arXiv Machine Learning By Fabrizio Lillo, Giulia Livieri, Gianluca Palmari

Online Learning of Scale Parameters in Score-Driven Filters

Read the original on arXiv Machine Learning →

arXiv:2608. 09218v1 Announce Type: new Abstract: Score-driven filters multiply a scaled log-likelihood score by a gain that controls the update magnitude.

Machine-generated by The Flow from the publisher's headline and feed description — not written or checked by a human. The full article lives at arXiv Machine Learning.

arXiv Machine Learning
Sep 21

From Switching to Dynamic Regret: A Simple Reduction via Unbiased Random Sequences

The paper introduces a straightforward framework that transforms dynamic regret minimization into switching regret minimization by constructing an unbiased random sequence for any comparator sequence. Using this reduction, the authors derive dynamic regret bounds for strongly convex and exp-concave losses of “~O(T^{1/3}P_T^{2/3})” and for general convex losses of “O(√{T(1+P_T)})”, matching known minimax optimal results. The approach leverages off-the-shelf switching regret algorithms and controlled variance to achieve these bounds.

By Yibo Wang, Wenhao Yang, Sifan Yang, Yuanyu Wan, Lijun Zhang
arXiv Machine Learning
Oct 2

Fast Regularized Policy Mirror Descent with One-Step TD Updates

The paper introduces Fast Regularized Policy Mirror Descent (PMD) that pairs policy updates with a single temporal-difference (TD) critic step. It proves global linear convergence for finite discounted MDPs using exact coordinate-wise Bellman updates and any positive actor stepsize, regardless of critic initialization. For stochastic TD-PMD with strongly convex mirror maps, the authors achieve an expected value gap of ε after “~O(1/((1-γ)^5 σ_b ε))” transitions, without requiring trajectory resets, generative models, or nested policy evaluation loops.

By Qipei Chen, Wenye Li, Yule Sun, Ke Wei
arXiv Machine Learning
Oct 15

Dimension-Optimal Dynamic Regret in Exp-Concave Online Learning

arXiv:2610.20187v1 Announce Type: new Abstract: Tracking changing comparators is a central problem in online learning. For exp-concave losses, previous work established the $T^{1/3}P_T^{2/3}$ depende...

By Yanyi Li, Wendao Wu, Haihan Zhang, Qinshi Wang, Chenheng Zhang, Chunyuan Zheng, Cong Fang, Haoxuan Li, Zhouchen Lin