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Dying Experts: Efficient Algorithms with Optimal Regret Bounds

Neural Information Processing Systems

We study a variant of decision-theoretic online learning in which the set of experts that are available to Learner can shrink over time. This is a restricted version of the well-studied sleeping experts problem, itself a generalization of the fundamental game of prediction with expert advice. Similar to many works in this direction, our benchmark is the ranking regret. Various results suggest that achieving optimal regret in the fully adversarial sleeping experts problem is computationally hard. This motivates our relaxation where any expert that goes to sleep will never again wake up.


Reviews: Dying Experts: Efficient Algorithms with Optimal Regret Bounds

Neural Information Processing Systems

The dying expert setting is interesting, it would be appreciated to give more examples. The overall writing is good and easy to follow. I have a simple question on the performance measure, ranking regret. In the definition of (1), authors claim \sigma t(\pi) is the first alive expert of ordering \pi in round t. So why do we need to specify the "first" alive expert, rather than the alive expert with the optimal performance?


Reviews: Dying Experts: Efficient Algorithms with Optimal Regret Bounds

Neural Information Processing Systems

In addition to the upper bound the reviewers found the lower bounds of interest. The reviewers are unanimous in their opinion that this paper should be accepted.


Dying Experts: Efficient Algorithms with Optimal Regret Bounds

Neural Information Processing Systems

We study a variant of decision-theoretic online learning in which the set of experts that are available to Learner can shrink over time. This is a restricted version of the well-studied sleeping experts problem, itself a generalization of the fundamental game of prediction with expert advice. Similar to many works in this direction, our benchmark is the ranking regret. Various results suggest that achieving optimal regret in the fully adversarial sleeping experts problem is computationally hard. This motivates our relaxation where any expert that goes to sleep will never again wake up.


Dying Experts: Efficient Algorithms with Optimal Regret Bounds

Neural Information Processing Systems

We study a variant of decision-theoretic online learning in which the set of experts that are available to Learner can shrink over time. This is a restricted version of the well-studied sleeping experts problem, itself a generalization of the fundamental game of prediction with expert advice. Similar to many works in this direction, our benchmark is the ranking regret. Various results suggest that achieving optimal regret in the fully adversarial sleeping experts problem is computationally hard. This motivates our relaxation where any expert that goes to sleep will never again wake up.