English
Related papers

Related papers: Online learning with graph-structured feedback aga…

200 papers

We study the problem of oracle-efficient hybrid online learning when the features are generated by an unknown i.i.d. process and the labels are generated adversarially. Assuming access to an (offline) ERM oracle, we show that there exists a…

Machine Learning · Computer Science 2025-02-13 Changlong Wu , Jin Sima , Wojciech Szpankowski

We study how to adapt to smoothly-varying ('easy') environments in well-known online learning problems where acquiring information is expensive. For the problem of label efficient prediction, which is a budgeted version of prediction with…

Machine Learning · Computer Science 2019-12-09 Siddharth Mitra , Aditya Gopalan

We study online learning in unknown Markov games, a problem that arises in episodic multi-agent reinforcement learning where the actions of the opponents are unobservable. We show that in this challenging setting, achieving sublinear regret…

Machine Learning · Computer Science 2021-02-09 Yi Tian , Yuanhao Wang , Tiancheng Yu , Suvrit Sra

The cross-learning contextual bandit problem with graphical feedback has recently attracted significant attention. In this setting, there is a contextual bandit with a feedback graph over the arms, and pulling an arm reveals the loss for…

Machine Learning · Computer Science 2025-02-10 Ruiyuan Huang , Zengfeng Huang

In combinatorial semi-bandits, a learner repeatedly selects from a combinatorial decision set of arms, receives the realized sum of rewards, and observes the rewards of the individual selected arms as feedback. In this paper, we extend this…

Machine Learning · Computer Science 2025-09-17 Yuxiao Wen

We provide algorithms that guarantee regret $R_T(u)\le \tilde O(G\|u\|^3 + G(\|u\|+1)\sqrt{T})$ or $R_T(u)\le \tilde O(G\|u\|^3T^{1/3} + GT^{1/3}+ G\|u\|\sqrt{T})$ for online convex optimization with $G$-Lipschitz losses for any comparison…

Machine Learning · Statistics 2019-02-26 Ashok Cutkosky

We study the interplay between communication and feedback in a cooperative online learning setting, where a network of communicating agents learn a common sequential decision-making task through a feedback graph. We bound the network regret…

Machine Learning · Computer Science 2024-08-13 Nicolò Cesa-Bianchi , Tommaso R. Cesari , Riccardo Della Vecchia

We consider the problem of the Zinkevich (2003)-style dynamic regret minimization in online learning with exp-concave losses. We show that whenever improper learning is allowed, a Strongly Adaptive online learner achieves the dynamic regret…

Machine Learning · Computer Science 2021-07-06 Dheeraj Baby , Yu-Xiang Wang

Motivated by the strategic participation of electricity producers in electricity day-ahead market, we study the problem of online learning in repeated multi-unit uniform price auctions focusing on the adversarial opposing bid setting. The…

Computer Science and Game Theory · Computer Science 2025-01-20 Marius Potfer , Dorian Baudry , Hugo Richard , Vianney Perchet , Cheng Wan

We revisit the problem of private online learning, in which a learner receives a sequence of $T$ data points and has to respond at each time-step a hypothesis. It is required that the entire stream of output hypotheses should satisfy…

Machine Learning · Computer Science 2025-11-11 Bo Li , Wei Wang , Peng Ye

We study an asynchronous online learning setting with a network of agents. At each time step, some of the agents are activated, requested to make a prediction, and pay the corresponding loss. The loss function is then revealed to these…

Machine Learning · Computer Science 2020-01-16 Nicolò Cesa-Bianchi , Tommaso R. Cesari , Claire Monteleoni

In the convex optimization approach to online regret minimization, many methods have been developed to guarantee a $O(\sqrt{T})$ bound on regret for subdifferentiable convex loss functions with bounded subgradients, by using a reduction to…

Machine Learning · Computer Science 2016-09-20 Arthur Flajolet , Patrick Jaillet

Online learning algorithms are designed to learn even when their input is generated by an adversary. The widely-accepted formal definition of an online algorithm's ability to learn is the game-theoretic notion of regret. We argue that the…

Machine Learning · Computer Science 2012-07-03 Raman Arora , Ofer Dekel , Ambuj Tewari

In this paper, we study oracle-efficient algorithms for beyond worst-case analysis of online learning. We focus on two settings. First, the smoothed analysis setting of [RST11,HRS22] where an adversary is constrained to generating samples…

Machine Learning · Computer Science 2022-11-23 Nika Haghtalab , Yanjun Han , Abhishek Shetty , Kunhe Yang

Online prediction from experts is a fundamental problem in machine learning and several works have studied this problem under privacy constraints. We propose and analyze new algorithms for this problem that improve over the regret bounds of…

Machine Learning · Computer Science 2023-07-03 Hilal Asi , Vitaly Feldman , Tomer Koren , Kunal Talwar

Recent simultaneous works by Peng and Rubinstein [2024] and Dagan et al. [2024] have demonstrated the existence of a no-swap-regret learning algorithm that can reach $\epsilon$ average swap regret against an adversary in any extensive-form…

Computer Science and Game Theory · Computer Science 2024-06-21 Constantinos Daskalakis , Gabriele Farina , Noah Golowich , Tuomas Sandholm , Brian Hu Zhang

We study online learning in repeated first-price auctions where a bidder, only observing the winning bid at the end of each auction, learns to adaptively bid in order to maximize her cumulative payoff. To achieve this goal, the bidder faces…

Machine Learning · Computer Science 2024-03-06 Yanjun Han , Zhengyuan Zhou , Tsachy Weissman

A main problem of "Follow the Perturbed Leader" strategies for online decision problems is that regret bounds are typically proven against oblivious adversary. In partial observation cases, it was not clear how to obtain performance…

Machine Learning · Computer Science 2007-05-23 Jan Poland

Existing online learning algorithms for adversarial Markov Decision Processes achieve ${O}(\sqrt{T})$ regret after $T$ rounds of interactions even if the loss functions are chosen arbitrarily by an adversary, with the caveat that the…

Machine Learning · Computer Science 2023-10-27 Tiancheng Jin , Junyan Liu , Chloé Rouyer , William Chang , Chen-Yu Wei , Haipeng Luo

We study the problem of online learning in Stackelberg games with side information between a leader and a sequence of followers. In every round the leader observes contextual information and commits to a mixed strategy, after which the…

Machine Learning · Computer Science 2026-05-05 Maria-Florina Balcan , Martino Bernasconi , Matteo Castiglioni , Andrea Celli , Keegan Harris , Zhiwei Steven Wu