Adaptive Algorithms for Meta-Induction

Research output: Contribution to journalArticleResearchpeer-review

Standard

Adaptive Algorithms for Meta-Induction. / Ortner, Ronald.
In: Journal for general philosophy of science = Zeitschrift für allgemeine Wissenschaftstheorie, Vol. 54.2023, No. 3, 07.10.2023, p. 433–450.

Research output: Contribution to journalArticleResearchpeer-review

Bibtex - Download

@article{74a6eae5bb274bfb909cab35b1cfcd2a,
title = "Adaptive Algorithms for Meta-Induction",
abstract = "Work in online learning traditionally considered induction-friendly (e.g. stochastic with a fixed distribution) and induction-hostile (adversarial) settings separately. While algorithms like Exp3 that have been developed for the adversarial setting are applicable to the stochastic setting as well, the guarantees that can be obtained are usually worse than those that are available for algorithms that are specifically designed for stochastic settings. Only recently, there is an increasing interest in algorithms that give (near-)optimal guarantees with respect to the underlying setting, even in case its nature is unknown to the learner. In this paper, we review various online learning algorithms that are able to adapt to the hardness of the underlying problem setting. While our focus lies on the application of adaptive algorithms as meta-inductive methods that combine given base methods, concerning theoretical properties we are also interested in guarantees that go beyond a comparison to the best fixed base learner.",
keywords = "Multi-armed bandit problem, Online learning, Prediction with expert advice, Regret",
author = "Ronald Ortner",
note = "Publisher Copyright: {\textcopyright} 2022, The Author(s).",
year = "2023",
month = oct,
day = "7",
doi = "10.1007/s10838-021-09590-2",
language = "English",
volume = "54.2023",
pages = "433–450",
journal = "Journal for general philosophy of science = Zeitschrift f{\"u}r allgemeine Wissenschaftstheorie",
number = "3",

}

RIS (suitable for import to EndNote) - Download

TY - JOUR

T1 - Adaptive Algorithms for Meta-Induction

AU - Ortner, Ronald

N1 - Publisher Copyright: © 2022, The Author(s).

PY - 2023/10/7

Y1 - 2023/10/7

N2 - Work in online learning traditionally considered induction-friendly (e.g. stochastic with a fixed distribution) and induction-hostile (adversarial) settings separately. While algorithms like Exp3 that have been developed for the adversarial setting are applicable to the stochastic setting as well, the guarantees that can be obtained are usually worse than those that are available for algorithms that are specifically designed for stochastic settings. Only recently, there is an increasing interest in algorithms that give (near-)optimal guarantees with respect to the underlying setting, even in case its nature is unknown to the learner. In this paper, we review various online learning algorithms that are able to adapt to the hardness of the underlying problem setting. While our focus lies on the application of adaptive algorithms as meta-inductive methods that combine given base methods, concerning theoretical properties we are also interested in guarantees that go beyond a comparison to the best fixed base learner.

AB - Work in online learning traditionally considered induction-friendly (e.g. stochastic with a fixed distribution) and induction-hostile (adversarial) settings separately. While algorithms like Exp3 that have been developed for the adversarial setting are applicable to the stochastic setting as well, the guarantees that can be obtained are usually worse than those that are available for algorithms that are specifically designed for stochastic settings. Only recently, there is an increasing interest in algorithms that give (near-)optimal guarantees with respect to the underlying setting, even in case its nature is unknown to the learner. In this paper, we review various online learning algorithms that are able to adapt to the hardness of the underlying problem setting. While our focus lies on the application of adaptive algorithms as meta-inductive methods that combine given base methods, concerning theoretical properties we are also interested in guarantees that go beyond a comparison to the best fixed base learner.

KW - Multi-armed bandit problem

KW - Online learning

KW - Prediction with expert advice

KW - Regret

UR - http://www.scopus.com/inward/record.url?scp=85139520747&partnerID=8YFLogxK

U2 - 10.1007/s10838-021-09590-2

DO - 10.1007/s10838-021-09590-2

M3 - Article

VL - 54.2023

SP - 433

EP - 450

JO - Journal for general philosophy of science = Zeitschrift für allgemeine Wissenschaftstheorie

JF - Journal for general philosophy of science = Zeitschrift für allgemeine Wissenschaftstheorie

IS - 3

ER -