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Regret has been established as a foundational concept in online learning, and likewise has important applications in the analysis of learning dynamics in games. Regret quantifies the difference between a learner's performance against a…

Computer Science and Game Theory · Computer Science 2021-06-29 Georgios Piliouras , Mark Rowland , Shayegan Omidshafiei , Romuald Elie , Daniel Hennes , Jerome Connor , Karl Tuyls

We study the non-stationary dueling bandits problem with $K$ arms, where the time horizon $T$ consists of $M$ stationary segments, each of which is associated with its own preference matrix. The learner repeatedly selects a pair of arms and…

Machine Learning · Computer Science 2022-02-03 Patrick Kolpaczki , Viktor Bengs , Eyke Hüllermeier

We present an algorithm, called the Offset Tree, for learning to make decisions in situations where the payoff of only one choice is observed, rather than all choices. The algorithm reduces this setting to binary classification, allowing…

Machine Learning · Computer Science 2016-04-05 Alina Beygelzimer , John Langford

Error-correcting codes (ECC) are used to reduce multiclass classification tasks to multiple binary classification subproblems. In ECC, classes are represented by the rows of a binary matrix, corresponding to codewords in a codebook.…

Machine Learning · Computer Science 2023-02-13 Itay Evron , Ophir Onn , Tamar Weiss Orzech , Hai Azeroual , Daniel Soudry

We introduce the problem of regret minimization in Adversarial Dueling Bandits. As in classic Dueling Bandits, the learner has to repeatedly choose a pair of items and observe only a relative binary `win-loss' feedback for this pair, but…

Machine Learning · Computer Science 2020-10-29 Aadirupa Saha , Tomer Koren , Yishay Mansour

We show that natural classes of regularized learning algorithms with a form of recency bias achieve faster convergence rates to approximate efficiency and to coarse correlated equilibria in multiplayer normal form games. When each player in…

Computer Science and Game Theory · Computer Science 2015-12-14 Vasilis Syrgkanis , Alekh Agarwal , Haipeng Luo , Robert E. Schapire

We consider the problem setting of prediction with expert advice with possibly heavy-tailed losses, i.e. the only assumption on the losses is an upper bound on their second moments, denoted by $\theta$. We develop adaptive algorithms that…

Machine Learning · Computer Science 2026-01-09 Antoine Moulin , Emmanuel Esposito , Dirk van der Hoeven

We study the problem of learning Markov decision processes with finite state and action spaces when the transition probability distributions and loss functions are chosen adversarially and are allowed to change with time. We introduce an…

Machine Learning · Computer Science 2013-03-14 Yasin Abbasi-Yadkori , Peter L. Bartlett , Csaba Szepesvari

Monte-Carlo counterfactual regret minimization (MCCFR) is the state-of-the-art algorithm for solving sequential games that are too large for full tree traversals. It works by using gradient estimates that can be computed via sampling.…

Computer Science and Game Theory · Computer Science 2020-02-21 Gabriele Farina , Christian Kroer , Tuomas Sandholm

In this work, we introduce the concept of non-negative weighted regret, an extension of non-negative regret \cite{anagnostides2022last} in games. Investigating games with non-negative weighted regret helps us to understand games with…

Computer Science and Game Theory · Computer Science 2025-05-22 Nanxiang Zhou , Jing Dong , Baoxiang Wang

Counterfactual regret minimization (CFR) is a family of algorithms for effectively solving imperfect-information games. It decomposes the total regret into counterfactual regrets, utilizing local regret minimization algorithms, such as…

Machine Learning · Computer Science 2024-05-15 Hang Xu , Kai Li , Bingyun Liu , Haobo Fu , Qiang Fu , Junliang Xing , Jian Cheng

We improve the theoretical and empirical performance of neural-network(NN)-based active learning algorithms for the non-parametric streaming setting. In particular, we introduce two regret metrics by minimizing the population loss that are…

Machine Learning · Computer Science 2023-01-18 Yikun Ban , Yuheng Zhang , Hanghang Tong , Arindam Banerjee , Jingrui He

Non-stationary online learning has drawn much attention in recent years. In particular, dynamic regret and adaptive regret are proposed as two principled performance measures for online convex optimization in non-stationary environments. To…

Machine Learning · Computer Science 2025-09-10 Peng Zhao , Yan-Feng Xie , Lijun Zhang , Zhi-Hua Zhou

Probabilistic classifiers are central for making informed decisions under uncertainty. Based on the maximum expected utility principle, optimal decision rules can be derived using the posterior class probabilities and misclassification…

Machine Learning · Computer Science 2025-03-25 Alexandre Perez-Lebel , Gael Varoquaux , Sanmi Koyejo , Matthieu Doutreligne , Marine Le Morvan

We study the $K$-armed dueling bandit problem, a variation of the traditional multi-armed bandit problem in which feedback is obtained in the form of pairwise comparisons. Previous learning algorithms have focused on the $\textit{fully…

Machine Learning · Computer Science 2022-09-27 Arpit Agarwal , Rohan Ghuge , Viswanath Nagarajan

We consider a variation on the problem of prediction with expert advice, where new forecasters that were unknown until then may appear at each round. As often in prediction with expert advice, designing an algorithm that achieves…

Machine Learning · Statistics 2017-09-01 Jaouad Mourtada , Odalric-Ambrym Maillard

Online bilevel optimization (OBO) is a powerful framework for machine learning problems where both outer and inner objectives evolve over time, requiring dynamic updates. Current OBO approaches rely on deterministic \textit{window-smoothed}…

Machine Learning · Computer Science 2026-05-20 Parvin Nazari , Bojian Hou , Davoud Ataee Tarzanagh , Li Shen , George Michailidis

In this paper, we improve the regret bound for online kernel selection under bandit feedback. Previous algorithm enjoys a $O((\Vert f\Vert^2_{\mathcal{H}_i}+1)K^{\frac{1}{3}}T^{\frac{2}{3}})$ expected bound for Lipschitz loss functions. We…

Machine Learning · Computer Science 2023-03-24 Junfan Li , Shizhong Liao

Given a mapping from a set of players to the leaves of a complete binary tree (called a seeding), a knockout tournament is conducted as follows: every round, every two players with a common parent compete against each other, and the winner…

Data Structures and Algorithms · Computer Science 2024-01-24 Juhi Chaudhary , Hendrik Molter , Meirav Zehavi

We consider the manipulability of tournament rules which map the results of $\binom{n}{2}$ pairwise matches and select a winner. Prior work designs simple tournament rules such that no pair of teams can manipulate the outcome of their match…

Computer Science and Game Theory · Computer Science 2021-01-12 Kimberly Ding , S. Matthew Weinberg