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通用机器学习 · online learning
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Dynamic Classifier-Free Diffusion Guidance via Online Feedback
Pinelopi Papalampidi, Olivia Wiles, Ira Ktena, Aleksandar Shtedritski, Emanuele Bugliarello, Ivana Kajic, Isabela Albuquerque, Aida Nematzadeh
Classifier-free guidance (CFG) is a cornerstone of text-to-image diffusion models, yet its effectiveness is limited by the use of static guidance scales. This ``one-size-fits-all'' approach fails to adapt to the diverse requirements of different prompts; moreover, prior solutions like gradient-based correction or fixed heuristic schedules introduce additional complexities and fail to generalize. In this work, we challenge this static paradigm by introducing a framework for dynamic CFG scheduling. Our method leverages online feedback from a suite of general-purpose and specialized small-scale latent-space evaluators—such as CLIP for alignment, a discriminator for fidelity and a human preference reward model—to assess generation quality at each step of the reverse diffusion process. Based on this feedback, we perform a greedy search to select the optimal CFG scale for each timestep, creating a unique guidance schedule tailored to every prompt and sample. We demonstrate the effectiveness of our approach on both small-scale models and the state-of-the-art Imagen 3, showing significant improvements in text alignment, visual quality, text rendering and numerical reasoning. Notably, when compared against the default Imagen 3 baseline, our method achieves up to 53.8% human preference win-rate for overall preference, a figure that increases up to to 55.5% on prompts targeting specific capabilities like text rendering. Our work establishes that the optimal guidance schedule is inherently dynamic and prompt-dependent, and provides an efficient and generalizable framework to achieve it.
What Matters for Batch Online Reinforcement Learning in Robotics?
Perry Dong, Suvir Mirchandani, Dorsa Sadigh, Chelsea Finn
The ability to learn from large batches of autonomously collected data for policy improvement---a paradigm we refer to as batch online reinforcement learning---holds the promise of enabling truly scalable robot learning by significantly reducing the need for human effort of data collection while getting benefits from self-improvement. Yet, despite the promise of this paradigm, it remains challenging to achieve due to algorithms not being able to learn effectively from the autonomous data. For example, prior works have applied imitation learning and filtered imitation learning methods to the batch online RL problem, but these algorithms often fail to efficiently improve from the autonomously collected data or converge quickly to a suboptimal point. This raises the question of what matters for effective batch online reinforcement learning in robotics. Motivated by this question, we perform a systematic empirical study of three axes---(i) algorithm class, (ii) policy extraction methods, and (iii) policy expressivity---and analyze how these axes affect performance and scaling with the amount of autonomously collected data. Through our analysis, we make several observations. First, we observe that the use of Q-functions to guide batch online RL significantly improves performance over imitation-based methods. Building on this, we show that an implicit method of policy extraction---via choosing the best action in the distribution of the policy---is necessary over traditional explicit policy extraction methods from offline RL. Next, we show that an expressive policy class is preferred over less expressive policy classes. Based on this analysis, we propose a general recipe for effective batch online RL. We then show a simple addition to the recipe, namely using temporally-correlated noise to obtain more diversity, results in further performance gains. Our recipe obtains significantly better performance and scaling compared to prior methods.
Single Index Bandits: Generalized Linear Contextual Bandits with Unknown Reward Functions
Yue Kang, Mingshuo Liu, Bongsoo Yi, Jing Lyu, Zhi Zhang, Doudou Zhou, Yao Li
Generalized linear bandits have been extensively studied due to their broad applicability in real-world online decision-making problems. However, these methods typically assume that the expected reward function is known to the users, an assumption that is often unrealistic in practice. Misspecification of this link function can lead to the failure of all existing algorithms. In this work, we address this critical limitation by introducing a new problem of generalized linear bandits with unknown reward functions, also known as single index bandits. We first consider the case where the unknown reward function is monotonically increasing, and propose two novel and efficient algorithms, STOR and ESTOR, that achieve decent regrets under standard assumptions. Notably, our ESTOR can obtain the nearly optimal regret bound $\tilde{O}_T(\sqrt{T})$ in terms of the time horizon $T$. We then extend our methods to the high-dimensional sparse setting and show that the same regret rate can be attained with the sparsity index. Next, we introduce GSTOR, an algorithm that is agnostic to general reward functions, and establish regret bounds under a Gaussian design assumption. Finally, we validate the efficiency and effectiveness of our algorithms through experiments on both synthetic and real-world datasets.
