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Flaspohler, Genevieve E; Orabona, Francesco; Cohen, Judah; Mouatadid, Soukayna; Oprescu, Miruna; Orenstein, Paulo; Mackey, Lester (, Proceedings of Machine Learning Research)Meila, Marina; Zhang, Tong (Ed.)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—DORM, DORM+, and AdaHedgeD—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.more » « less
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Flaspohler, Genevieve; Orabona, Francesco; Cohen, Judah; Mouatadid, Soukayna; Oprescu, Miruna; Orenstein, Paulo; Mackey, Lester (, Internation conference on machine learning)null (Ed.)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 -- DORM, DORM+, and AdaHedgeD -- 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.more » « less
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