm) is easier. We derive loss bounds for adaptive learning rate and both finite expert classes with uniform weights and countable expert classes with…
We study the problem of uncertainty quantification via prediction sets, in an online setting where the data distribution may vary arbitrarily over time. Recent work develops online conformal prediction techniques that leverage regret minimization algorithms from the online learning literature to learn prediction sets with approximately valid coverage and small regret. However, standard regret minimization could be insufficient for handling changing environments, where performance guarantees may be desired not only over the full time horizon but also in all (sub-)intervals of time. We develop n…
Cost-Sensitive Online Classification has drawn extensive attention in recent years, where the main approach is to directly online optimize two well-known cost-sensitive metrics: (i) weighted sum of sensitivity and specificity; (ii) weighted misclassification cost. However, previous existing methods only considered first-order information of data stream. It is insufficient in practice, since many recent studies have proved that incorporating second-order information enhances the prediction performance of classification models. Thus, we propose a family of cost-sensitive online classification al…
Posterior Probability Matters: Doubly-Adaptive Calibration for Neural Predictions in Online Advertising
针对在线广告中预测概率校准问题，提出双重自适应校准方法AdaCalib，利用后验统计指导等温函数族学习并设计字段自适应机制，显著提升校准性能并已在线部署。
Adaptive Iterative Hard Thresholding for Online High-dimensional Quantile Regression
提出自适应迭代硬阈值（AIHT）框架，通过延迟阈值发现支持、后期增加投影频率稳定估计，实现在线高维分位数回归的对数遗憾。
Online influence maximization aims to maximize the influence spread of a content in a social network with unknown network model by selecting a few seed nodes. Recent studies followed a non-adaptive setting, where the seed nodes are selected before the start of the diffusion process and network parameters are updated when the diffusion stops. We consider an adaptive version of content-dependent online influence maximization problem where the seed nodes are sequentially activated based on real-time feedback. In this paper, we formulate the problem as an infinite-horizon discounted MDP under a li…
We consider online learning with linear models, where the algorithm predicts on sequentially revealed instances (feature vectors), and is compared against the best linear function (comparator) in hindsight. Popular algorithms in this framework, such as Online Gradient Descent (OGD), have parameters (learning rates), which ideally should be tuned based on the scales of the features and the optimal comparator, but these quantities only become available at the end of the learning process. In this paper, we resolve the tuning problem by proposing online algorithms making predictions which are inva…
In this work, we design a machine learning based method, online adaptive primal support vector regression (SVR), to model the implied volatility surface (IVS). The algorithm proposed is the first derivation and implementation of an online primal kernel SVR. It features enhancements that allow efficient online adaptive learning by embedding the idea of local fitness and budget maintenance to dynamically update support vectors upon pattern drifts. For algorithm acceleration, we implement its most computationally intensive parts in a Field Programmable Gate Arrays hardware, where a 132x speedup o…
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 loss functions are strongly convex or exp-concave, we demonstrate that Strongly Adaptive (SA) algorithms can be viewed as a principled way of controlling dynamic regret in terms of path variation $V_T$ of the comparator sequence. Specifically, we show that SA algorithms enjoy $\tilde O(\sqrt{TV_T} \vee \log T)$ and $\tilde O(\sqrt{dTV_T} \vee d\log T)$ dynamic regret for strongly convex and exp-concave losses respectiv…
We present a novel method for convex unconstrained optimization that, without any modifications, ensures: (i) accelerated convergence rate for smooth objectives, (ii) standard convergence rate in the general (non-smooth) setting, and (iii) standard convergence rate in the stochastic optimization setting. To the best of our knowledge, this is the first method that simultaneously applies to all of the above settings. At the heart of our method is an adaptive learning rate rule that employs importance weights, in the spirit of adaptive online learning algorithms (Duchi et al., 2011; Levy, 2017), …
Adaptive Bayesian Online Learning via Expert Aggregation
研究如何改进贝叶斯在线学习，将其更新规则视为专家，按顺序预测损失聚合专家。通过在线共形推理和高斯过程回归实例化框架，得到平滑贝叶斯对应物及神谕不等式，实验显示聚合能跟踪强大专家且无需神谕专家选择。
Adaptive gradient-based optimization methods such as \textsc{Adagrad}, \textsc{Rmsprop}, and \textsc{Adam} are widely used in solving large-scale machine learning problems including deep learning. A number of schemes have been proposed in the literature aiming at parallelizing them, based on communications of peripheral nodes with a central node, but incur high communications cost. To address this issue, we develop a novel consensus-based distributed adaptive moment estimation method (\textsc{Dadam}) for online optimization over a decentralized network that enables data parallelization, as wel…
