惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

有赞技术团队
有赞技术团队
Cyber Security Advisories - MS-ISAC
Cyber Security Advisories - MS-ISAC
IT之家
IT之家
博客园 - 【当耐特】
罗磊的独立博客
Stack Overflow Blog
Stack Overflow Blog
MyScale Blog
MyScale Blog
WordPress大学
WordPress大学
The GitHub Blog
The GitHub Blog
H
Hackread – Cybersecurity News, Data Breaches, AI and More
Hugging Face - Blog
Hugging Face - Blog
I
InfoQ
B
Blog RSS Feed
腾讯CDC
云风的 BLOG
云风的 BLOG
N
Netflix TechBlog - Medium
Apple Machine Learning Research
Apple Machine Learning Research
GbyAI
GbyAI
雷峰网
雷峰网
freeCodeCamp Programming Tutorials: Python, JavaScript, Git & More
D
DataBreaches.Net
The Cloudflare Blog
V
V2EX
S
SegmentFault 最新的问题

stat.ML updates on arXiv.org

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
From Average Sensitivity to Small-Loss Regret Bounds unde...
Shinsaku Sakaue, Yuichi Yoshida · 2026-02-10 · via stat.ML updates on arXiv.org

We study online learning in the random-order model, where the multiset of loss functions is chosen adversarially but revealed in a uniformly random order. By extending the batch-to-online transformation of Dong and Yoshida (2023), we show that if an offline algorithm enjoys a $(1+\varepsilon)$-approximation guarantee, an average sensitivity bound controlled by a function $\varphi(\varepsilon)$, and stability with respect to $\varepsilon$, then we can obtain a small-loss regret bound typically of order $\tilde O(\varphi^{\star}(\mathrm{OPT}_T))$, where $\varphi^{\star}$ is the concave conjugate of $\varphi$, $\mathrm{OPT}_T$ is the offline optimum over $T$ rounds, and $\tilde O$ hides polylogarithmic factors in $T$. Our result refines their original $(1+\varepsilon)$-approximate regret guarantee and applies to a broad class of problems, including online $k$-means clustering and online low-rank approximation. We further apply our approach to online submodular function minimization using $(1\pm\varepsilon)$-cut sparsifiers of submodular hypergraphs, obtaining a small-loss regret bound of $\tilde O(n^3 + n^{3/4}\mathrm{OPT}_T^{3/4})$, where $n$ is the ground-set size; we also demonstrate its applicability to online $\ell_1$ regression. Our work sheds light on the power of sparsification and related algorithmic techniques in achieving small-loss regret bounds in the random-order model, without requiring structural assumptions on loss functions, such as linearity or smoothness.