Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Exponential Weights Algorithms for Selective Learning   We study the selective learning problem introduced by Qiao and Valiant
(2019), in which the learner observes $n$ labeled data points one at a time. At
a time of its choosing, the learner selects a window length $w$ and a model
$\hat\ell$ from the model class $\mathcal{L}$, and then labels the next $w$
data points using $\hat\ell$. The excess risk incurred by the learner is
defined as the difference between the average loss of $\hat\ell$ over those $w$
data points and the smallest possible average loss among all models in
$\mathcal{L}$ over those $w$ data points.
  We give an improved algorithm, termed the hybrid exponential weights
algorithm, that achieves an expected excess risk of $O((\log\log|\mathcal{L}| +
\log\log n)/\log n)$. This result gives a doubly exponential improvement in the
dependence on $|\mathcal{L}|$ over the best known bound of
$O(\sqrt{|\mathcal{L}|/\log n})$. We complement the positive result with an
almost matching lower bound, which suggests the worst-case optimality of the
algorithm.
  We also study a more restrictive family of learning algorithms that are
bounded-recall in the sense that when a prediction window of length $w$ is
chosen, the learner's decision only depends on the most recent $w$ data points.
We analyze an exponential weights variant of the ERM algorithm in Qiao and
Valiant (2019). This new algorithm achieves an expected excess risk of
$O(\sqrt{\log |\mathcal{L}|/\log n})$, which is shown to be nearly optimal
among all bounded-recall learners. Our analysis builds on a generalized version
of the selective mean prediction problem in Drucker (2013); Qiao and Valiant
(2019), which may be of independent interest.

37
The categories of this paper are: supr-con
8
The categories of this paper are: hep-ex
27
The categories of this paper are: comp-gas
22
The categories of this paper are: chao-dyn
12
The categories of this paper are: nucl-th
32
The categories of this paper are: atom-ph
11
The categories of this paper are: hep-lat
0
The categories of this paper are: hep-ph
7
The categories of this paper are: hep-th
36
The categories of this paper are: cmp-lg
25
The categories of this paper are: patt-sol
6
The categories of this paper are: astro-ph
3
The categories of this paper are: physics
9
The categories of this paper are: nlin
18
The categories of this paper are: econ
30
The categories of this paper are: q-alg