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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 the problem of determining an effective exploration strategy in static and non-linear optimization problems, which depend on an unknown scalar parameter to be learned from online collected noisy data. An optimal trade-off between…
Motivated by online decision-making in time-varying combinatorial environments, we study the problem of transforming offline algorithms to their online counterparts. We focus on offline combinatorial problems that are amenable to a constant…
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…
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…
An online labor platform faces an online learning problem in matching workers with jobs and using the performance on these jobs to create better future matches. This learning problem is complicated by the rise of complex tasks on these…
We study the problem of online multi-group learning, a learning model in which an online learner must simultaneously achieve small prediction regret on a large collection of (possibly overlapping) subsequences corresponding to a family of…
Online learning algorithms, widely used to power search and content optimization on the web, must balance exploration and exploitation, potentially sacrificing the experience of current users in order to gain information that will lead to…
We consider online learning problems under a partial observability model capturing situations where the information conveyed to the learner is between full information and bandit feedback. In the simplest variant, we assume that in addition…
We study online decision making problems under resource constraints, where both reward and cost functions are drawn from distributions that may change adversarially over time. We focus on two canonical settings: $(i)$ online resource…
Online learning algorithms, widely used to power search and content optimization on the web, must balance exploration and exploitation, potentially sacrificing the experience of current users for information that will lead to better…
Online learning aims to perform nearly as well as the best hypothesis in hindsight. For some hypothesis classes, though, even finding the best hypothesis offline is challenging. In such offline cases, local search techniques are often…
We study a demand response problem from utility (also referred to as operator)'s perspective with realistic settings, in which the utility faces uncertainty and limited communication. Specifically, the utility does not know the cost…
We consider revenue maximization in online auction/pricing problems. A seller sells an identical item in each period to a new buyer, or a new set of buyers. For the online posted pricing problem, we show regret bounds that scale with the…
Most microeconomic models of interest involve optimizing a piecewise linear function. These include contract design in hidden-action principal-agent problems, selling an item in posted-price auctions, and bidding in first-price auctions.…
We consider the problem of bidding in online advertising, where an advertiser aims to maximize value while adhering to budget and Return-on-Spend (RoS) constraints. Unlike prior work that assumes knowledge of the value generated by winning…
We study the problem of online learning in adversarial bandit problems under a partial observability model called off-policy feedback. In this sequential decision making problem, the learner cannot directly observe its rewards, but instead…
We study various discrete nonlinear combinatorial optimization problems in an online learning framework. In the first part, we address the question of whether there are negative results showing that getting a vanishing (or even vanishing…
Social advertising (or social promotion) is an effective approach that produces a significant cascade of adoption through influence in the online social networks. The goal of this work is to optimize the ad allocation from the platform's…
We consider the problem of online learning where the sequence of actions played by the learner must adhere to an unknown safety constraint at every round. The goal is to minimize regret with respect to the best safe action in hindsight…