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Related papers: Online Learning with Low Rank Experts

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We study online prediction where regret of the algorithm is measured against a benchmark defined via evolving constraints. This framework captures online prediction on graphs, as well as other prediction problems with combinatorial…

Machine Learning · Computer Science 2015-06-15 Alexander Rakhlin , Karthik Sridharan

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 online learning settings in which experts act strategically to maximize their influence on the learning algorithm's predictions by potentially misreporting their beliefs about a sequence of binary events. Our goal is twofold.…

Machine Learning · Computer Science 2020-07-02 Rupert Freeman , David M. Pennock , Chara Podimata , Jennifer Wortman Vaughan

Much of the work in online learning focuses on the study of sublinear upper bounds on the regret. In this work, we initiate the study of best-case lower bounds in online convex optimization, wherein we bound the largest improvement an…

Machine Learning · Computer Science 2021-06-25 Cristóbal Guzmán , Nishant A. Mehta , Ali Mortazavi

We study the problem of planning under model uncertainty in an online meta-reinforcement learning (RL) setting where an agent is presented with a sequence of related tasks with limited interactions per task. The agent can use its experience…

Artificial Intelligence · Computer Science 2023-01-02 Khimya Khetarpal , Claire Vernade , Brendan O'Donoghue , Satinder Singh , Tom Zahavy

We consider the problem of adversarial (non-stochastic) online learning with partial information feedback, where at each round, a decision maker selects an action from a finite set of alternatives. We develop a black-box approach for such…

Machine Learning · Computer Science 2021-07-28 Thodoris Lykouris , Karthik Sridharan , Eva Tardos

We study the problem of online binary classification where strategic agents can manipulate their observable features in predefined ways, modeled by a manipulation graph, in order to receive a positive classification. We show this setting…

Machine Learning · Computer Science 2024-06-26 Saba Ahmadi , Avrim Blum , Kunhe Yang

We give lower bounds on the amount of memory required by one-pass streaming algorithms for solving several natural learning problems. In a setting where examples lie in $\{0,1\}^d$ and the optimal classifier can be encoded using $\kappa$…

Machine Learning · Computer Science 2022-06-13 Gavin Brown , Mark Bun , Adam Smith

Stochastic and adversarial data are two widely studied settings in online learning. But many optimization tasks are neither i.i.d. nor fully adversarial, which makes it of fundamental interest to get a better theoretical understanding of…

Machine Learning · Computer Science 2022-06-09 Sarah Sachs , Hédi Hadiji , Tim van Erven , Cristóbal Guzmán

We investigate online classification with paid stochastic experts. Here, before making their prediction, each expert must be paid. The amount that we pay each expert directly influences the accuracy of their prediction through some unknown…

Machine Learning · Statistics 2023-07-04 Dirk van der Hoeven , Ciara Pike-Burke , Hao Qiu , Nicolo Cesa-Bianchi

This paper is in the field of stochastic Multi-Armed Bandits (MABs), i.e. those sequential selection techniques able to learn online using only the feedback given by the chosen option (a.k.a. $arm$). We study a particular case of the rested…

Machine Learning · Statistics 2024-11-28 Marco Fiandri , Alberto Maria Metelli , Francesco Trov`o

Many reinforcement learning (RL) algorithms are too costly to use in practice due to the large sizes $S, A$ of the problem's state and action space. To resolve this issue, we study transfer RL with latent low rank structure. We consider the…

Machine Learning · Computer Science 2024-10-30 Tyler Sam , Yudong Chen , Christina Lee Yu

Ranking algorithms are fundamental to various online platforms across e-commerce sites to content streaming services. Our research addresses the challenge of adaptively ranking items from a candidate pool for heterogeneous users, a key…

Machine Learning · Computer Science 2024-06-10 Jingyuan Wang , Perry Dong , Ying Jin , Ruohan Zhan , Zhengyuan Zhou

In this paper the sequential prediction problem with expert advice is considered for the case where losses of experts suffered at each step cannot be bounded in advance. We present some modification of Kalai and Vempala algorithm of…

Machine Learning · Computer Science 2010-08-26 Vladimir V. V'yugin

It is a remarkable fact that the same $O(\sqrt{T})$ regret rate can be achieved in both the Experts Problem and the Adversarial Multi-Armed Bandit problem albeit with a worse dependence on number of actions in the latter case. In contrast,…

Machine Learning · Computer Science 2022-10-05 Gautam Chandrasekaran , Ambuj Tewari

We consider the problem of on-line prediction of real-valued labels, assumed bounded in absolute value by a known constant, of new objects from known labeled objects. The prediction algorithm's performance is measured by the squared…

Machine Learning · Computer Science 2007-05-23 Vladimir Vovk

This paper considers two fundamental sequential decision-making problems: the problem of prediction with expert advice and the multi-armed bandit problem. We focus on stochastic regimes in which an adversary may corrupt losses, and we…

Machine Learning · Statistics 2021-09-24 Shinji Ito

We study the problem of incentive-compatible online learning with bandit feedback. In this class of problems, the experts are self-interested agents who might misrepresent their preferences with the goal of being selected most often. The…

Machine Learning · Computer Science 2024-05-13 Julian Zimmert , Teodor V. Marinov

In this paper, we study the problem of efficient online reinforcement learning in the infinite horizon setting when there is an offline dataset to start with. We assume that the offline dataset is generated by an expert but with unknown…

Machine Learning · Computer Science 2024-02-05 Dengwang Tang , Rahul Jain , Botao Hao , Zheng Wen

We consider revenue maximization in online auction/pricing problems. A seller sells an identical item in each period to a new buyer, or a new set of buyers. For the online posted pricing problem, we show regret bounds that scale with the…

Computer Science and Game Theory · Computer Science 2018-09-13 Sébastien Bubeck , Nikhil R. Devanur , Zhiyi Huang , Rad Niazadeh