Jul 12, 2020
A general framework for online learning with partial information is one where feedback graphs specify which losses can be observed by the learner. We study a challenging scenario where feedback graphs vary stochastically with time and, more importantly, where graphs and losses are dependent. This scenario appears in several real-world applications that we describe where the outcome of actions are correlated. We devise a new algorithm for this setting that exploits the stochastic properties of the graphs and that benefits from favorable regret guarantees. We present a detailed theoretical analysis of this algorithm, and also report the results of a series of experiments on real-world datasets, which show that our algorithm outperforms standard baselines for online learning with feedback graphs.
The International Conference on Machine Learning (ICML) is the premier gathering of professionals dedicated to the advancement of the branch of artificial intelligence known as machine learning. ICML is globally renowned for presenting and publishing cutting-edge research on all aspects of machine learning used in closely related areas like artificial intelligence, statistics and data science, as well as important application areas such as machine vision, computational biology, speech recognition, and robotics. ICML is one of the fastest growing artificial intelligence conferences in the world. Participants at ICML span a wide range of backgrounds, from academic and industrial researchers, to entrepreneurs and engineers, to graduate students and postdocs.
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