Rethinking Data Curation in LLM Training: Online Reweighting Offers Better Generalization than Offline Methods
Wanru Zhao, Yihong Chen, Yuzhi Tang, Wentao Ma, Shengchao Hu, Shell Xu Hu, Alex Iacob, Abhinav Mehrotra, Nicholas D. Lane
Data curation is a critical yet underexplored component in large language model (LLM) training. Existing approaches (such as data selection and data mixing) operate in an offline paradigm, decoupled from the training process. This separation introduces extra engineering overhead and makes curated subsets brittle: once the model or task changes, the entire pipeline must be re-run. Moreover, offline methods alter dataset size through hard filtering or resampling, often discarding data diversity, and thus face the generalization issue. We propose to rethink data curation as an online reweighting problem, where sample importance is dynamically adjusted during training via loss weighting rather than static preprocessing. This view preserves data diversity, adapts continuously to evolving model states, and yields a better performance–FLOPs tradeoff. Thus, we introduce ADAPT (Adaptive Data reweighting for Pretraining and FineTuning), a dynamic online framework that reweights training samples with adaptive per-sample learning rates guided by similarity-based quality signals, without changing the number of training samples. ADAPT integrates reweighting directly into the optimization loop with minimal overhead. Experiments on both instruction tuning and large-scale pretraining show that ADAPT consistently outperforms offline selection/mixing and prior online methods, achieving stronger cross-benchmark generalization under equal FLOPs.
Derandomized Online-to-Non-convex Conversion for Stochastic Weakly Convex Optimization
Fanfan Ji, Xiaotong Yuan
Online-to-non-convex conversion (O2NC) is an online updates learning framework for producing Goldstein $(\delta,\epsilon)$-stationary points of non-smooth non-convex functions with optimal oracle complexity $\mathcal{O}(\delta^{-1} \epsilon^{-3})$. Subject to auxiliary \emph{random interpolation or scaling}, O2NC recapitulates the stochastic gradient descent with momentum (SGDM) algorithm popularly used for training neural networks. Randomization, however, introduces deviations from practical SGDM. So a natural question arises: Can we derandomize O2NC to achieve the same optimal guarantees while resembling SGDM? On the negative side, the general answer is \emph{no} due to the impossibility results of~\citet{jordan23deterministic}, showing that no dimension-free rate can be achieved by deterministic algorithms. On the positive side, as the primary contribution of the present work, we show that O2NC can be naturally derandomized for \emph{weakly convex} functions. Remarkably, our deterministic algorithm converges at an optimal rate as long as the weak convexity parameter is no larger than $\mathcal{O}(\delta^{-1}\epsilon^{-1})$. In other words, the stronger stationarity is expected, the higher non-convexity can be tolerated by our optimizer. Additionally, we develop a periodically restarted variant of our method to allow for more progressive update when the iterates are far from stationary. The resulting algorithm, which corresponds to a momentum-restarted version of SGDM, has been empirically shown to be effective and efficient for training ResNet and ViT networks.
Semi-Parametric Contextual Pricing with General Smoothness
Yuxuan Han, Xiaocong Xu, Yuxiao Wen, Yanjun Han, Ilan Lobel, Zhengyuan Zhou
We study the contextual pricing problem, where in each round a seller observes a context, sets a price, and receives a binary purchase signal. We adopt a semi-parametric model in which the demand follows a linear parametric form composed with an unknown link function from a $\beta$-Hölder class. Prior work established regret rates of $\tilde{\mathcal{O}}(T^{2/3})$ for $\beta=1$ and $\tilde{\mathcal{O}}(T^{3/5})$ for $\beta=2$. Under a uni-modality condition, we propose a unified algorithm that combines the stationary subroutine of Wang & Chen (2025) with local polynomial regression, achieving the general rate $\tilde{\mathcal{O}}(T^{\frac{\beta+1}{2\beta+1}})$ for all $\beta \ge 1$. This recovers and strengthens existing results, while also addressing a gap in the prior analysis for $\beta=2$. Our analysis develops tighter semi-parametric confidence regions, removes derivative lower bound assumptions from earlier work, and offers a sharper exploration–exploitation trade-off. These insights not only extend theoretical guarantees to general $\beta$ but also improve practical performance by reducing the need for long forced-exploration phases.
