Structured Prediction in Online Learning
- URL: http://arxiv.org/abs/2406.12366v1
- Date: Tue, 18 Jun 2024 07:45:02 GMT
- Title: Structured Prediction in Online Learning
- Authors: Pierre Boudart, Alessandro Rudi, Pierre Gaillard,
- Abstract summary: We study a theoretical and algorithmic framework for structured prediction in the online learning setting.
We show that our algorithm is a generalisation of optimal algorithms from the supervised learning setting.
We consider a second algorithm designed especially for non-stationary data distributions, including adversarial data.
- Score: 66.36004256710824
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: We study a theoretical and algorithmic framework for structured prediction in the online learning setting. The problem of structured prediction, i.e. estimating function where the output space lacks a vectorial structure, is well studied in the literature of supervised statistical learning. We show that our algorithm is a generalisation of optimal algorithms from the supervised learning setting, and achieves the same excess risk upper bound also when data are not i.i.d. Moreover, we consider a second algorithm designed especially for non-stationary data distributions, including adversarial data. We bound its stochastic regret in function of the variation of the data distributions.
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