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Online learning is a powerful tool for analyzing iterative algorithms. However, the classic adversarial setup sometimes fails to capture certain regularity in online problems in practice. Motivated by this, we establish a new setup, called…

Machine Learning · Computer Science 2022-04-06 Ching-An Cheng , Jonathan Lee , Ken Goldberg , Byron Boots

We study a variant of online convex optimization where the player is permitted to switch decisions at most $S$ times in expectation throughout $T$ rounds. Similar problems have been addressed in prior work for the discrete decision set…

Machine Learning · Computer Science 2023-09-19 Uri Sherman , Tomer Koren

We consider a family of learning strategies for online optimization problems that evolve in continuous time and we show that they lead to no regret. From a more traditional, discrete-time viewpoint, this continuous-time approach allows us…

Optimization and Control · Mathematics 2014-02-28 Joon Kwon , Panayotis Mertikopoulos

An {\it inversion} of a tournament $T$ is obtained by reversing the direction of all edges with both endpoints in some set of vertices. Let ${\rm inv}_k(T)$ be the minimum length of a sequence of inversions using sets of size at most $k$…

Combinatorics · Mathematics 2023-12-05 Raphael Yuster

Counterfactual Regret Minimization (CFR) is an efficient no-regret learning algorithm for decision problems modeled as extensive games. CFR's regret bounds depend on the requirement of perfect recall: players always remember information…

Computer Science and Game Theory · Computer Science 2012-05-04 Marc Lanctot , Richard Gibson , Neil Burch , Martin Zinkevich , Michael Bowling

We study an online linear optimization (OLO) problem in which the learner is provided access to $K$ "hint" vectors in each round prior to making a decision. In this setting, we devise an algorithm that obtains logarithmic regret whenever…

Machine Learning · Computer Science 2020-10-08 Aditya Bhaskara , Ashok Cutkosky , Ravi Kumar , Manish Purohit

In the framework of prediction of individual sequences, sequential prediction methods are to be constructed that perform nearly as well as the best expert from a given class. We consider prediction strategies that compete with the class of…

Machine Learning · Computer Science 2012-07-12 András Gyorgy , Tamás Linder , Gábor Lugosi

A stochastic combinatorial semi-bandit is an online learning problem where at each step a learning agent chooses a subset of ground items subject to constraints, and then observes stochastic weights of these items and receives their sum as…

Machine Learning · Computer Science 2017-06-08 Branislav Kveton , Zheng Wen , Azin Ashkan , Csaba Szepesvari

In this work, we propose a computationally efficient algorithm for the problem of global optimization in univariate loss functions. For the performance evaluation, we study the cumulative regret of the algorithm instead of the simple regret…

Machine Learning · Computer Science 2022-01-19 Kaan Gokcesu , Hakan Gokcesu

We study regret minimization in a stochastic multi-armed bandit setting and establish a fundamental trade-off between the regret suffered under an algorithm, and its statistical robustness. Considering broad classes of underlying arms'…

Machine Learning · Computer Science 2020-06-23 Kumar Ashutosh , Jayakrishnan Nair , Anmol Kagrecha , Krishna Jagannathan

We study a general multi-dueling bandit problem, where an agent compares multiple options simultaneously and aims to minimize the regret due to selecting suboptimal arms. This setting generalizes the traditional two-dueling bandit problem…

Machine Learning · Computer Science 2022-11-21 Yihan Du , Siwei Wang , Longbo Huang

This paper investigates the robustness of causal bandits (CBs) in the face of temporal model fluctuations. This setting deviates from the existing literature's widely-adopted assumption of constant causal models. The focus is on causal…

Machine Learning · Statistics 2024-05-14 Zirui Yan , Arpan Mukherjee , Burak Varıcı , Ali Tajer

We introduce the problem of regret minimization in adversarial multi-dueling bandits. While adversarial preferences have been studied in dueling bandits, they have not been explored in multi-dueling bandits. In this setting, the learner is…

Machine Learning · Computer Science 2024-06-27 Pratik Gajane

We revisit the standard perturbation-based approach of Abernethy et al. (2008) in the context of unconstrained Bandit Linear Optimization (uBLO). We show the surprising result that in the unconstrained setting, this approach effectively…

Machine Learning · Computer Science 2026-03-31 Andrew Jacobsen , Dorian Baudry , Shinji Ito , Nicolò Cesa-Bianchi

Motivated by the challenge of nonstationarity in sequential decision making, we study Online Convex Optimization (OCO) under the coupling of two problem structures: the domain is unbounded, and the comparator sequence $u_1,\ldots,u_T$ is…

Machine Learning · Computer Science 2023-10-27 Zhiyu Zhang , Ashok Cutkosky , Ioannis Ch. Paschalidis

This paper investigates stochastic and adversarial combinatorial multi-armed bandit problems. In the stochastic setting under semi-bandit feedback, we derive a problem-specific regret lower bound, and discuss its scaling with the dimension…

Machine Learning · Computer Science 2015-11-09 Richard Combes , M. Sadegh Talebi , Alexandre Proutiere , Marc Lelarge

We study fixed parameter algorithms for three problems: Kemeny rank aggregation, feedback arc set tournament, and betweenness tournament. For Kemeny rank aggregation we give an algorithm with runtime O*(2^O(sqrt{OPT})), where n is the…

Data Structures and Algorithms · Computer Science 2010-06-24 Marek Karpinski , Warren Schudy

We study the problem of online learning and online regret minimization when samples are drawn from a general unknown non-stationary process. We introduce the concept of a dynamic changing process with cost $K$, where the conditional…

Machine Learning · Computer Science 2023-11-14 Changlong Wu , Ananth Grama , Wojciech Szpankowski

Characterizing the performance of no-regret dynamics in multi-player games is a foundational problem at the interface of online learning and game theory. Recent results have revealed that when all players adopt specific learning algorithms,…

Computer Science and Game Theory · Computer Science 2023-11-28 Ioannis Anagnostides , Alkis Kalavasis , Tuomas Sandholm , Manolis Zampetakis

Dueling bandits is a prominent framework for decision-making involving preferential feedback, a valuable feature that fits various applications involving human interaction, such as ranking, information retrieval, and recommendation systems.…

Machine Learning · Computer Science 2024-10-16 Qiwei Di , Tao Jin , Yue Wu , Heyang Zhao , Farzad Farnoud , Quanquan Gu
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