Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 2006.Includes bibliographical references (p. 99-102).Many practical problems such as forecasting, real-time decision making, streaming data applications, and resource-constrained learning, can be modeled as learning with online constraints. This thesis is concerned with analyzing and designing algorithms for learning under the following online constraints: i) The algorithm has only sequential, or one-at-time, access to data. ii) The time and space complexity of the algorithm must not scale with the number of observations. We analyze learning with online constraints in a variety of settings, including active learning. The active learning model is applicable to any domain in which unlabeled data is easy to come by and there exists a (potentially difficult or expensive) mechanism by which to attain labels. First, we analyze a supervised learning framework in which no statistical assumptions are made about the sequence of observations, and algorithms are evaluated based on their regret, i.e. their relative prediction loss with respect to the hindsight-optimal algorithm in a comparator class. We derive a, lower bound on regret for a class of online learning algorithms designed to track shifting concepts in this framework. We apply an algorithm we provided in previous work, that avoids this lower bound, to an energy-management problem in wireless networks, and demonstrate this application in a network simulation.(cont.) Second, we analyze a supervised learning framework in which the observations are assumed to be iid, and algorithms are compared by the number of prediction mistakes made in reaching a target generalization error. We provide a lower bound on mistakes for Perceptron, a standard online learning algorithm, for this framework. We introduce a modification to Perceptron and show that it avoids this lower bound, and in fact attains the optimal mistake-complexity for this setting. Third, we motivate and analyze an online active learning framework. The observations are assumed to be iid, and algorithms are judged by the number of label queries to reach a target generalization error. Our lower bound applies to the active learning setting as well, as a lower bound on labels for Perceptron paired with any active learning rule. We provide a new online active learning algorithm that avoids the lower bound, and we upper bound its label-complexity. The upper bound is optimal and also bounds the algorithm's total errors (labeled and unlabeled). We analyze the algorithm further, yielding a label-complexity bound under relaxed assumptions. Using optical character recognition data, we empirically compare the new algorithm to an online active learning algorithm with data-dependent performance guarantees, as well as to the combined variants of these two algorithms.by Claire E. Monteleoni.Ph.D
