{"id":760393,"date":"2021-07-12T12:30:43","date_gmt":"2021-07-12T19:30:43","guid":{"rendered":"https:\/\/cm-edgetun.pages.dev\/en-us\/research\/?post_type=msr-research-item&#038;p=760393"},"modified":"2021-09-24T09:26:03","modified_gmt":"2021-09-24T16:26:03","slug":"online-learning-with-optimism-and-delay","status":"publish","type":"msr-research-item","link":"https:\/\/cm-edgetun.pages.dev\/en-us\/research\/publication\/online-learning-with-optimism-and-delay\/","title":{"rendered":"Online Learning with Optimism and Delay"},"content":{"rendered":"\n\n\n<p class=\"wp-block-paragraph\">Inspired by the demands of real-time climate and weather forecasting, we develop optimistic online learning algorithms that require no parameter tuning and have optimal regret guarantees under delayed feedback. Our algorithms &#8212; DORM, DORM+, and AdaHedgeD &#8212; arise from a novel reduction of delayed online learning to optimistic online learning that reveals how optimistic hints can mitigate the regret penalty caused by delay. We pair this delay-as-optimism perspective with a new analysis of optimistic learning that exposes its robustness to hinting errors and a new meta-algorithm for learning effective hinting strategies in the presence of delay. We conclude by benchmarking our algorithms on four subseasonal climate forecasting tasks, demonstrating low regret relative to state-of-the-art forecasting models.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Inspired by the demands of real-time climate and weather forecasting, we develop optimistic online learning algorithms that require no parameter tuning and have optimal regret guarantees under delayed feedback. Our algorithms &#8212; DORM, DORM+, and AdaHedgeD &#8212; arise from a novel reduction of delayed online learning to optimistic online learning that reveals how optimistic hints [&hellip;]<\/p>\n","protected":false},"featured_media":0,"template":"","meta":{"msr-url-field":"","msr-podcast-episode":"","msrModifiedDate":"","msrModifiedDateEnabled":false,"ep_exclude_from_search":false,"_classifai_error":"","msr-author-ordering":[{"type":"text","value":"Genevieve Flaspohler","user_id":0},{"type":"text","value":"Francesco Orabona","user_id":0},{"type":"text","value":"Judah Cohen","user_id":0},{"type":"text","value":"Soukayna Mouatadid","user_id":0},{"type":"user_nicename","value":"Miruna Oprescu","user_id":"37353"},{"type":"text","value":"Paulo Orenstein","user_id":0},{"type":"user_nicename","value":"Lester 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