Online Prediction of Stochastic Sequences with High Probability Regret Bounds
Matthias Frey, Jonathan H. Manton, Jingge Zhu
We revisit the classical problem of universal prediction of stochastic sequences with a finite time horizon $T$ known to the learner. The question we investigate is whether it is possible to derive vanishing regret bounds that hold with high probability, complementing existing bounds from the literature that hold in expectation. We propose such high-probability bounds which have a very similar form as the prior expectation bounds. For the case of universal prediction of a stochastic process over a countable alphabet, our bound states a convergence rate of $\mathcal{O}(T^{-1/2} \delta^{-1/2})$ with probability as least $1-\delta$ compared to prior known in-expectation bounds of the order $\mathcal{O}(T^{-1/2})$. We also propose an impossibility result which proves that it is not possible to improve the exponent of $\delta$ in a bound of the same form without making additional assumptions.
Humanline: Online Alignment as Perceptual Loss
Sijia Liu, Niklas Muennighoff, Kawin Ethayarajh
Online alignment (e.g., GRPO) is generally more performant than offline alignment (e.g., DPO)---but why? Drawing on prospect theory from behavioral economics, we propose a human-centric explanation. We prove that online on-policy sampling better approximates the human-perceived distribution of what the model can produce, and PPO/GRPO-style clipping---originally introduced to just stabilize training---recovers a perceptual bias in how humans perceive probability. In this sense, PPO/GRPO act as perceptual losses already. Our theory further suggests that the online/offline dichotomy is itself incidental to maximizing human utility, since we can achieve the same effect by selectively training on any data in a manner that mimics human perception, rather than restricting ourselves to online on-policy data. Doing so would allow us to post-train more quickly, cheaply, and flexibly without sacrificing performance. To this end, we propose a design pattern that explicitly incorporates perceptual distortions of probability into objectives like DPO/KTO/GRPO, creating $\textit{humanline variants}$ of them. Surprisingly, we find that these humanline variants, even when trained with offline off-policy data, can match the performance of their online counterparts on both verifiable and unverifiable tasks.
Online Decision-Focused Learning
Aymeric Capitaine, Maxime Haddouche, Eric Moulines, Michael I. Jordan, Etienne Boursier, Alain Oliviero Durmus
Decision-focused learning (DFL) is an increasingly popular paradigm for training predictive models whose outputs are used in decision-making tasks. Instead of merely optimizing for predictive accuracy, DFL trains models to directly minimize the loss associated with downstream decisions. However, existing studies focus solely on scenarios where a fixed batch of data is available and the objective function does not change over time. We instead investigate DFL in dynamic environments where the objective function and data distribution evolve over time. This setting is challenging for online learning because the objective function has zero or undefined gradients---which prevents the use of standard first-order optimization methods---and is generally non-convex. To address these difficulties, we (i) regularize the objective to make it differentiable and (ii) use perturbation techniques along with a near-optimal oracle to overcome non-convexity. Combining those techniques yields two original online algorithms tailored for DFL, for which we establish respectively static and dynamic regret bounds. These are the first provable guarantees for the online decision-focused problem. Finally, we showcase the effectiveness of our algorithms on a knapsack experiment, where they outperform two standard benchmarks.
