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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…

Machine Learning · Computer Science 2020-10-05 Aditya Bhaskara , Ashok Cutkosky , Ravi Kumar , Manish Purohit

In this paper, we investigate the online non-convex optimization problem which generalizes the classic {online convex optimization problem by relaxing the convexity assumption on the cost function. For this type of problem, the classic…

Machine Learning · Computer Science 2017-09-14 Lin Yang , Cheng Tan , Wing Shing Wong

We study the problem of {\em online} low-rank matrix completion with $\mathsf{M}$ users, $\mathsf{N}$ items and $\mathsf{T}$ rounds. In each round, the algorithm recommends one item per user, for which it gets a (noisy) reward sampled from…

Machine Learning · Computer Science 2023-03-08 Prateek Jain , Soumyabrata Pal

We study the regret of reinforcement learning from offline data generated by a fixed behavior policy in an infinite-horizon discounted Markov decision process (MDP). While existing analyses of common approaches, such as fitted $Q$-iteration…

Machine Learning · Computer Science 2023-07-13 Yichun Hu , Nathan Kallus , Masatoshi Uehara

We study an online linear regression setting in which the observed feature vectors are corrupted by noise and the learner can pay to reduce the noise level. In practice, this may happen for several reasons: for example, because features can…

Machine Learning · Computer Science 2025-11-12 Nadav Merlis , Kyoungseok Jang , Nicolò Cesa-Bianchi

In learning theory, the performance of an online policy is commonly measured in terms of the static regret metric, which compares the cumulative loss of an online policy to that of an optimal benchmark in hindsight. In the definition of…

Information Theory · Computer Science 2022-08-23 Ativ Joshi , Abhishek Sinha

We consider the problem of online linear regression on individual sequences. The goal in this paper is for the forecaster to output sequential predictions which are, after $T$ time rounds, almost as good as the ones output by the best…

Machine Learning · Statistics 2019-01-17 Sébastien Gerchinovitz , Jia Yuan Yu

Follow-the-Regularized-Leader (FTRL) is a powerful framework for various online learning problems. By designing its regularizer and learning rate to be adaptive to past observations, FTRL is known to work adaptively to various properties of…

Machine Learning · Computer Science 2025-02-18 Taira Tsuchiya , Shinji Ito

We study the effectiveness of stochastic side information in deterministic online learning scenarios. We propose a forecaster to predict a deterministic sequence where its performance is evaluated against an expert class. We assume that…

Machine Learning · Computer Science 2023-03-13 Junzhang Jia , Xuetong Wu , Jingge Zhu , Jamie Evans

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 $\mathcal{O}\bigl(\sqrt{\alpha T\ln K}\bigr)$,…

Machine Learning · Computer Science 2023-10-31 Khaled Eldowa , Emmanuel Esposito , Tommaso Cesari , Nicolò Cesa-Bianchi

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

Learning the optimal ordering of content is an important challenge in website design. The learning to rank (LTR) framework models this problem as a sequential problem of selecting lists of content and observing where users decide to click.…

Machine Learning · Computer Science 2023-05-12 James A. Grant , David S. Leslie

First-price auctions have very recently swept the online advertising industry, replacing second-price auctions as the predominant auction mechanism on many platforms. This shift has brought forth important challenges for a bidder: how…

Machine Learning · Computer Science 2025-09-26 Yanjun Han , Zhengyuan Zhou , Aaron Flores , Erik Ordentlich , Tsachy Weissman

We study online learning with oblivious losses and delays under a novel ``capacity constraint'' that limits how many past rounds can be tracked simultaneously for delayed feedback. Under ``clairvoyance'' (i.e., delay durations are revealed…

Machine Learning · Computer Science 2025-06-27 Alexander Ryabchenko , Idan Attias , Daniel M. Roy

This paper addresses an online convex optimization problem where the cost function at each step depends on a history of past decisions (i.e., memory), and the decision maker has access to limited predictions of future cost values within a…

Optimization and Control · Mathematics 2025-12-29 Zhengmiao Wang , Zhi-Wei Liu , Ming Chi , Xiaoling Wang , Housheng Su , Lintao Ye

We consider algorithms for "smoothed online convex optimization" problems, a variant of the class of online convex optimization problems that is strongly related to metrical task systems. Prior literature on these problems has focused on…

Data Structures and Algorithms · Computer Science 2015-08-18 Lachlan L. H. Andrew , Siddharth Barman , Katrina Ligett , Minghong Lin , Adam Meyerson , Alan Roytman , Adam Wierman

We consider prediction with expert advice when the loss vectors are assumed to lie in a set described by the sum of atomic norm balls. We derive a regret bound for a general version of the online mirror descent (OMD) algorithm that uses a…

Machine Learning · Computer Science 2017-11-15 Siddharth Barman , Aditya Gopalan , Aadirupa Saha

In the online non-stochastic control problem, an agent sequentially selects control inputs for a linear dynamical system when facing unknown and adversarially selected convex costs and disturbances. A common metric for evaluating control…

Optimization and Control · Mathematics 2025-04-24 Vijeth Hebbar , Cédric Langbort

Many prediction domains, such as ad placement, recommendation, trajectory prediction, and document summarization, require predicting a set or list of options. Such lists are often evaluated using submodular reward functions that measure…

Machine Learning · Computer Science 2013-05-14 Stephane Ross , Jiaji Zhou , Yisong Yue , Debadeepta Dey , J. Andrew Bagnell

We investigate online convex optimization in non-stationary environments and choose dynamic regret as the performance measure, defined as the difference between cumulative loss incurred by the online algorithm and that of any feasible…

Machine Learning · Computer Science 2024-04-09 Peng Zhao , Yu-Jie Zhang , Lijun Zhang , Zhi-Hua Zhou