4 accepted papers
Prediction with expert advice serves as a fundamental model in online learning and sequential decision-making. However, in many real-world settings, this classical model proves insufficient as the feedback available to the decision-maker is often subject to noise, errors, or communication constraint…
A new portfolio selection strategy that adapts to a continuous side-information sequence is presented, with a universal wealth guarantee against a class of state-constant rebalanced portfolios with respect to a state function that maps each side-information symbol to a finite set of states. In parti…
We initiate the study of smoothed analysis for the sequential probability assignment problem with contexts. We study information-theoretically optimal minmax rates as well as a framework for algorithmic reduction involving the maximum likelihood estimator oracle. Our approach establishes a general-p…
A class of parameter-free online linear optimization algorithms is proposed that harnesses the structure of an adversarial sequence by adapting to some side information. These algorithms combine the reduction technique of Orabona and Pal (2016) for adapting coin betting algorithms for online linear…