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We define an online learning and optimization problem with discrete and irreversible decisions contributing toward a coverage target. In each period, a decision-maker selects facilities to open, receives information on the success of each…

Machine Learning · Computer Science 2026-03-06 Alexandre Jacquillat , Michael Lingzhi Li

We study the problem of online learning and online regret minimization when samples are drawn from a general unknown non-stationary process. We introduce the concept of a dynamic changing process with cost $K$, where the conditional…

Machine Learning · Computer Science 2023-11-14 Changlong Wu , Ananth Grama , Wojciech Szpankowski

In two-player zero-sum games, the learning dynamic based on optimistic Hedge achieves one of the best-known regret upper bounds among strongly-uncoupled learning dynamics. With an appropriately chosen learning rate, the social and…

Machine Learning · Computer Science 2025-10-14 Taira Tsuchiya

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…

Machine Learning · Computer Science 2020-10-27 Rahul Singh , Fang Liu , Xin Liu , Ness Shroff

To deal with complicated constraints via locally light computations in distributed online learning, a recent study has presented a projection-free algorithm called distributed online conditional gradient (D-OCG), and achieved an…

Machine Learning · Computer Science 2022-06-15 Yuanyu Wan , Guanghui Wang , Wei-Wei Tu , Lijun Zhang

We study the sample complexity of pure exploration in an online learning problem with a feedback graph. This graph dictates the feedback available to the learner, covering scenarios between full-information, pure bandit feedback, and…

Machine Learning · Statistics 2025-03-12 Alessio Russo , Yichen Song , Aldo Pacchiano

We study online fair division when there are a finite number of item types and the player values for the items are drawn randomly from distributions with unknown means. In this setting, a sequence of indivisible items arrives according to a…

Computer Science and Game Theory · Computer Science 2025-01-14 Benjamin Schiffer , Shirley Zhang

In the setting of online learning, Implicit algorithms turn out to be highly successful from a practical standpoint. However, the tightest regret analyses only show marginal improvements over Online Mirror Descent. In this work, we shed…

Machine Learning · Computer Science 2020-11-10 Nicolò Campolongo , Francesco Orabona

We make significant progress toward the stochastic shortest path problem with adversarial costs and unknown transition. Specifically, we develop algorithms that achieve $\widetilde{O}(\sqrt{S^2ADT_\star K})$ regret for the full-information…

Machine Learning · Computer Science 2021-06-15 Liyu Chen , Haipeng Luo

Online convex optimization (OCO) is a widely used framework in online learning. In each round, the learner chooses a decision in a convex set and an adversary chooses a convex loss function, and then the learner suffers the loss associated…

Machine Learning · Computer Science 2024-04-02 Raunak Kumar , Sarah Dean , Robert Kleinberg

We consider the infinitely many-armed bandit problem with rotting rewards, where the mean reward of an arm decreases at each pull of the arm according to an arbitrary trend with maximum rotting rate $\varrho=o(1)$. We show that this…

Machine Learning · Computer Science 2023-12-19 Jung-hun Kim , Milan Vojnovic , Se-Young Yun

This paper studies adaptive targeting under network interference in a bandit setting, where treatments applied to one individual may affect others through spillover effects. We consider a linear model in a sparse regime, where each…

Machine Learning · Statistics 2026-05-28 Xiaomeng Wang , Hamsa Bastani , Osbert Bastani , Zhimei Ren

Follow-the-Regularized-Leader (FTRL) is a powerful framework for various online learning problems. By designing its regularizer and learning rate to be adaptive to past observations, FTRL is known to work adaptively to various properties of…

Machine Learning · Computer Science 2025-02-18 Taira Tsuchiya , Shinji Ito

We consider a variant of the classical online linear optimization problem in which at every step, the online player receives a "hint" vector before choosing the action for that round. Rather surprisingly, it was shown that if the hint…

Machine Learning · Computer Science 2020-10-05 Aditya Bhaskara , Ashok Cutkosky , Ravi Kumar , Manish Purohit

We present a generalization of the adversarial linear bandits framework, where the underlying losses are kernel functions (with an associated reproducing kernel Hilbert space) rather than linear functions. We study a version of the…

Machine Learning · Statistics 2018-02-28 Aldo Pacchiano , Niladri S. Chatterji , Peter L. Bartlett

We prove tight lower bounds for online multicalibration, establishing an information-theoretic separation from marginal calibration. In the general setting where group functions can depend on both context and the learner's predictions, we…

Machine Learning · Computer Science 2026-04-27 Natalie Collina , Jiuyao Lu , Georgy Noarov , Aaron Roth

We consider the fundamental problem of prediction with expert advice where the experts are "optimizable": there is a black-box optimization oracle that can be used to compute, in constant time, the leading expert in retrospect at any point…

Machine Learning · Computer Science 2016-01-28 Elad Hazan , Tomer Koren

Universal online learning aims to achieve optimal regret guarantees without requiring prior knowledge of the curvature of online functions. Existing methods have established minimax-optimal regret bounds for universal online learning, where…

Machine Learning · Computer Science 2025-11-26 Peng Zhao , Yu-Hu Yan , Hang Yu , Zhi-Hua Zhou

We consider the adversarial linear contextual bandit setting, which allows for the loss functions associated with each of $K$ arms to change over time without restriction. Assuming the $d$-dimensional contexts are drawn from a fixed known…

Machine Learning · Computer Science 2023-05-25 Julia Olkhovskaya , Jack Mayo , Tim van Erven , Gergely Neu , Chen-Yu Wei

Reinforcement learning with outcome-based feedback faces a fundamental challenge: when rewards are only observed at trajectory endpoints, how do we assign credit to the right actions? This paper provides the first comprehensive analysis of…

Machine Learning · Computer Science 2025-07-25 Fan Chen , Zeyu Jia , Alexander Rakhlin , Tengyang Xie