We study the online learnability of hypothesis classes with respect to arbitrary, but bounded loss functions. No characterization of online learnability is known at this level of generality. In this paper, we close this gap by showing that existing techniques can be used to characterize any online learning problem with a bounded loss function. Along the way, we give a new scale-sensitive combinatorial dimension, named the Sequential Minimax dimension, that generalizes all existing dimensions in online learning theory and provides upper and lower bounds on the minimax value.
In the correlation clustering problem, the input is a signed graph where the sign indicates whether pairs of nodes should be placed in the same cluster or not. The goal is to create a clustering that minimizes the number of disagreements with these signs. Correlation clustering is a key unsupervised learning problem with many practical applications. It has been widely studied in various settings, including versions with fairness constraints and cases where nodes arrive online. In this paper, we explore a problem that combines these two settings: nodes arrive online and reveal their membership in protected groups upon arrival. We are only allowed to output fair clusters, i.e., clusters where the representation of each protected group is upper bounded by a user-specified constant at the beginning of the arrival sequence. Our aim is to maintain approximately optimal fair clustering while minimizing a node's worst-case recourse, i.e., the number of times it changes clusters. We present an algorithm that achieves worst-case logarithmic recourse per node while maintaining a constant-factor fair approximate clustering. Additionally, our approach simplifies the algorithm and analysis used in prior work by Cohen-Addad et al. (2022) in the online setting with recourse.
We propose a learning problem, which we call reliable active apprenticeship learning, for which we define a learning algorithm providing optimal performance guarantees, which we further show are sharply characterized by the eluder dimension of a policy class. In this setting, a learning algorithm is tasked with behaving optimally in an unknown environment given by a Markov decision process. The correct actions are specified by an unknown optimal policy in a given policy class. The learner initially does not know the optimal policy, but it has the ability to query an expert, which returns the optimal action for the current state. A learner is said to be reliable if, whenever it takes an action without querying the expert, its action is guaranteed to be optimal. We are then interested in designing a reliable learner which does not query the expert too often. We propose a reliable learning algorithm which provably makes the minimal possible number of queries, which we show is precisely characterized by the eluder dimension of the policy class. We further extend this to allow for imperfect experts, modeled as an oracle with noisy responses. We study two variants of this, inspired by noise conditions from classification: namely, Massart noise and Tsybakov noise. In both cases, we propose a reliable learning strategy which achieves a nearly-minimal number of queries, and prove upper and lower bounds on the optimal number of queries in terms of the noise conditions and the eluder dimension of the policy class.
The online list update problem is defined as follows: we are given a list of items and the cost to access any particular item is its position from the start of the list. A sequence of item accesses come online, and our goal is to dynamically reorder the list so that the aggregate access cost is small. We study the stochastic version of the problem where the items are accessed i.i.d. from an unknown distribution p. The study of the stochastic version goes back at least 60 years to McCabe. In this paper, we first consider the simple online algorithm which swaps an accessed item with the item right before it, unless it is at the very front. This algorithm is known as the Transposition rule. We theoretically analyze the stationary behavior of Transposition and prove that its performance is within 1 + o(1) factor of the optimal offline algorithm for access sequences sampled from heavy-tailed distributions, proving a conjecture of Rivest from 1976. While the stationary behavior of the Transposition rule is theoretically optimal in the aforementioned i.i.d setting, it can catastrophically fail under adversarial access sequences where only the last and second to last items are repeatedly accessed. A desirable outcome would be a policy that performs well under both circumstances. To achieve this, we use reinforcement learning to design an adaptive policy that performs well for both the i.i.d. setting and the above-mentioned adversarial access. Unsurprisingly, the learned policy appears to be an interpolation between Move-to-Front and Transposition with its behavior closer to Move-to-Front for adversarial access sequences and closer to Transposition for sequences sampled from heavy tailed distributions suggesting that the policy is adaptive and capable of responding to patterns in the access sequence.
We investigate the Clustering with Bandit feedback Problem (CBP). A learner interacts with an N-armed stochastic bandit with d-dimensional subGaussian feedback. There exists a hidden partition of the arms into K groups, such that arms within the same group, share the same mean vector. The learner's task is to uncover this hidden partition with the smallest budget - i.e. the least number of observation - and with a probability of error smaller than a prescribed constant delta. In this paper, (i) we derive a non asymptotic lower bound for the budget, and (ii) we introduce the computationally efficient ACB algorithm, whose budget matches the lower bound in most regimes. We improve on the performance of a uniform sampling strategy. Importantly, contrary to the batch setting, we establish that there is no computation-information gap in the bandit setting.
