Temporal variability in implicit online learning

Nicolò Campolongo, Francesco Orabona

Research output: Chapter in Book/Report/Conference proceedingConference contribution

9 Scopus citations

Abstract

In the setting of online learning, Implicit algorithms turn out to be highly successful from a practical standpoint. However, the tightest regret analyses only show marginal improvements over Online Mirror Descent. In this work, we shed light on this behavior carrying out a careful regret analysis. We prove a novel static regret bound that depends on the temporal variability of the sequence of loss functions, a quantity which is often encountered when considering dynamic competitors. We show, for example, that the regret can be constant if the temporal variability is constant and the learning rate is tuned appropriately, without the need of smooth losses. Moreover, we present an adaptive algorithm that achieves this regret bound without prior knowledge of the temporal variability and prove a matching lower bound. Finally, we validate our theoretical findings on classification and regression datasets.
Original languageEnglish (US)
Title of host publicationAdvances in Neural Information Processing Systems
PublisherNeural information processing systems foundation
StatePublished - Jan 1 2020
Externally publishedYes

Bibliographical note

Generated from Scopus record by KAUST IRTS on 2023-09-25

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