Learning Management
Online Learning in the Random Order Model
Bernasconi, Martino, Celli, Andrea, Colini-Baldeschi, Riccardo, Fusco, Federico, Leonardi, Stefano, Russo, Matteo
In the random-order model for online learning, the sequence of losses is chosen upfront by an adversary and presented to the learner after a random permutation. Any random-order input is \emph{asymptotically} equivalent to a stochastic i.i.d. one, but, for finite times, it may exhibit significant {\em non-stationarity}, which can hinder the performance of stochastic learning algorithms. While algorithms for adversarial inputs naturally maintain their regret guarantees in random order, simple no-regret algorithms exist for the stochastic model that fail against random-order instances. In this paper, we propose a general template to adapt stochastic learning algorithms to the random-order model without substantially affecting their regret guarantees. This allows us to recover improved regret bounds for prediction with delays, online learning with constraints, and bandits with switching costs. Finally, we investigate online classification and prove that, in random order, learnability is characterized by the VC dimension rather than the Littlestone dimension, thus providing a further separation from the general adversarial model.
Private Learning Implies Online Learning: An Efficient Reduction
Alon Gonen, Elad Hazan, Shay Moran
We study the relationship between the notions of differentially private learning and online learning in games. Several recent works have shown that differentially private learning implies online learning, but an open problem of Neel, Roth, and Wu [27] asks whether this implication is efficient. Specifically, does an efficient differentially private learner imply an efficient online learner? In this paper we resolve this open question in the context of pure differential privacy. We derive an efficient black-box reduction from differentially private learning to online learning from expert advice.