Sparsity and low-rank models have been popular for reconstructing images and videos from limited or corrupted measurements. Dictionary or transform learning methods are useful in applications such as denoising, inpainting, and medical image reconstruction. This paper proposes a framework for online (or time-sequential) adaptive reconstruction of dynamic image sequences from linear (typically undersampled) measurements. We model the spatiotemporal patches of the underlying dynamic image sequence as sparse in a dictionary, and we simultaneously estimate the dictionary and the images sequentially…
This paper introduces a solution to the problem of selecting dynamically (online) the ``optimal'' p-norm to combat outliers in linear adaptive filtering without any knowledge on the probability density function of the outliers. The proposed online and data-driven framework is built on kernel-based reinforcement learning (KBRL). To this end, novel Bellman mappings on reproducing kernel Hilbert spaces (RKHSs) are introduced. These mappings do not require any knowledge on transition probabilities of Markov decision processes, and are nonexpansive with respect to the underlying Hilbertian norm. Th…
In the past few years, Online Convex Optimization (OCO) has received notable attention in the control literature thanks to its flexible real-time nature and powerful performance guarantees. In this paper, we propose new step-size rules and OCO algorithms that simultaneously exploit gradient predictions, function predictions and dynamics, features particularly pertinent to control applications. The proposed algorithms enjoy static and dynamic regret bounds in terms of the dynamics of the reference action sequence, gradient prediction error, and function prediction error, which are generalizatio…
In this paper, we study online convex optimization in dynamic environments, and aim to bound the dynamic regret with respect to any sequence of comparators. Existing work have shown that online gradient descent enjoys an $O(\sqrt{T}(1+P_T))$ dynamic regret, where $T$ is the number of iterations and $P_T$ is the path-length of the comparator sequence. However, this result is unsatisfactory, as there exists a large gap from the $Ω(\sqrt{T(1+P_T)})$ lower bound established in our paper. To address this limitation, we develop a novel online method, namely adaptive learning for dynamic environment …
We investigate the problem of online convex optimization with unknown delays, in which the feedback of a decision arrives with an arbitrary delay. Previous studies have presented a delayed variant of online gradient descent (OGD), and achieved the regret bound of $O(\sqrt{T+D})$ by only utilizing the convexity condition, where $D$ is the sum of delays over $T$ rounds. In this paper, we further exploit the strong convexity to improve the regret bound. Specifically, we first extend the delayed variant of OGD for strongly convex functions, and establish a better regret bound of $O(d\log T)$, wher…
FOCUS: Fixed-Confidence Online Causal Learning Using Sequential Adaptive Interventions
针对无历史数据的在线因果发现，提出FOCUS算法，通过序贯自适应干预和可计算集中不等式，在固定置信度下高效恢复因果DAG及边权重，并匹配理论下界。
Online convex optimization is a sequential prediction framework with the goal to track and adapt to the environment through evaluating proper convex loss functions. We study efficient particle filtering methods from the perspective of such a framework. We formulate an efficient particle filtering methods for the non-stationary environment by making connections with the online mirror descent algorithm which is known to be a universal online convex optimization algorithm. As a result of this connection, our proposed particle filtering algorithm proves to achieve optimal particle efficiency.
HireVAE: An Online and Adaptive Factor Model Based on Hierarchical and Regime-Switch VAE
提出首个基于深度学习的在线自适应因子模型HireVAE，通过层次潜在空间嵌入市场状况与股票潜在因子的关系，仅利用历史信息即可预测股票收益，在四个真实基准上表现优于以往方法。
Active learning is widely used to reduce labeling effort and training time by repeatedly querying only the most beneficial samples from unlabeled data. In real-world problems where data cannot be stored indefinitely due to limited storage or privacy issues, the query selection and the model update should be performed as soon as a new data sample is observed. Various online active learning methods have been studied to deal with these challenges; however, there are difficulties in selecting representative query samples and updating the model efficiently without forgetting. In this study, we prop…
One of the biggest challenges in Federated Learning (FL) is that client devices often have drastically different computation and communication resources for local updates. To this end, recent research efforts have focused on training heterogeneous local models obtained by pruning a shared global model. Despite empirical success, theoretical guarantees on convergence remain an open question. In this paper, we present a unifying framework for heterogeneous FL algorithms with {\em arbitrary} adaptive online model pruning and provide a general convergence analysis. In particular, we prove that und…
OLALa: Online Learned Adaptive Lattice Codes for Heterogeneous Federated Learning
针对异构联邦学习中固定格量化次优的问题，提出在线学习自适应格框架OLALa，允许客户端通过轻量计算在线调整量化器并仅交换紧凑参数，在理论上收紧收敛界，实验证明其在各量化率下均优于传统方案。
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