Related papers: Online Learning with Abstention
In many applications, learning systems are required to process continuous non-stationary data streams. We study this problem in an online learning framework and propose an algorithm that can deal with adversarial time-varying and nonlinear…
We address the problem of learning in an online setting where the learner repeatedly observes features, selects among a set of actions, and receives reward for the action taken. We provide the first efficient algorithm with an optimal…
Bayesian optimization usually assumes that a Bayesian prior is given. However, the strong theoretical guarantees in Bayesian optimization are often regrettably compromised in practice because of unknown parameters in the prior. In this…
A natural goal when designing online learning algorithms for non-stationary environments is to bound the regret of the algorithm in terms of the temporal variation of the input sequence. Intuitively, when the variation is small, it should…
This paper proposes a framework for multi-robot systems to perform simultaneous learning and coverage of a domain of interest characterized by an unknown and potentially time-varying density function. To overcome the limitations of Gaussian…
Recent works have shown a reduction from contextual bandits to online regression under a realizability assumption [Foster and Rakhlin, 2020, Foster and Krishnamurthy, 2021]. In this work, we investigate the use of neural networks for such…
We study the online resource allocation problem in which at each round, a budget $B$ must be allocated across $K$ arms under censored feedback. An arm yields a reward if and only if two conditions are satisfied: (i) the arm is activated…
Predicting the output of a dynamical system from streaming data is fundamental to real-time feedback control and decision-making. We first derive an autoregressive representation that relates future local outputs to asynchronous past…
Online model selection in Bayesian bandits raises a fundamental exploration challenge: When an environment instance is sampled from a prior distribution, how can we design an adaptive strategy that explores multiple bandit learners and…
Safety is a desirable property that can immensely increase the applicability of learning algorithms in real-world decision-making problems. It is much easier for a company to deploy an algorithm that is safe, i.e., guaranteed to perform at…
Background: Catastrophic forgetting is the notorious vulnerability of neural networks to the changes in the data distribution during learning. This phenomenon has long been considered a major obstacle for using learning agents in realistic…
Multi-horizon time-series forecasting involves simultaneously making predictions for a consecutive sequence of subsequent time steps. This task arises in many application domains, such as healthcare and finance, where mispredictions can…
Online learning and model reference adaptive control have many interesting intersections. One area where they differ however is in how the algorithms are analyzed and what objective or metric is used to discriminate "good" algorithms from…
Maintaining predictive accuracy in non-stationary environments requires online model selection to adapt autonomously to unknown distribution shifts. However, existing tuning-free algorithms face a fundamental trade-off between robustness…
We consider online learning algorithms that guarantee worst-case regret rates in adversarial environments (so they can be deployed safely and will perform robustly), yet adapt optimally to favorable stochastic environments (so they will…
Many applications require a learner to make sequential decisions given uncertainty regarding both the system's payoff function and safety constraints. In safety-critical systems, it is paramount that the learner's actions do not violate the…
We explore the problem of binary classification in machine learning, with a twist - the classifier is allowed to abstain on any datum, professing ignorance about the true class label without committing to any prediction. This is directly…
Online learning aims to perform nearly as well as the best hypothesis in hindsight. For some hypothesis classes, though, even finding the best hypothesis offline is challenging. In such offline cases, local search techniques are often…
Under data distributions which may be heavy-tailed, many stochastic gradient-based learning algorithms are driven by feedback queried at points with almost no performance guarantees on their own. Here we explore a modified "anytime…
This paper deals with bandit online learning problems involving feedback of unknown delay that can emerge in multi-armed bandit (MAB) and bandit convex optimization (BCO) settings. MAB and BCO require only values of the objective function…