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Private Online Learning via Lazy Algorithms

arXiv.org Machine Learning

We study the problem of private online learning, specifically, online prediction from experts (OPE) and online convex optimization (OCO). We propose a new transformation that transforms lazy online learning algorithms into private algorithms. We apply our transformation for differentially private OPE and OCO using existing lazy algorithms for these problems. Our final algorithms obtain regret, which significantly improves the regret in the high privacy regime $\varepsilon \ll 1$, obtaining $\sqrt{T \log d} + T^{1/3} \log(d)/\varepsilon^{2/3}$ for DP-OPE and $\sqrt{T} + T^{1/3} \sqrt{d}/\varepsilon^{2/3}$ for DP-OCO. We also complement our results with a lower bound for DP-OPE, showing that these rates are optimal for a natural family of low-switching private algorithms.


Improving Segment Anything on the Fly: Auxiliary Online Learning and Adaptive Fusion for Medical Image Segmentation

arXiv.org Artificial Intelligence

The current variants of the Segment Anything Model (SAM), which include the original SAM and Medical SAM, still lack the capability to produce sufficiently accurate segmentation for medical images. In medical imaging contexts, it is not uncommon for human experts to rectify segmentations of specific test samples after SAM generates its segmentation predictions. These rectifications typically entail manual or semi-manual corrections employing state-of-the-art annotation tools. Motivated by this process, we introduce a novel approach that leverages the advantages of online machine learning to enhance Segment Anything (SA) during test time. We employ rectified annotations to perform online learning, with the aim of improving the segmentation quality of SA on medical images. To improve the effectiveness and efficiency of online learning when integrated with large-scale vision models like SAM, we propose a new method called Auxiliary Online Learning (AuxOL). AuxOL creates and applies a small auxiliary model (specialist) in conjunction with SAM (generalist), entails adaptive online-batch and adaptive segmentation fusion. Experiments conducted on eight datasets covering four medical imaging modalities validate the effectiveness of the proposed method. Our work proposes and validates a new, practical, and effective approach for enhancing SA on downstream segmentation tasks (e.g., medical image segmentation).


Visual Attention Analysis in Online Learning

arXiv.org Artificial Intelligence

In this paper, we present an approach in the Multimodal Learning Analytics field. Within this approach, we have developed a tool to visualize and analyze eye movement data collected during learning sessions in online courses. The tool is named VAAD (an acronym for Visual Attention Analysis Dashboard). These eye movement data have been gathered using an eye-tracker and subsequently processed and visualized for interpretation. The purpose of the tool is to conduct a descriptive analysis of the data by facilitating its visualization, enabling the identification of differences and learning patterns among various learner populations. Additionally, it integrates a predictive module capable of anticipating learner activities during a learning session. Consequently, VAAD holds the potential to offer valuable insights into online learning behaviors from both descriptive and predictive perspectives.


Fully Unconstrained Online Learning

arXiv.org Machine Learning

We provide an online learning algorithm that obtains regret $G\|w_\star\|\sqrt{T\log(\|w_\star\|G\sqrt{T})} + \|w_\star\|^2 + G^2$ on $G$-Lipschitz convex losses for any comparison point $w_\star$ without knowing either $G$ or $\|w_\star\|$. Importantly, this matches the optimal bound $G\|w_\star\|\sqrt{T}$ available with such knowledge (up to logarithmic factors), unless either $\|w_\star\|$ or $G$ is so large that even $G\|w_\star\|\sqrt{T}$ is roughly linear in $T$. Thus, it matches the optimal bound in all cases in which one can achieve sublinear regret, which arguably most "interesting" scenarios.


A Simple and Adaptive Learning Rate for FTRL in Online Learning with Minimax Regret of $\Theta(T^{2/3})$ and its Application to Best-of-Both-Worlds

arXiv.org Machine Learning

Follow-the-Regularized-Leader (FTRL) is a powerful framework for various online learning problems. By designing its regularizer and learning rate to be adaptive to past observations, FTRL is known to work adaptively to various properties of an underlying environment. However, most existing adaptive learning rates are for online learning problems with a minimax regret of $\Theta(\sqrt{T})$ for the number of rounds $T$, and there are only a few studies on adaptive learning rates for problems with a minimax regret of $\Theta(T^{2/3})$, which include several important problems dealing with indirect feedback. To address this limitation, we establish a new adaptive learning rate framework for problems with a minimax regret of $\Theta(T^{2/3})$. Our learning rate is designed by matching the stability, penalty, and bias terms that naturally appear in regret upper bounds for problems with a minimax regret of $\Theta(T^{2/3})$. As applications of this framework, we consider two major problems dealing with indirect feedback: partial monitoring and graph bandits. We show that FTRL with our learning rate and the Tsallis entropy regularizer improves existing Best-of-Both-Worlds (BOBW) regret upper bounds, which achieve simultaneous optimality in the stochastic and adversarial regimes. The resulting learning rate is surprisingly simple compared to the existing learning rates for BOBW algorithms for problems with a minimax regret of $\Theta(T^{2/3})$.


Interpret3C: Interpretable Student Clustering Through Individualized Feature Selection

arXiv.org Artificial Intelligence

Clustering in education, particularly in large-scale online environments like MOOCs, is essential for understanding and adapting to diverse student needs. However, the effectiveness of clustering depends on its interpretability, which becomes challenging with high-dimensional data. Existing clustering approaches often neglect individual differences in feature importance and rely on a homogenized feature set. Addressing this gap, we introduce Interpret3C (Interpretable Conditional Computation Clustering), a novel clustering pipeline that incorporates interpretable neural networks (NNs) in an unsupervised learning context. This method leverages adaptive gating in NNs to select features for each student. Then, clustering is performed using the most relevant features per student, enhancing clusters' relevance and interpretability. We use Interpret3C to analyze the behavioral clusters considering individual feature importances in a MOOC with over 5, 000 students. This research contributes to the field by offering a scalable, robust clustering methodology and an educational case study that respects individual student differences and improves interpretability for high-dimensional data.


