Related papers: Community Exploration: From Offline Optimization t…
Algorithms for online learning typically require one or more boundedness assumptions: that the domain is bounded, that the losses are Lipschitz, or both. In this paper, we develop a new setting for online learning with unbounded domains and…
We analyze and evaluate an online gradient descent algorithm with adaptive per-coordinate adjustment of learning rates. Our algorithm can be thought of as an online version of batch gradient descent with a diagonal preconditioner. This…
In online reinforcement learning (RL), efficient exploration remains particularly challenging in high-dimensional environments with sparse rewards. In low-dimensional environments, where tabular parameterization is possible, count-based…
Reinforcement Learning (RL) has been able to solve hard problems such as playing Atari games or solving the game of Go, with a unified approach. Yet modern deep RL approaches are still not widely used in real-world applications. One reason…
In this paper we consider multi-objective reinforcement learning where the objectives are balanced using preferences. In practice, the preferences are often given in an adversarial manner, e.g., customers can be picky in many applications.…
We explore the use of expert-guided bandit learning, which we refer to as online mixture-of-experts (OMoE). In this setting, given a context, a candidate committee of experts must determine how to aggregate their outputs to achieve optimal…
We study online learning settings in which experts act strategically to maximize their influence on the learning algorithm's predictions by potentially misreporting their beliefs about a sequence of binary events. Our goal is twofold.…
We initiate the study of tradeoffs between exploration and exploitation in online learning of properties of quantum states. Given sequential oracle access to an unknown quantum state, in each round, we are tasked to choose an observable…
Online kernel selection is a fundamental problem of online kernel methods.In this paper,we study online kernel selection with memory constraint in which the memory of kernel selection and online prediction procedures is limited to a fixed…
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…
Exploration in reinforcement learning (RL) remains an open challenge. RL algorithms rely on observing rewards to train the agent, and if informative rewards are sparse the agent learns slowly or may not learn at all. To improve exploration…
This paper considers an online reinforcement learning algorithm that leverages pre-collected data (passive memory) from the environment for online interaction. We show that using passive memory improves performance and further provide…
In bandit settings, optimizing long-term regret metrics requires exploration, which corresponds to sometimes taking myopically sub-optimal actions. When a long-lived principal merely recommends actions to be executed by a sequence of…
Learning good interventions in a causal graph can be modelled as a stochastic multi-armed bandit problem with side-information. First, we study this problem when interventions are more expensive than observations and a budget is specified.…
Equipping artificial agents with useful exploration mechanisms remains a challenge to this day. Humans, on the other hand, seem to manage the trade-off between exploration and exploitation effortlessly. In the present article, we put…
In this paper we propose a framework for solving constrained online convex optimization problem. Our motivation stems from the observation that most algorithms proposed for online convex optimization require a projection onto the convex set…
This paper considers a variant of the online paging problem, where the online algorithm has access to multiple predictors, each producing a sequence of predictions for the page arrival times. The predictors may have occasional prediction…
Optimal regret bounds for Multi-Armed Bandit problems are now well documented. They can be classified into two categories based on the growth rate with respect to the time horizon $T$: (i) small, distribution-dependent, bounds of order of…
Consider the following instance of the Offline Meta Reinforcement Learning (OMRL) problem: given the complete training logs of $N$ conventional RL agents, trained on $N$ different tasks, design a meta-agent that can quickly maximize reward…
Recently, much work has been done on extending the scope of online learning and incremental stochastic optimization algorithms. In this paper we contribute to this effort in two ways: First, based on a new regret decomposition and a…