Related papers: An efficient algorithm for learning with semi-band…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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,…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…