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Many high-stake decisions follow an expert-in-loop structure in that a human operator receives recommendations from an algorithm but is the ultimate decision maker. Hence, the algorithm's recommendation may differ from the actual decision…

Human-Computer Interaction · Computer Science 2025-01-08 Julien Grand-Clément , Jean Pauphilet

Motivated by applications to data networks where fast convergence is essential, we analyze the problem of learning in generic N-person games that admit a Nash equilibrium in pure strategies. Specifically, we consider a scenario where…

Computer Science and Game Theory · Computer Science 2016-08-01 Johanne Cohen , Amélie Héliou , Panayotis Mertikopoulos

We consider the minimum spanning tree problem with predictions, using the weight-arrival model, i.e., the graph is given, together with predictions for the weights of all edges. Then the actual weights arrive one at a time and an…

Data Structures and Algorithms · Computer Science 2023-02-24 Magnus Berg , Joan Boyar , Lene M. Favrholdt , Kim S. Larsen

We specify an experts algorithm with the following characteristics: (a) it uses only feedback from the actions actually chosen (bandit setup), (b) it can be applied with countably infinite expert classes, and (c) it copes with losses that…

Machine Learning · Computer Science 2007-05-23 Jan Poland , Marcus Hutter

In this work, we aim to create a completely online algorithmic framework for prediction with expert advice that is translation-free and scale-free of the expert losses. Our goal is to create a generalized algorithm that is suitable for use…

Machine Learning · Computer Science 2020-09-10 Kaan Gokcesu , Hakan Gokcesu

Aggregating signals from a collection of noisy sources is a fundamental problem in many domains including crowd-sourcing, multi-agent planning, sensor networks, signal processing, voting, ensemble learning, and federated learning. The core…

Machine Learning · Computer Science 2022-06-07 Ben Abramowitz , Nicholas Mattei

We propose a new discrete-time online parameter estimation algorithm that combines two different aspects, one that adds momentum, and another that includes a time-varying learning rate. It is well known that recursive least squares based…

Optimization and Control · Mathematics 2023-03-21 Yingnan Cui , Anuradha M. Annaswamy

This paper proposes a new family of algorithms for the online optimisation of composite objectives. The algorithms can be interpreted as the combination of the exponentiated gradient and $p$-norm algorithm. Combined with algorithmic ideas…

Optimization and Control · Mathematics 2022-08-09 Weijia Shao , Fikret Sivrikaya , Sahin Albayrak

We introduce and study the weighted version of an online matching problem in the Euclidean plane with non-crossing constraints: points with non-negative weights arrive online, and an algorithm can match an arriving point to one of the…

Data Structures and Algorithms · Computer Science 2026-03-11 Joan Boyar , Shahin Kamali , Kim S. Larsen , Ali Fata Lavasani , Yaqiao Li , Denis Pankratov

Algorithmic trading in modern financial markets is widely acknowledged to exhibit strategic, game-theoretic behaviors whose complexity can be difficult to model. A recent series of papers (Chriss, 2024b,c,a, 2025) has made progress in the…

Computer Science and Game Theory · Computer Science 2025-06-10 Michael Kearns , Mirah Shi

We consider systems that require timely monitoring of sources over a communication network, where the cost of delayed information is unknown, time-varying and possibly adversarial. For the single source monitoring problem, we design…

Networking and Internet Architecture · Computer Science 2021-05-31 Vishrant Tripathi , Eytan Modiano

A novel Follow-the-Perturbed-Leader type algorithm is proposed and analyzed for solving general long-term constrained optimization problems in an online manner, where the target and constraint functions are oblivious adversarially generated…

Optimization and Control · Mathematics 2025-10-02 Shijie Pan , Jianyu Xu , Wenjie Huang

We introduce a new protocol for prediction with expert advice in which each expert evaluates the learner's and his own performance using a loss function that may change over time and may be different from the loss functions used by the…

Machine Learning · Computer Science 2009-03-23 Alexey Chernov , Vladimir Vovk

Iterative algorithms aimed at solving some problems are discussed. For certain problems, such as finding a common point in the intersection of a finite number of convex sets, there often exist iterative algorithms that impose very little…

Optimization and Control · Mathematics 2010-09-28 Y. Censor , R. Davidi , G. T. Herman

This paper considers a variant of the classical online learning problem with expert predictions. Our model's differences and challenges are due to lacking any direct feedback on the loss each expert incurs at each time step $t$. We propose…

Machine Learning · Computer Science 2020-01-07 Yang Liu , David P. Helmbold

Due to recent empirical successes, the options framework for hierarchical reinforcement learning is gaining increasing popularity. Rather than learning from rewards which suffers from the curse of dimensionality, we consider learning an…

Machine Learning · Computer Science 2021-02-16 Zhiyu Zhang , Ioannis Paschalidis

We study the problem of learning a latent variable model from a stream of data. Latent variable models are popular in practice because they can explain observed data in terms of unobserved concepts. These models have been traditionally…

Machine Learning · Computer Science 2018-04-27 Tong Yu , Branislav Kveton , Zheng Wen , Hung Bui , Ole J. Mengshoel

We consider an online estimation problem involving a set of agents. Each agent has access to a (personal) process that generates samples from a real-valued distribution and seeks to estimate its mean. We study the case where some of the…

Machine Learning · Computer Science 2022-12-20 Mahsa Asadi , Aurélien Bellet , Odalric-Ambrym Maillard , Marc Tommasi

Learning to defer uncertain predictions to costly experts offers a powerful strategy for improving the accuracy and efficiency of machine learning systems. However, standard training procedures for deferral algorithms typically require…

Machine Learning · Computer Science 2025-10-31 Giulia DeSalvo , Clara Mohri , Mehryar Mohri , Yutao Zhong

We study online algorithms with predictions using distributional advice, a type of prediction that arises when leveraging expert knowledge or historical data. To demonstrate the usefulness and versatility of this framework, we focus on the…

Data Structures and Algorithms · Computer Science 2025-09-09 Clément L. Canonne , Kenny Chen , Julián Mestre