Related papers: Sequential Learning without Feedback
Self-supervised learning (SSL) aims to eliminate one of the major bottlenecks in representation learning - the need for human annotations. As a result, SSL holds the promise to learn representations from data in-the-wild, i.e., without the…
We consider combinatorial online learning with subset choices when only relative feedback information from subsets is available, instead of bandit or semi-bandit feedback which is absolute. Specifically, we study two regret minimisation…
We consider the Multi-Armed Bandit (MAB) problem, where an agent sequentially chooses actions and observes rewards for the actions it took. While the majority of algorithms try to minimize the regret, i.e., the cumulative difference between…
Sequence prediction methods for dynamical systems with long memory, i.e. marginally stable systems, typically achieve regret that grows polynomially with the hidden dimension of the underlying generative model. Universal Sequence…
The teacher-student (T/S) learning has been shown effective in unsupervised domain adaptation [1]. It is a form of transfer learning, not in terms of the transfer of recognition decisions, but the knowledge of posteriori probabilities in…
In this paper, we study the problem of regret minimization for episodic Reinforcement Learning (RL) both in the model-free and the model-based setting. We focus on learning with general function classes and general model classes, and we…
We investigate contextual bandits in the presence of side-observations across arms in order to design recommendation algorithms for users connected via social networks. Users in social networks respond to their friends' activity, and hence…
We consider stochastic non-stationary linear bandits where the linear parameter connecting contexts to the reward changes over time. Existing algorithms in this setting localize the policy by gradually discarding or down-weighting past…
We study the stochastic multi-armed bandit problem in the case when the arm samples are dependent over time and generated from so-called weak $\cC$-mixing processes. We establish a $\cC-$Mix Improved UCB agorithm and provide both…
Classification is an important task in many fields including biomedical research and machine learning. Traditionally, a classification rule is constructed based a bunch of labeled data. Recently, due to technological innovation and…
We study the non-stationary stochastic multiarmed bandit (MAB) problem and propose two generic algorithms, namely, the limited memory deterministic sequencing of exploration and exploitation (LM-DSEE) and the Sliding-Window Upper Confidence…
Algorithmic decision-making in high-stakes domains often involves assigning decisions to agents with incentives to strategically modify their input to the algorithm. In addition to dealing with incentives, in many domains of interest (e.g.…
This work theoretically studies a ubiquitous reinforcement learning policy for controlling the canonical model of continuous-time stochastic linear-quadratic systems. We show that randomized certainty equivalent policy addresses the…
We introduce a novel extension of the canonical multi-armed bandit problem that incorporates an additional strategic innovation: abstention. In this enhanced framework, the agent is not only tasked with selecting an arm at each time step,…
This paper introduces the framework of multi-armed sampling, which serves as the sampling counterpart to the optimization problem of multi-armed bandits. Our primary motivation is to rigorously examine the exploration-exploitation trade-off…
The problem of fully supervised classification is that it requires a tremendous amount of annotated data, however, in many datasets a large portion of data is unlabeled. To alleviate this problem semi-supervised learning (SSL) leverages the…
We consider the combinatorial bandits problem, where at each time step, the online learner selects a size-$k$ subset $s$ from the arms set $\mathcal{A}$, where $\left|\mathcal{A}\right| = n$, and observes a stochastic reward of each arm in…
In this paper, we study differentially private online learning problems in a stochastic environment under both bandit and full information feedback. For differentially private stochastic bandits, we propose both UCB and Thompson…
This paper presents the first non-asymptotic result showing that a model-free algorithm can achieve a logarithmic cumulative regret for episodic tabular reinforcement learning if there exists a strictly positive sub-optimality gap in the…
We consider the predict-then-optimize paradigm for decision-making in which a practitioner (1) trains a supervised learning model on historical data of decisions, contexts, and rewards, and then (2) uses the resulting model to make future…