Temporal variability in implicit online learning

In the setting of online learning, Implicit algorithms turn out to be highly suc-cessful from a practical standpoint. However, the tightest regret analyses onlyshow marginal improvements over Online Mirror Descent. In this work, we shedlight on this behavior carrying out a careful regret analysis. We prove a novelstatic regret bound that depends on the temporal variability of the sequence ofloss functions, a quantity which is often encountered when considering dynamiccompetitors. We show, for example, that the regret can be constant if the tempo-ral variability is constant and the learning rate is tuned appropriately, without theneed of smooth losses. Moreover, we present an adaptive algorithm that achievesthis regret bound without prior knowledge of the temporal variability and prove amatching lower bound. Finally, we validate our theoretical findings on classifica-tion and regression datasets.https://proceedings.neurips.cc/paper/2020/file/9239be5f9dc4058ec647f14fd04b1290-Paper.pdfPublished versio

Online Learning with Multiple Operator-valued Kernels

We consider the problem of learning a vector-valued function f in an online learning setting. The function f is assumed to lie in a reproducing Hilbert space of operator-valued kernels. We describe two online algorithms for learning f while taking into account the output structure. A first contribution is an algorithm, ONORMA, that extends the standard kernel-based online learning algorithm NORMA from scalar-valued to operator-valued setting. We report a cumulative error bound that holds both for classification and regression. We then define a second algorithm, MONORMA, which addresses the limitation of pre-defining the output structure in ONORMA by learning sequentially a linear combination of operator-valued kernels. Our experiments show that the proposed algorithms achieve good performance results with low computational cost

Fast MLE Computation for the Dirichlet Multinomial

Given a collection of categorical data, we want to find the parameters of a Dirichlet distribution which maximizes the likelihood of that data. Newton's method is typically used for this purpose but current implementations require reading through the entire dataset on each iteration. In this paper, we propose a modification which requires only a single pass through the dataset and substantially decreases running time. Furthermore we analyze both theoretically and empirically the performance of the proposed algorithm, and provide an open source implementation

Online Local Learning via Semidefinite Programming

In many online learning problems we are interested in predicting local information about some universe of items. For example, we may want to know whether two items are in the same cluster rather than computing an assignment of items to clusters; we may want to know which of two teams will win a game rather than computing a ranking of teams. Although finding the optimal clustering or ranking is typically intractable, it may be possible to predict the relationships between items as well as if you could solve the global optimization problem exactly. Formally, we consider an online learning problem in which a learner repeatedly guesses a pair of labels (l(x), l(y)) and receives an adversarial payoff depending on those labels. The learner's goal is to receive a payoff nearly as good as the best fixed labeling of the items. We show that a simple algorithm based on semidefinite programming can obtain asymptotically optimal regret in the case where the number of possible labels is O(1), resolving an open problem posed by Hazan, Kale, and Shalev-Schwartz. Our main technical contribution is a novel use and analysis of the log determinant regularizer, exploiting the observation that log det(A + I) upper bounds the entropy of any distribution with covariance matrix A.Comment: 10 page