Regret Bounds for Lifelong Learning

By Pierre Alquier, The Tien Mai, Massimiliano Pontil. 2016

61 citations recorded by the source corpus.

We consider the problem of transfer learning in an online setting. Different tasks are presented sequentially and processed by a within-task algorithm. We propose a lifelong learning strategy which refines the underlying data representation used by the within-task algorithm, thereby transferring information from one task to the next. We show that when the within-task algorithm comes with some regret bound, our strategy inherits this good property. Our bounds are in expectation for a general loss function, and uniform for a convex loss. We discuss applications to dictionary learning and finite set of predictors. In the latter case, we improve previous $O(1/\sqrt{m})$ bounds to $O(1/m)$ where $m$ is the per task sample size.

Subfields: Artificial Intelligence, Computational Mechanics, Management Science and Operations Research

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Artificial Intelligence

  1. Aryan Mokhtari
  2. Simon Shaolei Du
  3. Jiashi Feng
  4. Jason D. Lee
  5. Ameet Talwalkar
  6. Mikhail Khodak
  7. Michael I. Jordan
  8. Tinne Tuytelaars

In Computational Mechanics

  1. Aryan Mokhtari
  2. Jason D. Lee
  3. Simon Shaolei Du
  4. Wei Hu
  5. Ameet Talwalkar
  6. Mikhail Khodak
  7. Maria-Florina Balcan
  8. Asuman E. Ozdaglar

In Management Science and Operations Research

  1. Mikhail Khodak
  2. Ameet Talwalkar
  3. Maria-Florina Balcan
  4. Carlo Ciliberto
  5. Giulia Denevi
  6. Junjie Yang
  7. Kaiyi Ji
  8. Yingbin Liang

Citations in the corpus