Related papers: Bandit Convex Optimization for Scalable and Dynami…
This paper considers the online nonstochastic control problem of a linear time-invariant system under convex state and input constraints that need to be satisfied at all times. We propose an algorithm called Online Gradient Descent with…
We study a stochastic convex bandit problem where the subgaussian noise parameter is assumed to decrease linearly as the learner selects actions closer and closer to the minimizer of the convex loss function. Accordingly, we propose a…
Bandit convex optimisation is a fundamental framework for studying zeroth-order convex optimisation. This book covers the many tools used for this problem, including cutting plane methods, interior point methods, continuous exponential…
Combinatorial multi-armed bandits provide a fundamental online decision-making environment where a decision-maker interacts with an environment across $T$ time steps, each time selecting an action and learning the cost of that action. The…
We study optimal regret bounds for control in linear dynamical systems under adversarially changing strongly convex cost functions, given the knowledge of transition dynamics. This includes several well studied and fundamental frameworks…
We study online convex optimization in the random order model, recently proposed by \citet{garber2020online}, where the loss functions may be chosen by an adversary, but are then presented to the online algorithm in a uniformly random…
We investigate bandit convex optimization (BCO) with delayed feedback, where only the loss value of the action is revealed under an arbitrary delay. Let $n,T,\bar{d}$ denote the dimensionality, time horizon, and average delay, respectively.…
We study a novel variant of online finite-horizon Markov Decision Processes with adversarially changing loss functions and initially unknown dynamics. In each episode, the learner suffers the loss accumulated along the trajectory realized…
This paper considers no-regret learning for repeated continuous-kernel games with lossy bandit feedback. Since it is difficult to give the explicit model of the utility functions in dynamic environments, the players' action can only be…
This paper considers the problem of online optimization where the objective function is time-varying. In particular, we extend coordinate descent type algorithms to the online case, where the objective function varies after a finite number…
Time-constrained decision processes have been ubiquitous in many fundamental applications in physics, biology and computer science. Recently, restart strategies have gained significant attention for boosting the efficiency of…
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…
In Reinforcement Learning (RL), multi-armed Bandit (MAB) problems have found applications across diverse domains such as recommender systems, healthcare, and finance. Traditional MAB algorithms typically assume stationary reward…
We address the online linear optimization problem with bandit feedback. Our contribution is twofold. First, we provide an algorithm (based on exponential weights) with a regret of order $\sqrt{d n \log N}$ for any finite action set with $N$…
We study the problem of dynamic batch learning in high-dimensional sparse linear contextual bandits, where a decision maker, under a given maximum-number-of-batch constraint and only able to observe rewards at the end of each batch, can…
The dueling bandit is a learning framework wherein the feedback information in the learning process is restricted to a noisy comparison between a pair of actions. In this research, we address a dueling bandit problem based on a cost…
In the online non-stochastic control problem, an agent sequentially selects control inputs for a linear dynamical system when facing unknown and adversarially selected convex costs and disturbances. A common metric for evaluating control…
In fog-assisted IoT systems, it is a common practice to offload tasks from IoT devices to their nearby fog nodes to reduce task processing latencies and energy consumptions. However, the design of online energy-efficient scheme is still an…
Pulse-agile radar systems have demonstrated favorable performance in dynamic electromagnetic scenarios. However, the use of non-identical waveforms within a radar's coherent processing interval may lead to harmful distortion effects when…
To deal with changing environments, a new performance measure -- adaptive regret, defined as the maximum static regret over any interval, was proposed in online learning. Under the setting of online convex optimization, several algorithms…