Related papers: Stochastic Structured Prediction under Bandit Feed…

Structured prediction tasks pose a fundamental trade-off between the need for model complexity to increase predictive power and the limited computational resources for inference in the exponentially-sized output spaces such models require.…

We study stochastic optimization of nonconvex loss functions, which are typical objectives for training neural networks. We propose stochastic approximation algorithms which optimize a series of regularized, nonlinearized losses on large…

We introduce a new model of stochastic bandits with adversarial corruptions which aims to capture settings where most of the input follows a stochastic pattern but some fraction of it can be adversarially changed to trick the algorithm,…

We study a class of adversarial bandit optimization problems in which the loss functions may be non-convex and non-smooth. In each round, the learner observes a loss that consists of an underlying linear component together with an…

We consider the problem of minimizing a convex function that is evolving according to unknown and possibly stochastic dynamics, which may depend jointly on time and on the decision variable itself. Such problems abound in the machine…

Subgradient algorithms for training support vector machines have been quite successful for solving large-scale and online learning problems. However, they have been restricted to linear kernels and strongly convex formulations. This paper…

Partial monitoring is an expressive framework for sequential decision-making with an abundance of applications, including graph-structured and dueling bandits, dynamic pricing and transductive feedback models. We survey and extend recent…

The contextual bandit framework is widely used to solve sequential optimization problems where the reward of each decision depends on auxiliary context variables. In settings such as medicine, business, and engineering, the decision maker…

We study contextual bandits in the stochastic i.i.d.\ setting, where a learner observes contexts drawn from an unknown distribution, selects actions from a finite set $A$, and aims to identify an approximately optimal policy from a given…

This paper studies a risk minimization problem with decision dependent data distribution. The problem pertains to the performative prediction setting in which a trained model can affect the outcome estimated by the model. Such dependency…

We consider the combinatorial bandits problem with semi-bandit feedback under finite sampling budget constraints, in which the learner can carry out its action only for a limited number of times specified by an overall budget. The action is…

Performative prediction, as introduced by Perdomo et al, is a framework for studying social prediction in which the data distribution itself changes in response to the deployment of a model. Existing work in this field usually hinges on…

Increasingly, recommender systems are tasked with improving users' long-term satisfaction. In this context, we study a content exploration task, which we formalize as a bandit problem with delayed rewards. There is an apparent trade-off in…

Stochastic gradient descent (SGD) is a popular and efficient method with wide applications in training deep neural nets and other nonconvex models. While the behavior of SGD is well understood in the convex learning setting, the existing…

In the stochastic linear contextual bandit setting there exist several minimax procedures for exploration with policies that are reactive to the data being acquired. In practice, there can be a significant engineering overhead to deploy…

In this paper, we analyze the problem of online convex optimization in different settings, including different feedback types (full-information/semi-bandit/bandit/etc) in either stochastic or non-stochastic setting and different notions of…

We study the problem of structured prediction under test-time budget constraints. We propose a novel approach applicable to a wide range of structured prediction problems in computer vision and natural language processing. Our approach…

In this paper, we analyze the continuous armed bandit problems for nonconvex cost functions under certain smoothness and sublevel set assumptions. We first derive an upper bound on the expected cumulative regret of a simple bin splitting…

Counterfactual learning from human bandit feedback describes a scenario where user feedback on the quality of outputs of a historic system is logged and used to improve a target system. We show how to apply this learning framework to neural…

A sequential decision process in which an adaptive radar system repeatedly interacts with a finite-state target channel is studied. The radar is capable of passively sensing the spectrum at regular intervals, which provides side information…