Related papers: Online Learning with Composite Loss Functions

Existing online learning algorithms for adversarial Markov Decision Processes achieve ${O}(\sqrt{T})$ regret after $T$ rounds of interactions even if the loss functions are chosen arbitrarily by an adversary, with the caveat that the…

Policy regret is a well established notion of measuring the performance of an online learning algorithm against an adaptive adversary. We study restrictions on the adversary that enable efficient minimization of the \emph{complete policy…

We study monotone submodular maximization under general matroid constraints in the online setting. We prove that online optimization of a large class of submodular functions, namely, weighted threshold potential functions, reduces to online…

We consider a variant of the classical online linear optimization problem in which at every step, the online player receives a "hint" vector before choosing the action for that round. Rather surprisingly, it was shown that if the hint…

We study fast rates of convergence in the setting of nonparametric online regression, namely where regret is defined with respect to an arbitrary function class which has bounded complexity. Our contributions are two-fold: - In the…

We introduce a new algorithm for online linear-quadratic control in a known system subject to adversarial disturbances. Existing regret bounds for this setting scale as $\sqrt{T}$ unless strong stochastic assumptions are imposed on the…

We present an efficient second-order algorithm with $\tilde{O}(\frac{1}{\eta}\sqrt{T})$ regret for the bandit online multiclass problem. The regret bound holds simultaneously with respect to a family of loss functions parameterized by…

In this book, I introduce the basic concepts of Online Learning through the modern view of Online Convex Optimization. Here, online learning refers to the framework of regret minimization under worst-case assumptions. I present first-order…

We study the problem of full-information online learning in the "bounded recall" setting popular in the study of repeated games. An online learning algorithm $\mathcal{A}$ is $M$-$\textit{bounded-recall}$ if its output at time $t$ can be…

We study a class of adversarial bandit optimization problems in which the loss functions may be non-convex and non-smooth. In each round, the learner observes a loss that consists of an underlying linear component together with an…

We consider the problem of online learning in Linear Quadratic Control systems whose state transition and state-action transition matrices $A$ and $B$ may be initially unknown. We devise an online learning algorithm and provide guarantees…

We consider online learning problems where the aim is to achieve regret which is efficient in the sense that it is the same order as the lowest regret amongst K experts. This is a substantially stronger requirement that achieving…

We present a generalization of the adversarial linear bandits framework, where the underlying losses are kernel functions (with an associated reproducing kernel Hilbert space) rather than linear functions. We study a version of the…

This paper considers the problem of distributed bandit online convex optimization with time-varying coupled inequality constraints. This problem can be defined as a repeated game between a group of learners and an adversary. The learners…

We study a generalization of the problem of online learning in adversarial linear contextual bandits by incorporating loss functions that belong to a reproducing kernel Hilbert space, which allows for a more flexible modeling of complex…

In online learning the performance of an algorithm is typically compared to the performance of a fixed function from some class, with a quantity called regret. Forster proposed a last-step min-max algorithm which was somewhat simpler than…

In this work, we improve on the upper and lower bounds for the regret of online learning with strongly observable undirected feedback graphs. The best known upper bound for this problem is $\mathcal{O}\bigl(\sqrt{\alpha T\ln K}\bigr)$,…

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…

Much of modern learning theory has been split between two regimes: the classical offline setting, where data arrive independently, and the online setting, where data arrive adversarially. While the former model is often both computationally…

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…