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Adaptive multi-fidelity optimization with fast learning rates Enhancing AI and Dynamical Subseasonal Forecasts with Probabilistic Bias Correction Sample Complexity Bounds for Stochastic Shortest Path with a Generative Model The Harder Path: Last Iterate Convergence for Uncoupled Learning in Zero-Sum Games with Bandit Feedback Stylistic-STORM (ST-STORM) : Perceiving the Semantic Nature of Appearance Collective Kernel EFT for Pre-activation ResNets PRIM-cipal components analysis One-Shot Generative Flows: Existence and Obstructions Structural interpretability in SVMs with truncated orthogonal polynomial kernels Amortized Optimal Transport from Sliced Potentials MinShap: A Modified Shapley Value Approach for Feature Selection Unsupervised feature selection using Bayesian Tucker decomposition Multi-User mmWave Beam and Rate Adaptation via Combinatorial Satisficing Bandits Best of both worlds: Stochastic & adversarial best-arm identification Scalable Model-Based Clustering with Sequential Monte Carlo Expert-Guided Class-Conditional Goodness-of-Fit Scores for Interpretable Classification with Informative Missingness: An Application to Seismic Monitoring Lightweight Geometric Adaptation for Training Physics-Informed Neural Networks Gating Enables Curvature: A Geometric Expressivity Gap in Attention Zeroth-Order Optimization at the Edge of Stability Differentially Private Conformal Prediction CLion: Efficient Cautious Lion Optimizer with Enhanced Generalization Generative Augmented Inference Improving Machine Learning Performance with Synthetic Augmentation PAC-MCTS: Bias-Aware Pruning for Robust LLM-Guided Search and Planning Path-Sampled Integrated Gradients Heat and Matérn Kernels on Matchings Doubly Outlier-Robust Online Infinite Hidden Markov Model Momentum Further Constrains Sharpness at the Edge of Stochastic Stability Multistage Conditional Compositional Optimization BOAT: Navigating the Sea of In Silico Predictors for Antibody Design via Multi-Objective Bayesian Optimization
A Simple and Adaptive Learning Rate for FTRL in Online Le...
Taira Tsuchiya, Shinji Ito · 2024-05-30 · via stat.ML updates on arXiv.org

Follow-the-Regularized-Leader (FTRL) is a powerful framework for various online learning problems. By designing its regularizer and learning rate to be adaptive to past observations, FTRL is known to work adaptively to various properties of an underlying environment. However, most existing adaptive learning rates are for online learning problems with a minimax regret of $Θ(\sqrt{T})$ for the number of rounds $T$, and there are only a few studies on adaptive learning rates for problems with a minimax regret of $Θ(T^{2/3})$, which include several important problems dealing with indirect feedback. To address this limitation, we establish a new adaptive learning rate framework for problems with a minimax regret of $Θ(T^{2/3})$. Our learning rate is designed by matching the stability, penalty, and bias terms that naturally appear in regret upper bounds for problems with a minimax regret of $Θ(T^{2/3})$. As applications of this framework, we consider three major problems with a minimax regret of $Θ(T^{2/3})$: partial monitoring, graph bandits, and multi-armed bandits with paid observations. We show that FTRL with our learning rate and the Tsallis entropy regularizer improves existing Best-of-Both-Worlds (BOBW) regret upper bounds, which achieve simultaneous optimality in the stochastic and adversarial regimes. The resulting learning rate is surprisingly simple compared to the existing learning rates for BOBW algorithms for problems with a minimax regret of $Θ(T^{2/3})$.