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We study the adversarial online learning problem and create a completely online algorithmic framework that has data dependent regret guarantees in both full expert feedback and bandit feedback settings. We study the expected performance of…

Machine Learning · Computer Science 2023-03-14 Kaan Gokcesu , Hakan Gokcesu

We investigate the problem of unconstrained combinatorial multi-armed bandits with full-bandit feedback and stochastic rewards for submodular maximization. Previous works investigate the same problem assuming a submodular and monotone…

Machine Learning · Computer Science 2023-02-03 Fares Fourati , Vaneet Aggarwal , Christopher John Quinn , Mohamed-Slim Alouini

We study finite-armed semiparametric bandits, where each arm's reward combines a linear component with an unknown, potentially adversarial shift. This model strictly generalizes classical linear bandits and reflects complexities common in…

Machine Learning · Statistics 2025-06-18 Seok-Jin Kim , Gi-Soo Kim , Min-hwan Oh

We study the combinatorial semi-bandit problem under matroid constraints. The regret achieved by recent approaches is optimal, in the sense that it matches the lower bound. Yet, time complexity remains an issue for large matroids or for…

Machine Learning · Computer Science 2025-12-02 Aurélien Delage , Romaric Gaudel

This paper studies bandit convex optimization in non-stationary environments with two-point feedback, using dynamic regret as the performance measure. We propose an algorithm based on bandit mirror descent that extends naturally to…

Optimization and Control · Mathematics 2026-05-26 Chang He , Bo Jiang , Shuzhong Zhang

We consider a safe optimization problem with bandit feedback in which an agent sequentially chooses actions and observes responses from the environment, with the goal of maximizing an arbitrary function of the response while respecting…

Machine Learning · Computer Science 2023-05-02 Spencer Hutchinson , Berkay Turan , Mahnoosh Alizadeh

This paper considers the stability of online learning algorithms and its implications for learnability (bounded regret). We introduce a novel quantity called {\em forward regret} that intuitively measures how good an online learning…

Machine Learning · Computer Science 2012-11-28 Ankan Saha , Prateek Jain , Ambuj Tewari

The evaluation of final-iteration tracking performance is a formidable obstacle in distributed online optimization algorithms. To address this issue, this paper proposes a novel evaluation metric named distributed forgetting-factor regret…

Systems and Control · Electrical Eng. & Systems 2025-03-28 Lipo Mo , Jianjun Li , Min Zuo , Lei Wang

This work studies the problem of learning episodic Markov Decision Processes with known transition and bandit feedback. We develop the first algorithm with a ``best-of-both-worlds'' guarantee: it achieves $\mathcal{O}(log T)$ regret when…

Machine Learning · Computer Science 2020-11-03 Tiancheng Jin , Haipeng Luo

We investigate finite stochastic partial monitoring, which is a general model for sequential learning with limited feedback. While Thompson sampling is one of the most promising algorithms on a variety of online decision-making problems,…

Machine Learning · Statistics 2021-06-11 Taira Tsuchiya , Junya Honda , Masashi Sugiyama

We address the online linear optimization problem when the actions of the forecaster are represented by binary vectors. Our goal is to understand the magnitude of the minimax regret for the worst possible set of actions. We study the…

Machine Learning · Statistics 2011-05-25 Jean-Yves Audibert , Sebastien Bubeck , Gabor Lugosi

Follow-the-Regularized-Leader (FTRL) algorithms are a popular class of learning algorithms for online linear optimization (OLO) that guarantee sub-linear regret, but the choice of regularizer can significantly impact dimension-dependent…

Machine Learning · Computer Science 2024-10-24 Khashayar Gatmiry , Jon Schneider , Stefanie Jegelka

The problem of online learning with graph feedback has been extensively studied in the literature due to its generality and potential to model various learning tasks. Existing works mainly study the adversarial and stochastic feedback…

Machine Learning · Computer Science 2022-08-23 Fang Kong , Yichi Zhou , Shuai Li

We present an efficient algorithm for linear contextual bandits with adversarial losses and stochastic action sets. Our approach reduces this setting to misspecification-robust adversarial linear bandits with fixed action sets. Without…

Machine Learning · Computer Science 2025-12-16 Tim van Erven , Jack Mayo , Julia Olkhovskaya , Chen-Yu Wei

In the random-order model for online learning, the sequence of losses is chosen upfront by an adversary and presented to the learner after a random permutation. Any random-order input is \emph{asymptotically} equivalent to a stochastic…

Machine Learning · Computer Science 2025-10-06 Martino Bernasconi , Andrea Celli , Riccardo Colini-Baldeschi , Federico Fusco , Stefano Leonardi , Matteo Russo

We study dynamic regret minimization in unconstrained adversarial linear bandit problems. In this setting, a learner must minimize the cumulative loss relative to an arbitrary sequence of comparators…

Machine Learning · Computer Science 2026-03-30 Alberto Rumi , Andrew Jacobsen , Nicolò Cesa-Bianchi , Fabio Vitale

We consider distributed online learning for joint regret with communication constraints. In this setting, there are multiple agents that are connected in a graph. Each round, an adversary first activates one of the agents to issue a…

Machine Learning · Computer Science 2021-10-26 Dirk van der Hoeven , Hédi Hadiji , Tim van Erven

In performative prediction, the deployment of a predictive model triggers a shift in the data distribution. As these shifts are typically unknown ahead of time, the learner needs to deploy a model to get feedback about the distribution it…

Machine Learning · Computer Science 2022-07-19 Meena Jagadeesan , Tijana Zrnic , Celestine Mendler-Dünner

We explore the use of expert-guided bandit learning, which we refer to as online mixture-of-experts (OMoE). In this setting, given a context, a candidate committee of experts must determine how to aggregate their outputs to achieve optimal…

Machine Learning · Computer Science 2025-11-18 Larkin Liu , Jalal Etesami

In online learning, a decision maker repeatedly selects one of a set of actions, with the goal of minimizing the overall loss incurred. Following the recent line of research on algorithms endowed with additional predictive features, we…