Related papers: Online Newton Step Algorithm with Estimated Gradie…
We consider online learning in multi-player smooth monotone games. Existing algorithms have limitations such as (1) being only applicable to strongly monotone games; (2) lacking the no-regret guarantee; (3) having only asymptotic or slow…
We study the problem of online learning (OL) from revealed preferences: a learner wishes to learn a non-strategic agent's private utility function through observing the agent's utility-maximizing actions in a changing environment. We adopt…
Second-order optimizers hold intriguing potential for deep learning, but suffer from increased cost and sensitivity to the non-convexity of the loss surface as compared to gradient-based approaches. We introduce a coordinate descent method…
Learning-to-Defer (L2D) methods route each query either to a predictive model or to external experts. While existing work studies this problem in batch settings, real-world deployments require handling streaming data, changing expert…
One of the challenges for neural networks in real-life applications is the overconfident errors these models make when the data is not from the original training distribution. Addressing this issue is known as Out-of-Distribution (OOD)…
A constrained version of the online convex optimization (OCO) problem is considered. With slotted time, for each slot, first an action is chosen. Subsequently the loss function and the constraint violation penalty evaluated at the chosen…
A recent breakthrough in nonconvex optimization is the online-to-nonconvex conversion framework of [Cutkosky et al., 2023], which reformulates the task of finding an $\varepsilon$-first-order stationary point as an online learning problem.…
We consider a the general online convex optimization framework introduced by Zinkevich. In this setting, there is a sequence of convex functions. Each period, we must choose a signle point (from some feasible set) and pay a cost equal to…
We propose Sketched Online Newton (SON), an online second order learning algorithm that enjoys substantially improved regret guarantees for ill-conditioned data. SON is an enhanced version of the Online Newton Step, which, via sketching…
In this study, we investigate the DIstribution Correction Estimation (DICE) methods, an important line of work in offline reinforcement learning (RL) and imitation learning (IL). DICE-based methods impose state-action-level behavior…
Contextual linear dueling bandits have recently garnered significant attention due to their widespread applications in important domains such as recommender systems and large language models. Classical dueling bandit algorithms are…
We consider online learning with linear models, where the algorithm predicts on sequentially revealed instances (feature vectors), and is compared against the best linear function (comparator) in hindsight. Popular algorithms in this…
In this paper, we improve the regret bound for online kernel selection under bandit feedback. Previous algorithm enjoys a $O((\Vert f\Vert^2_{\mathcal{H}_i}+1)K^{\frac{1}{3}}T^{\frac{2}{3}})$ expected bound for Lipschitz loss functions. We…
We consider a new setting of online clustering of contextual cascading bandits, an online learning problem where the underlying cluster structure over users is unknown and needs to be learned from a random prefix feedback. More precisely, a…
Learning with noisy labels is an important topic for scalable training in many real-world scenarios. However, few previous research considers this problem in the online setting, where the arrival of data is streaming. In this paper, we…
In this paper, we treat linear quadratic team decision problems, where a team of agents minimizes a convex quadratic cost function over $T$ time steps subject to possibly distinct linear measurements of the state of nature. We assume that…
We consider online learning problems where the aim is to achieve regret which is efficient in the sense that it is the same order as the lowest regret amongst K experts. This is a substantially stronger requirement that achieving…
Kernel-based online learning has often shown state-of-the-art performance for many online learning tasks. It, however, suffers from a major shortcoming, that is, the unbounded number of support vectors, making it non-scalable and unsuitable…
We propose an Online Learning with Local Permutations (OLLP) setting, in which the learner is allowed to slightly permute the \emph{order} of the loss functions generated by an adversary. On one hand, this models natural situations where…
We revisit the problem of \textit{online linear optimization} in case the set of feasible actions is accessible through an approximated linear optimization oracle with a factor $\alpha$ multiplicative approximation guarantee. This setting…