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We study online learning when partial feedback information is provided following every action of the learning process, and the learner incurs switching costs for changing his actions. In this setting, the feedback information system can be…

Machine Learning · Computer Science 2019-05-21 Anshuka Rangi , Massimo Franceschetti

We study reinforcement learning in MDPs whose transition function is stochastic at most steps but may behave adversarially at a fixed subset of $\Lambda$ steps per episode. This model captures environments that are stable except at a few…

Machine Learning · Computer Science 2026-02-11 Ofir Schlisselberg , Tal Lancewicki , Yishay Mansour

We propose a new online learning model for learning with preference feedback. The model is especially suited for applications like web search and recommender systems, where preference data is readily available from implicit user feedback…

Machine Learning · Computer Science 2011-11-04 Pannagadatta K. Shivaswamy , Thorsten Joachims

Online learning with delayed feedback has received increasing attention recently due to its several applications in distributed, web-based learning problems. In this paper we provide a systematic study of the topic, and analyze the effect…

Machine Learning · Computer Science 2015-07-02 Pooria Joulani , András György , Csaba Szepesvári

We study online prediction for marginally stable, partially observed linear dynamical systems under nonstochastic disturbances. Our objective is to minimize the cumulative squared prediction loss and compete with the best-in-hindsight…

Machine Learning · Computer Science 2026-05-07 Chih-Fan Pai , Yang Zheng

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 2025-11-03 Sarah Sachs , Hedi Hadiji , Tim van Erven , Cristobal Guzman

In the problem of online learning for changing environments, data are sequentially received one after another over time, and their distribution assumptions may vary frequently. Although existing methods demonstrate the effectiveness of…

Machine Learning · Computer Science 2023-07-18 Chen Zhao , Feng Mi , Xintao Wu , Kai Jiang , Latifur Khan , Christan Grant , Feng Chen

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

Online learning algorithms for dynamical systems provide finite time guarantees for control in the presence of sequentially revealed cost functions. We pose the classical linear quadratic tracking problem in the framework of online…

Systems and Control · Electrical Eng. & Systems 2024-10-18 Aren Karapetyan , Diego Bolliger , Anastasios Tsiamis , Efe C. Balta , John Lygeros

We study episodic reinforcement learning in Markov decision processes when the agent receives additional feedback per step in the form of several transition observations. Such additional observations are available in a range of tasks…

Machine Learning · Computer Science 2020-05-11 Christoph Dann , Yishay Mansour , Mehryar Mohri , Ayush Sekhari , Karthik Sridharan

We consider online learning in episodic loop-free Markov decision processes (MDPs), where the loss function can change arbitrarily between episodes, and the transition function is not known to the learner. We show…

Machine Learning · Computer Science 2019-05-21 Aviv Rosenberg , Yishay Mansour

Online learning algorithms often face a fundamental trilemma: balancing regret guarantees between adversarial and stochastic settings and providing baseline safety against a fixed comparator. While existing methods excel in one or two of…

Machine Learning · Computer Science 2026-05-29 Ting Hu , Luanda Cai , Emmanouil-Vasileios Vlatakis-Gkaragkounis

We consider adversarial multi-armed bandit problems where the learner is allowed to observe losses of a number of arms beside the arm that it actually chose. We study the case where all non-chosen arms reveal their loss with a fixed but…

Machine Learning · Statistics 2026-04-29 Tomáš Kocák , Gergely Neu , Michal Valko

The online meta-learning framework is designed for the continual lifelong learning setting. It bridges two fields: meta-learning which tries to extract prior knowledge from past tasks for fast learning of future tasks, and online-learning…

Machine Learning · Computer Science 2020-02-20 Zhenxun Zhuang , Yunlong Wang , Kezi Yu , Songtao Lu

We study continuous-time online learning where data are generated by a diffusion process with unknown coefficients. The learner employs a two-layer neural network, continuously updating its parameters in a non-anticipative manner. The…

Machine Learning · Computer Science 2026-04-14 Erhan Bayraktar , Bingyan Han , Ziqing Zhang

We consider a setting where a system learns to rank a fixed set of $m$ items. The goal is produce good item rankings for users with diverse interests who interact online with the system for $T$ rounds. We consider a novel top-$1$ feedback…

Machine Learning · Computer Science 2016-08-24 Sougata Chaudhuri , Ambuj Tewari

We study online reinforcement learning in linear Markov decision processes with adversarial losses and bandit feedback, without prior knowledge on transitions or access to simulators. We introduce two algorithms that achieve improved regret…

Machine Learning · Computer Science 2023-10-19 Haolin Liu , Chen-Yu Wei , Julian Zimmert

We present an extensive study of the key problem of online learning where algorithms are allowed to abstain from making predictions. In the adversarial setting, we show how existing online algorithms and guarantees can be adapted to this…

Machine Learning · Computer Science 2019-11-15 Corinna Cortes , Giulia DeSalvo , Claudio Gentile , Mehryar Mohri , Scott Yang

In this paper, we study the stochastic multi-armed bandit problem with graph feedback. Motivated by applications in clinical trials and recommendation systems, we assume that two arms are connected if and only if they are similar (i.e.,…

Machine Learning · Computer Science 2025-09-18 Han Qi , Fei Guo , Li Zhu , Qiaosheng Zhang

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