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Related papers: Online Ranking with Top-1 Feedback

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We study the problems of offline and online contextual optimization with feedback information, where instead of observing the loss, we observe, after-the-fact, the optimal action an oracle with full knowledge of the objective function would…

Machine Learning · Computer Science 2023-07-04 Omar Besbes , Yuri Fonseca , Ilan Lobel

We consider online convex optimization with a zero-order oracle feedback. In particular, the decision maker does not know the explicit representation of the time-varying cost functions, or their gradients. At each time step, she observes…

Optimization and Control · Mathematics 2020-05-05 Tatiana Tatarenko , Maryam Kamgarpour

We study a general class of online learning problems where the feedback is specified by a graph. This class includes online prediction with expert advice and the multi-armed bandit problem, but also several learning problems where the…

Machine Learning · Computer Science 2015-02-27 Noga Alon , Nicolò Cesa-Bianchi , Ofer Dekel , Tomer Koren

In this paper, we consider the problem of prediction with expert advice in dynamic environments. We choose tracking regret as the performance metric and develop two adaptive and efficient algorithms with data-dependent tracking regret…

Machine Learning · Computer Science 2020-02-11 Shiyin Lu , Lijun Zhang

In the convex optimization approach to online regret minimization, many methods have been developed to guarantee a $O(\sqrt{T})$ bound on regret for subdifferentiable convex loss functions with bounded subgradients, by using a reduction to…

Machine Learning · Computer Science 2016-09-20 Arthur Flajolet , Patrick Jaillet

A new algorithm for regret minimization in online convex optimization is described. The regret of the algorithm after $T$ time periods is $O(\sqrt{T \log T})$ - which is the minimum possible up to a logarithmic term. In addition, the new…

Machine Learning · Computer Science 2023-07-24 Elad Hazan , Nimrod Megiddo

This paper describes an efficient reduction of the learning problem of ranking to binary classification. The reduction guarantees an average pairwise misranking regret of at most that of the binary classifier regret, improving a recent…

Machine Learning · Computer Science 2007-12-07 Nir Ailon , Mehryar Mohri

We present an online learning analysis of minimax adaptive control for the case where the uncertainty includes a finite set of linear dynamical systems. Precisely, for each system inside the uncertainty set, we define the model-based regret…

Systems and Control · Electrical Eng. & Systems 2023-09-12 Venkatraman Renganathan , Andrea Iannelli , Anders Rantzer

We address the online linear optimization problem with bandit feedback. Our contribution is twofold. First, we provide an algorithm (based on exponential weights) with a regret of order $\sqrt{d n \log N}$ for any finite action set with $N$…

Machine Learning · Computer Science 2012-02-15 Sébastien Bubeck , Nicolò Cesa-Bianchi , Sham M. Kakade

We introduce an online convex optimization algorithm which utilizes projected subgradient descent with optimal adaptive learning rates. Our method provides second-order minimax-optimal dynamic regret guarantee (i.e. dependent on the sum of…

Optimization and Control · Mathematics 2022-09-14 Hakan Gokcesu , Suleyman S. Kozat

In this paper, we focus on a theory-practice gap for Adam and its variants (AMSgrad, AdamNC, etc.). In practice, these algorithms are used with a constant first-order moment parameter $\beta_{1}$ (typically between $0.9$ and $0.99$). In…

Machine Learning · Statistics 2020-03-24 Ahmet Alacaoglu , Yura Malitsky , Panayotis Mertikopoulos , Volkan Cevher

We study algorithms for online linear optimization in Hilbert spaces, focusing on the case where the player is unconstrained. We develop a novel characterization of a large class of minimax algorithms, recovering, and even improving,…

Machine Learning · Computer Science 2014-05-22 H. Brendan McMahan , Francesco Orabona

We study online inverse linear optimization, also known as contextual recommendation, where a learner sequentially infers an agent's hidden objective vector from observed optimal actions over feasible sets that change over time. The learner…

Machine Learning · Computer Science 2026-05-13 Taihei Oki , Shinsaku Sakaue

In this paper, we study the role of feedback in online learning with switching costs. It has been shown that the minimax regret is $\widetilde{\Theta}(T^{2/3})$ under bandit feedback and improves to $\widetilde{\Theta}(\sqrt{T})$ under…

Machine Learning · Computer Science 2023-06-19 Duo Cheng , Xingyu Zhou , Bo Ji

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…

Machine Learning · Computer Science 2024-06-04 Jon Schneider , Kiran Vodrahalli

Motivated by online retail, we consider the problem of selling one item (e.g., an ad slot) to two non-excludable buyers (say, a merchant and a brand). This problem captures, for example, situations where a merchant and a brand cooperatively…

Computer Science and Game Theory · Computer Science 2025-05-26 Gagan Aggarwal , Ashwinkumar Badanidiyuru , Paul Dütting , Federico Fusco

Online learning to rank is a sequential decision-making problem where in each round the learning agent chooses a list of items and receives feedback in the form of clicks from the user. Many sample-efficient algorithms have been proposed…

Machine Learning · Statistics 2019-03-20 Tor Lattimore , Branislav Kveton , Shuai Li , Csaba Szepesvari

We study the problem of expert advice under partial bandit feedback setting and create a sequential minimax optimal algorithm. Our algorithm works with a more general partial monitoring setting, where, in contrast to the classical bandit…

Machine Learning · Computer Science 2022-04-15 Kaan Gokcesu , Hakan Gokcesu

We provide the first sub-linear space and sub-linear regret algorithm for online learning with expert advice (against an oblivious adversary), addressing an open question raised recently by Srinivas, Woodruff, Xu and Zhou (STOC 2022). We…

Data Structures and Algorithms · Computer Science 2022-11-09 Binghui Peng , Fred Zhang

We investigate contextual online learning with nonparametric (Lipschitz) comparison classes under different assumptions on losses and feedback information. For full information feedback and Lipschitz losses, we design the first explicit…

Machine Learning · Statistics 2017-07-03 Nicolò Cesa-Bianchi , Pierre Gaillard , Claudio Gentile , Sébastien Gerchinovitz