[talks] ​​​​​Haipeng Luo will present his FPO, "Optimal and Adaptive Online Learning" on Monday, 5/16/2016 at 2pm in CS 302.

Nicki Gotsis ngotsis at CS.Princeton.EDU
Mon May 9 11:36:13 EDT 2016

Haipeng Luo will present his FPO, "Optimal and Adaptive Online Learning" on Monday, 5/16/2016 at 2pm in CS 302.

The members of his committee are Robert Schapire (adviser), readers: Elad Hazan and Satyen Kale (Yahoo); nonreaders: Sanjeev Arora and Barbara Engelhardt.

A copy of his thesis is available in Room 310.

Everyone is invited to attend his talk. The talk abstract follow below.

Online learning is one of the most important and well-established machine learning
models. Generally speaking, the goal of online learning is to make a sequence of
accurate predictions “on the fly,” given some information of the correct answers to
previous prediction tasks. Online learning has been extensively studied in recent
years, and has also become of great interest to practitioners due to its e↵ectiveness in
dealing with non-stationary data as well as its applicability to large-scale applications.
While many useful ideas are well-established in the o✏ine learning setting where
a set of data is available beforehand, their counterparts in the online setting are not
always straightforward and require more understanding. Moreover, existing online
learning algorithms are not always directly applicable in practice. One important
reason is that they usually rely on sophisticated tuning of parameters, a delicate
approach that can yield sound theoretical guarantees, but that does not work well in
practice. Another reason is that existing algorithms are usually guaranteed to work
well in one particular situation or another, but not all. A single algorithm that can
ensure worst-case robustness while still enjoying the ability to exploit easier data at
the same time is relatively rare and certainly desirable in practice.
Motivated by all the above issues, this thesis focuses on designing more practical,
adaptive and ready-to-use online learning algorithms, including
• novel online algorithms which combine expert advice in an optimal and
parameter-free way and work simultaneously under di↵erent patterns of data
as well as di↵erent evaluation criteria;
• a novel and rigorous theory of online boosting which studies improving the
accuracy of any existing online learning algorithm by training and combining
several copies of it in a carefully designed manner;
• a family of highly e#cient online learning algorithms which make use of second
order information of the data and enjoy good performance even when dealing
with ill-conditioned data.
In summary, this thesis develops and analyzes several novel, optimal and adaptive
online learning algorithms which greatly improve upon previous work and have great
practical potential.

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