# Questions tagged [online-algorithms]

Online algorithms refer to computations that are performed iteratively, with data arriving during the computation. Online learning are methods which works when the data arrives. For questions focusing on the Internet, please use the "internet" tag.

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### The hunt for a 'nice' flexible distribution

Background Suppose I have data $\mathcal{D}_1, \cdots, \mathcal{D}_n$ with each $\mathcal{D}_i$ containing $m$ observations $X_{i1}, \cdots, X_{im}$; these observations are of unknown distribution, ...
1 vote
44 views

### Improve HMM state estimation in latest data

I have a time-series dataset that is poisson-distributed, where each day I get a new additional datapoint. If I input all the data into a HMM (I am using code I found from hmmlearn in python) it does ...
369 views

### Linear regression on a large dataset

I want to run linear regression on a dataset who is too large to be loaded into memory. I intend to simply calculate $$\left(\sum_{i=1}^n x_ix_i^T\right)^{-1} \cdot \left(\sum_{i=1}^n x_iy_i\right)$$ ...
20 views

### Understanding the regret bound of stochastic bandit vs. adversarial bandit

I am a beginner at MAB. One thing that puzzles me these days: The regret of the UCB policy (and Thompson Sampling with no prior) for stochastic bandit is $\sqrt{KT\ln T}$, but the regret of the EXP3 ...
1 vote
18 views

### Moving-optimum optimization

Are there ready-made algorithms to solve the following problem? At each time step $t$ the agent chooses a value $x_t$. There is a function $f(x, t)$ that gives the error on timestep $t$ after ...
11 views

### Significant difference detection on a stream of data

Let's there are 2 groups of user. Based on their query I return some search results to them (p1,p2,p3). The search results could vary based on either the group that user belongs to or some user ...
13 views

### Regret for deterministic algorithm

I am learning the weighted majority algorithm in "foundation of machine learning" by Mohri. But I can not understand the conclusion from the book and other reference. It has the statement ...
1 vote
15 views

### Online learning with random action set?

Suppose I have an online bayesian linear regression problem for which I can updated the posterior distribution of parameters. Using this posterior, I want to make a point forecast by sampling from it. ...
1 vote
40 views

### Online Estimation of a Joint Distribution from batches of data

I want to implement an algorithm for the online estimation of a joint probability distribution from a sequence of mini batches sampled from the real distribution. The distribution is discrete and non ...
23 views

1 vote
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### Trainable decision tree? A decision tree that relearns decision boundaries based on new examples?

Trainable decision tree? A decision tree that relearns decision boundaries based on new examples? Does this exist? Application: I can draw good boundaries on the data I have based on intuition, but it'...
178 views

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### Online Tree Based Algorithms

Linear regression and logistic regression can do online training(i.e. continuous training as new data arrives) via stochastic gradient descent. Are there any tree based algorithms which can ...
1 vote
2k views

### Online Algorithm Implementation for the Median [duplicate]

Context My question is related to the binmedian algorithm which is suggested in this post and its implementation originally in C and its adaptation in python. My issue with these algorithms is that ...
1k views

### How to calculate the running mean absolute deviation

I wish to calculate the running mean absolute deviation (MAD) without storing the previous n data points. This calculation is for a continuous stream of data, i.e. infinite length. I am trying to ...
32 views

### Online learning problem formulation

I have been wondering about the usual formulation of online machine learning problems, as written in Wikipedia or in other papers I've read. What bugs me is the fact that this problem is written as ...
81 views

### Classification of Imbalanced and Streaming Time Series Data

I have a question about classification of time series. Data has two features and I want to classify it into 5 classes. We have a stream of data and new data is generated every 5 seconds. Moreover in ...
259 views

### Are Bandit Algorithms Considered as Online Algorithms?

I think bandit algorithms(such as multi-armed bandit algorithms) can be considered as online algorithms because they make decision and update the parameters as data arrives. However, I can't find any ...
1 vote