MobileRL: Online Agentic Reinforcement Learning for Mobile GUI Agents
Yifan Xu, Xiao Liu, Xinghan Liu, Jiaqi Fu, Jiayu Huang, Hanchen Zhang, Bohao Jing, Shudan Zhang, Yuting Wang, Zhao wenyi, Yuxiao Dong
Building general-purpose graphical user interface (GUI) agents has become increasingly promising with the progress in vision language models. However, developing effective mobile GUI agents with reinforcement learning (RL) remains challenging due to the heavy-tailed distribution of task difficulty and the inefficiency of large-scale environment sampling. We present an online agentic reinforcement learning framework MOBILERL to enhance GUI agents in mobile environments. Its core component is the Difficulty-Adaptive GRPO (ADAGRPO) algorithm. In ADAGRPO, we design difficulty-adaptive positive replay and failure curriculum filtering to adapt the model to different task difficulties. We introduce the shortest-path reward adjustment strategy to reshape rewards concerning the task length in multi-turn agentic tasks. Those strategies jointly stabilize RL training, improve sample efficiency, and generate strong performance across diverse mobile apps and tasks. We apply MOBILERL to two open models (Qwen2.5-VL-7B-Instruct and GLM-4.1V-9B-Base). The resultant MOBILERL-9B model achieves state-of-the-art results in terms of success rates on both AndroidWorld (80.2%) and Android-Lab (53.6%). The MOBILERL framework is open-sourced at https://anonymous.4open.science/r/MobileRL-iclr-4513.
RL's Razor: Why Online Reinforcement Learning Forgets Less
Idan Shenfeld, Jyothish Pari, Pulkit Agrawal
Comparison of fine-tuning models with reinforcement learning (RL) and supervised fine-tuning (SFT) reveals that, despite similar performance at a new task, RL preserves prior knowledge and capabilities significantly better. We find that the degree of forgetting is determined by the distributional shift, measured as the KL-divergence between the fine-tuned and base policy evaluated on the new task. Our analysis reveals that on-policy RL is implicitly biased towards KL-minimal solutions among the many that solve the new task, whereas SFT can converge to distributions arbitrarily far from the base model. We validate these findings through experiments with large language models and robotic foundation models and further provide theoretical justification for why on-policy RL updates lead to a smaller KL change. We term this principle $\textit{RL’s Razor}$: among all ways to solve a new task, RL prefers those closest in KL to the original model.
Nonparametric Contextual Online Bilateral Trade
Emanuele Coccia, Martino Bernasconi, Andrea Celli
We study the problem of contextual online bilateral trade. At each round, the learner faces a seller-buyer pair and must propose a trade price without observing their private valuations for the item being sold. The goal of the learner is to post prices to facilitate trades between the two parties. Before posting a price, the learner observes a $d$-dimensional context vector that influences the agent's valuations. Prior work in the contextual setting has focused on linear valuation models, where valuations are linear functions of the context. We provide the first characterisation of a general nonparametric setting in which the buyer’s and seller’s valuations behave according to arbitrary Lipschitz functions of the context. We design an algorithm that leverages contextual information through a hierarchical tree construction and guarantees regret $\widetilde{O}(T^{(d-1)/d})$. Remarkably, our algorithm operates under two stringent features of the setting: (1) one-bit feedback, where the learner only observes whether a trade occurred or not, and (2) strong budget balance, where the learner cannot subsidize or profit from the market participants. We further provide a matching lower bound in the full-feedback setting, demonstrating the tightness of our regret bound.
Solving General-Utility Markov Decision Processes in the Single-Trial Regime with Online Planning
Pedro Pinto Santos, Alberto Sardinha, Francisco S. Melo
In this work, we contribute the first approach to solve infinite-horizon discounted general-utility Markov decision processes (GUMDPs) in the single-trial regime, i.e., when the agent's performance is evaluated based on a single trajectory. First, we provide some fundamental results regarding policy optimization in the single-trial regime, investigating which class of policies suffices for optimality, casting our problem as a particular MDP that is equivalent to our original problem, as well as studying the computational hardness of policy optimization in the single-trial regime. Second, we show how we can leverage online planning techniques, in particular a Monte-Carlo tree search algorithm, to solve GUMDPs in the single-trial regime. Third, we provide experimental results showcasing the superior performance of our approach in comparison to relevant baselines.