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The behavior of no-regret learning algorithms is well understood in two-player min-max (i.e, zero-sum) games. In this paper, we investigate the behavior of no-regret learning in min-max games with dependent strategy sets, where the strategy…

Computer Science and Game Theory · Computer Science 2022-04-15 Denizalp Goktas , Jiayi Zhao , Amy Greenwald

Online optimization has emerged as powerful tool in large scale optimization. In this paper, we introduce efficient online algorithms based on the alternating directions method (ADM). We introduce a new proof technique for ADM in the batch…

Machine Learning · Computer Science 2012-07-03 Huahua Wang , Arindam Banerjee

We consider distributed online learning for joint regret with communication constraints. In this setting, there are multiple agents that are connected in a graph. Each round, an adversary first activates one of the agents to issue a…

Machine Learning · Computer Science 2021-10-26 Dirk van der Hoeven , Hédi Hadiji , Tim van Erven

Adaptively controlling and minimizing regret in unknown dynamical systems while controlling the growth of the system state is crucial in real-world applications. In this work, we study the problem of stabilization and regret minimization of…

Systems and Control · Electrical Eng. & Systems 2022-02-10 Jafar Abbaszadeh Chekan , Kamyar Azizzadenesheli , Cedric Langbort

Most of the literature on learning in games has focused on the restrictive setting where the underlying repeated game does not change over time. Much less is known about the convergence of no-regret learning algorithms in dynamic multiagent…

Machine Learning · Computer Science 2023-10-19 Ioannis Anagnostides , Ioannis Panageas , Gabriele Farina , Tuomas Sandholm

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…

Machine Learning · Statistics 2017-12-13 Wataru Kumagai

In this paper, We Apply Reinforcement learning (RL) techniques to train a realistic biomechanical model to work with different people and on different walking environments. We benchmarking 3 RL algorithms: Deep Deterministic Policy Gradient…

Artificial Intelligence · Computer Science 2019-01-16 Montaser Mohammedalamen , Waleed D. Khamies , Benjamin Rosman

This paper studies an online service caching problem, where an edge server, equipped with a prediction window of future service request arrivals, needs to decide which services to host locally subject to limited storage capacity. The edge…

Networking and Internet Architecture · Computer Science 2023-01-11 Siqi Fan , I-Hong Hou , Van Sy Mai

The goal of a learner, in standard online learning, is to have the cumulative loss not much larger compared with the best-performing function from some fixed class. Numerous algorithms were shown to have this gap arbitrarily close to zero,…

Machine Learning · Computer Science 2013-03-04 Nina Vaits , Edward Moroshko , Koby Crammer

In this work, we consider a distributed online convex optimization problem, with time-varying (potentially adversarial) constraints. A set of nodes, jointly aim to minimize a global objective function, which is the sum of local convex…

Optimization and Control · Mathematics 2021-05-06 Pranay Sharma , Prashant Khanduri , Lixin Shen , Donald J. Bucci , Pramod K. Varshney

In this paper, we consider the problem of prediction with expert advice in dynamic environments. We choose tracking regret as the performance metric and develop two adaptive and efficient algorithms with data-dependent tracking regret…

Machine Learning · Computer Science 2020-02-11 Shiyin Lu , Lijun Zhang

Policy Optimization (PO) is one of the most popular methods in Reinforcement Learning (RL). Thus, theoretical guarantees for PO algorithms have become especially important to the RL community. In this paper, we study PO in adversarial MDPs…

Machine Learning · Computer Science 2023-05-16 Tal Lancewicki , Aviv Rosenberg , Dmitry Sotnikov

Recently, several universal methods have been proposed for online convex optimization which can handle convex, strongly convex and exponentially concave cost functions simultaneously. However, most of these algorithms have been designed…

Machine Learning · Computer Science 2023-02-14 Arnold Salas

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

Policies for partially observed Markov decision processes can be efficiently learned by imitating policies for the corresponding fully observed Markov decision processes. Unfortunately, existing approaches for this kind of imitation…

Machine Learning · Computer Science 2021-07-02 Andrew Warrington , J. Wilder Lavington , Adam Ścibior , Mark Schmidt , Frank Wood

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 study an online mixed discrete and continuous optimization problem where a decision maker interacts with an unknown environment for a number of $T$ rounds. At each round, the decision maker needs to first jointly choose a discrete and a…

Optimization and Control · Mathematics 2024-08-27 Lintao Ye , Ming Chi , Zhi-Wei Liu , Xiaoling Wang , Vijay Gupta

We present a novel technique called Dynamic Experience Replay (DER) that allows Reinforcement Learning (RL) algorithms to use experience replay samples not only from human demonstrations but also successful transitions generated by RL…

Artificial Intelligence · Computer Science 2020-10-19 Jieliang Luo , Hui Li

Large tensor learning algorithms are typically computationally expensive and require storing a vast amount of data. In this paper, we propose a unified online Riemannian gradient descent (oRGrad) algorithm for tensor learning, which is…

Machine Learning · Statistics 2024-10-23 Jingyang Li , Jian-Feng Cai , Yang Chen , Dong Xia

In this paper we consider trajectory tracking problem for robotic systems affected by unknown external perturbations. Considering possible solutions, we restrict our attention to composite adaptation, which, particularly, ensures parametric…

Systems and Control · Electrical Eng. & Systems 2024-07-01 Anton Glushchenko , Konstantin Lastochkin