Suppose we have many copies of an unknown $n$-qubit state $ρ$. We measure some copies of $ρ$ using a known two-outcome measurement $E_{1}$, then other copies using a measurement $E_{2}$, and so on. At each stage $t$, we generate a current hypothesis $σ_{t}$ about the state $ρ$, using the outcomes of the previous measurements. We show that it is possible to do this in a way that guarantees that $|\operatorname{Tr}(E_{i} σ_{t}) - \operatorname{Tr}(E_{i}ρ) |$, the error in our prediction for the next measurement, is at least $\varepsilon$ at most $\operatorname{O}\!\left(n / \varepsilon^2 \right) $ times. Even in the "non-realizable" setting---where there could be arbitrary noise in the measurement outcomes---we show how to output hypothesis states that do significantly worse than the best possible states at most $\operatorname{O}\!\left(\sqrt {Tn}\right) $ times on the first $T$ measurements. These results generalize a 2007 theorem by Aaronson on the PAC-learnability of quantum states, to the online and regret-minimization settings. We give three different ways to prove our results---using convex optimization, quantum postselection, and sequential fat-shattering dimension---which have different advantages in terms of parameters and portability.