Dual-State Personalized Knowledge Tracing with Emotional Incorporation

arXiv.org Artificial Intelligence

Knowledge tracing has been widely used in online learning systems to guide the students' future learning. However, most existing KT models primarily focus on extracting abundant information from the question sets and explore the relationships between them, but ignore the personalized student behavioral information in the learning process. This will limit the model's ability to accurately capture the personalized knowledge states of students and reasonably predict their performances. To alleviate this limitation, we explicitly models the personalized learning process by incorporating the emotions, a representative personalized behavior in the learning process, into KT framework. Specifically, we present a novel Dual-State Personalized Knowledge Tracing with Emotional Incorporation model to achieve this goal: Firstly, we incorporate emotional information into the modeling process of knowledge state, resulting in the Knowledge State Boosting Module. Secondly, we design an Emotional State Tracing Module to monitor students' personalized emotional states, and propose an emotion prediction method based on personalized emotional states. Finally, we apply the predicted emotions to enhance students' response prediction. Furthermore, to extend the generalization capability of our model across different datasets, we design a transferred version of DEKT, named Transfer Learning-based Self-loop model (T-DEKT). Extensive experiments show our method achieves the state-of-the-art performance.


Biometrics and Behavioral Modelling for Detecting Distractions in Online Learning

arXiv.org Artificial Intelligence

In this article, we explore computer vision approaches to detect abnormal head pose during e-learning sessions and we introduce a study on the effects of mobile phone usage during these sessions. We utilize behavioral data collected from 120 learners monitored while participating in a MOOC learning sessions. Our study focuses on the influence of phone-usage events on behavior and physiological responses, specifically attention, heart rate, and meditation, before, during, and after phone usage. Additionally, we propose an approach for estimating head pose events using images taken by the webcam during the MOOC learning sessions to detect phone-usage events. Our hypothesis suggests that head posture undergoes significant changes when learners interact with a mobile phone, contrasting with the typical behavior seen when learners face a computer during e-learning sessions. We propose an approach designed to detect deviations in head posture from the average observed during a learner's session, operating as a semi-supervised method. This system flags events indicating alterations in head posture for subsequent human review and selection of mobile phone usage occurrences with a sensitivity over 90%.


A Contextual Online Learning Theory of Brokerage

arXiv.org Machine Learning

We study the role of contextual information in the online learning problem of brokerage between traders. At each round, two traders arrive with secret valuations about an asset they wish to trade. The broker suggests a trading price based on contextual data about the asset. Then, the traders decide to buy or sell depending on whether their valuations are higher or lower than the brokerage price. We assume the market value of traded assets is an unknown linear function of a $d$-dimensional vector representing the contextual information available to the broker. Additionally, we model traders' valuations as independent bounded zero-mean perturbations of the asset's market value, allowing for potentially different unknown distributions across traders and time steps. Consistently with the existing online learning literature, we evaluate the performance of a learning algorithm with the regret with respect to the gain from trade. If the noise distributions admit densities bounded by some constant $L$, then, for any time horizon $T$: - If the agents' valuations are revealed after each interaction, we provide an algorithm achieving $O ( L d \ln T )$ regret, and show a corresponding matching lower bound of $\Omega( Ld \ln T )$. - If only their willingness to sell or buy at the proposed price is revealed after each interaction, we provide an algorithm achieving $O(\sqrt{LdT \ln T })$ regret, and show that this rate is optimal (up to logarithmic factors), via a lower bound of $\Omega(\sqrt{LdT})$. To complete the picture, we show that if the bounded density assumption is lifted, then the problem becomes unlearnable, even with full feedback.


Trading Volume Maximization with Online Learning

arXiv.org Artificial Intelligence

We explore brokerage between traders in an online learning framework. At any round $t$, two traders meet to exchange an asset, provided the exchange is mutually beneficial. The broker proposes a trading price, and each trader tries to sell their asset or buy the asset from the other party, depending on whether the price is higher or lower than their private valuations. A trade happens if one trader is willing to sell and the other is willing to buy at the proposed price. Previous work provided guidance to a broker aiming at enhancing traders' total earnings by maximizing the gain from trade, defined as the sum of the traders' net utilities after each interaction. In contrast, we investigate how the broker should behave to maximize the trading volume, i.e., the total number of trades. We model the traders' valuations as an i.i.d. process with an unknown distribution. If the traders' valuations are revealed after each interaction (full-feedback), and the traders' valuations cumulative distribution function (cdf) is continuous, we provide an algorithm achieving logarithmic regret and show its optimality up to constant factors. If only their willingness to sell or buy at the proposed price is revealed after each interaction ($2$-bit feedback), we provide an algorithm achieving poly-logarithmic regret when the traders' valuations cdf is Lipschitz and show that this rate is near-optimal. We complement our results by analyzing the implications of dropping the regularity assumptions on the unknown traders' valuations cdf. If we drop the continuous cdf assumption, the regret rate degrades to $\Theta(\sqrt{T})$ in the full-feedback case, where $T$ is the time horizon. If we drop the Lipschitz cdf assumption, learning becomes impossible in the $2$-bit feedback case.