arXiv:2607. 19689v1 Announce Type: cross Abstract: We study the problem of recalibrating an online predictor [KE17, OKS24]: given an arbitrary "hint" sequence of forecasts, the learner must output new predictions that are calibrated while incurring small excess error relative to the original forecasts, under a proper loss.
By Lunjia Hu, Kevin Tian, Chutong Yang
arXiv:2607. 28856v1 Announce Type: new Abstract: Swap-agnostic learning strengthens classical agnostic learning by allowing the comparator to select a different hypothesis on each level set of the learner's predictions.
By Princewill Okoroafor
arXiv:2505. 21460v2 Announce Type: replace Abstract: We study online calibration of multi-dimensional forecasts over an arbitrary convex set $P \subset \mathbb{R}^d$ relative to an arbitrary norm $|\cdot|$.
By Maxwell Fishelson, Noah Golowich, Mehryar Mohri, Jon Schneider
arXiv:2606. 24981v1 Announce Type: new Abstract: We study linear TD(0) under Markovian sampling, where data are generated along a single trajectory.
By Wei-Cheng Lee, Francesco Orabona
arXiv:2602. 06902v3 Announce Type: replace Abstract: In this paper, we study dynamic regret in unconstrained online convex optimization (OCO) with movement costs.
By Hao Qiu, Andrew Jacobsen, Emmanuel Esposito, Mengxiao Zhang
arXiv:2607. 17607v1 Announce Type: new Abstract: We study whether stochastic nonconvex optimization can be reduced to ordinary static regret minimization in online convex optimization in a black-box manner.
By Haichen Hu, David Simchi-Levi