Timezone: »

Temporal Variability in Implicit Online Learning
Nicolò Campolongo · Francesco Orabona

Wed Dec 09 09:00 AM -- 11:00 AM (PST) @ Poster Session 3 #1027

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.

Author Information

Nicolò Campolongo (Università degli Studi di Milano)
Francesco Orabona (Boston University)

More from the Same Authors