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We provide an online learning algorithm that obtains regret $G\|w_\star\|\sqrt{T\log(\|w_\star\|G\sqrt{T})} + \|w_\star\|^2 + G^2$ on $G$-Lipschitz convex losses for any comparison point $w_\star$ without knowing either $G$ or…

Machine Learning · Computer Science 2024-06-03 Ashok Cutkosky , Zakaria Mhammedi

In this paper we establish efficient and \emph{uncoupled} learning dynamics so that, when employed by all players in a general-sum multiplayer game, the \emph{swap regret} of each player after $T$ repetitions of the game is bounded by…

Computer Science and Game Theory · Computer Science 2022-10-07 Ioannis Anagnostides , Gabriele Farina , Christian Kroer , Chung-Wei Lee , Haipeng Luo , Tuomas Sandholm

In this paper, we investigate the streaming bandits problem, wherein the learner aims to minimize regret by dealing with online arriving arms and sublinear arm memory. We establish the tight worst-case regret lower bound of $\Omega \left(…

Machine Learning · Computer Science 2023-06-14 Shaoang Li , Lan Zhang , Junhao Wang , Xiang-Yang Li

The notion of \emph{policy regret} in online learning is a well defined? performance measure for the common scenario of adaptive adversaries, which more traditional quantities such as external regret do not take into account. We revisit the…

Machine Learning · Computer Science 2020-03-24 Raman Arora , Michael Dinitz , Teodor V. Marinov , Mehryar Mohri

In this paper, we propose an online convex optimization approach with two different levels of adaptivity. On a higher level, our approach is agnostic to the unknown types and curvatures of the online functions, while at a lower level, it…

Machine Learning · Computer Science 2024-04-17 Yu-Hu Yan , Peng Zhao , Zhi-Hua Zhou

We study the constrained variant of the \emph{multi-armed bandit} (MAB) problem, in which the learner aims not only at minimizing the total loss incurred during the learning dynamic, but also at controlling the violation of multiple…

Machine Learning · Computer Science 2026-02-17 Francesco Emanuele Stradi , Kalana Kalupahana , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti

We study a novel setting in Online Markov Decision Processes (OMDPs) where the loss function is chosen by a non-oblivious strategic adversary who follows a no-external regret algorithm. In this setting, we first demonstrate that MDP-Expert,…

Machine Learning · Computer Science 2023-01-31 Le Cong Dinh , David Henry Mguni , Long Tran-Thanh , Jun Wang , Yaodong Yang

A sequence of works in unconstrained online convex optimisation have investigated the possibility of adapting simultaneously to the norm $U$ of the comparator and the maximum norm $G$ of the gradients. In full generality, matching upper and…

Machine Learning · Computer Science 2022-06-16 Jack J. Mayo , Hédi Hadiji , Tim van Erven

We consider multi-armed bandit problems in social groups wherein each individual has bounded memory and shares the common goal of learning the best arm/option. We say an individual learns the best option if eventually (as $t\to \infty$) it…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-12-27 Lili Su , Martin Zubeldia , Nancy Lynch

This work focuses on the setting of dynamic regret in the context of online learning with full information. In particular, we analyze regret bounds with respect to the temporal variability of the loss functions. By assuming that the…

Machine Learning · Computer Science 2021-02-16 Nicolò Campolongo , Francesco Orabona

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…

Machine Learning · Computer Science 2026-02-23 Mohammad Pedramfar , Vaneet Aggarwal

In this paper, we study the optimistic online convex optimization problem in dynamic environments. Existing works have shown that Ader enjoys an $O\left(\sqrt{\left(1+P_T\right)T}\right)$ dynamic regret upper bound, where $T$ is the number…

Machine Learning · Computer Science 2022-03-29 Qing-xin Meng , Jian-wei Liu

We study an online learning problem with long-term budget constraints in the adversarial setting. In this problem, at each round $t$, the learner selects an action from a convex decision set, after which the adversary reveals a cost…

Machine Learning · Computer Science 2025-08-26 Dhruv Sarkar , Samrat Mukhopadhyay , Abhishek Sinha

In this paper, we study the online shortest path problem in directed acyclic graphs (DAGs) under bandit feedback against an adaptive adversary. Given a DAG $G = (V, E)$ with a source node $v_{\mathsf{s}}$ and a sink node $v_{\mathsf{t}}$,…

Machine Learning · Computer Science 2025-04-04 Arnab Maiti , Zhiyuan Fan , Kevin Jamieson , Lillian J. Ratliff , Gabriele Farina

Learning theory has largely focused on two main learning scenarios. The first is the classical statistical setting where instances are drawn i.i.d. from a fixed distribution and the second scenario is the online learning, completely…

Machine Learning · Statistics 2011-04-28 Alexander Rakhlin , Karthik Sridharan , Ambuj Tewari

Online structured prediction is a task of sequentially predicting outputs with complex structures based on inputs and past observations, encompassing online classification. Recent studies showed that in the full-information setting, we can…

Machine Learning · Computer Science 2026-01-06 Yuki Shibukawa , Taira Tsuchiya , Shinsaku Sakaue , Kenji Yamanishi

We introduce a novel online learning framework that unifies and generalizes pre-established models, such as delayed and corrupted feedback, to encompass adversarial environments where action feedback evolves over time. In this setting, the…

Machine Learning · Computer Science 2024-05-28 Yogev Bar-On , Yishay Mansour

A well-studied generalization of the standard online convex optimization (OCO) is constrained online convex optimization (COCO). In COCO, on every round, a convex cost function and a convex constraint function are revealed to the learner…

Machine Learning · Computer Science 2024-05-16 Abhishek Sinha , Rahul Vaze

Dueling bandits are widely used to model preferential feedback prevalent in many applications such as recommendation systems and ranking. In this paper, we study the Borda regret minimization problem for dueling bandits, which aims to…

Machine Learning · Computer Science 2023-09-27 Yue Wu , Tao Jin , Hao Lou , Farzad Farnoud , Quanquan Gu

We consider the problem of learning in episodic finite-horizon Markov decision processes with an unknown transition function, bandit feedback, and adversarial losses. We propose an efficient algorithm that achieves…

Machine Learning · Computer Science 2020-11-03 Chi Jin , Tiancheng Jin , Haipeng Luo , Suvrit Sra , Tiancheng Yu