{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/discounted-adaptive-online-prediction","title":"Discounted Adaptive Online Learning: Towards Better Regularization","arxiv_id":"2402.02720","date":"2024-02-05","proceeding":null,"authors":["ZhiYu Zhang","David Bombara","Heng Yang"],"abstract":"We study online learning in adversarial nonstationary environments. Since the future can be very different from the past, a critical challenge is to gracefully forget the history while new data comes in. To formalize this intuition, we revisit the discounted regret in online convex optimization, and propose an adaptive (i.e., instance optimal), FTRL-based algorithm that improves the widespread non-adaptive baseline -- gradient descent with a constant learning rate. From a practical perspective, this refines the classical idea of regularization in lifelong learning: we show that designing good regularizers can be guided by the principled theory of adaptive online optimization. Complementing this result, we also consider the (Gibbs and Cand\\`es, 2021)-style online conformal prediction problem, where the goal is to sequentially predict the uncertainty sets of a black-box machine learning model. We show that the FTRL nature of our algorithm can simplify the conventional gradient-descent-based analysis, leading to instance-dependent performance guarantees.","url_abs":"https://arxiv.org/abs/2402.02720v2","url_pdf":"https://arxiv.org/pdf/2402.02720v2.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"discounted-adaptive-online-prediction","repo_url":"https://github.com/computationalrobotics/discounted-adaptive","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"pytorch","reach":{"status":"ok"}}],"tasks":[{"task_slug":"conformal-prediction","task_name":"Conformal Prediction"},{"task_slug":"lifelong-learning","task_name":"Lifelong learning"}],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":"https://app.syntology.ai/?focus=2402.02720","mcp":{"get_harvested_code_for_paper":{"arxiv_id":"2402.02720"}},"developers":"https://syntology.ai/developers","read_at":"2026-09-24T18:15:14+00:00","read_at_is":"when the build read Syntology's graph, not when any sample ran","claim":"Per-sample execution status on synthesized fixtures; not a correctness claim about the paper. 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