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In this paper, we derive a new dimension-free non-asymptotic upper bound for the quadratic $k$-means excess risk related to the quantization of an i.i.d sample in a separable Hilbert space. We improve the bound of order $\mathcal{O} \bigl(…

Statistics Theory · Mathematics 2021-02-09 Gautier Appert , Olivier Catoni

This paper investigates the problem of bounding possible output from a counterfactual query given a set of observational data. While various works of literature have described methodologies to generate efficient algorithms that provide an…

Machine Learning · Computer Science 2022-09-02 Aditya Kelvianto Sidharta

Submodular function maximization has been studied extensively in recent years under various constraints and models. The problem plays a major role in various disciplines. We study a natural online variant of this problem in which elements…

Data Structures and Algorithms · Computer Science 2015-01-26 Niv Buchbinder , Moran Feldman , Roy Schwartz

The $2 \rightarrow q$ norm of a matrix $X \in \mathbb{R}^{n \times d}$ is defined as $\lVert X \rVert_{2 \rightarrow q} = \sup_{\lVert v \rVert_2 = 1} \lVert Xv \rVert_q$. We give polynomial-time multiplicative approximation algorithms for…

Data Structures and Algorithms · Computer Science 2026-05-29 Samuel B. Hopkins , Stefan Tiegel

This work addresses the problem of revenue maximization in a repeated, unlimited supply item-pricing auction while preserving buyer privacy. We present a novel algorithm that provides differential privacy with respect to the buyer's input…

Computer Science and Game Theory · Computer Science 2023-10-31 Joon Suk Huh

Incorporating graph side information into recommender systems has been widely used to better predict ratings, but relatively few works have focused on theoretical guarantees. Ahn et al. (2018) firstly characterized the optimal sample…

Information Theory · Computer Science 2021-09-09 Changhun Jo , Kangwook Lee

We study reinforcement learning with linear function approximation and adversarially changing cost functions, a setup that has mostly been considered under simplifying assumptions such as full information feedback or exploratory…

Machine Learning · Computer Science 2023-01-31 Uri Sherman , Tomer Koren , Yishay Mansour

We study inductive matrix completion (matrix completion with side information) under an i.i.d. subgaussian noise assumption at a low noise regime, with uniform sampling of the entries. We obtain for the first time generalization bounds with…

Machine Learning · Computer Science 2022-12-19 Antoine Ledent , Rodrigo Alves , Yunwen Lei , Yann Guermeur , Marius Kloft

We consider an online revenue maximization problem over a finite time horizon subject to lower and upper bounds on cost. At each period, an agent receives a context vector sampled i.i.d. from an unknown distribution and needs to make a…

Machine Learning · Computer Science 2021-04-21 Alfonso Lobos , Paul Grigas , Zheng Wen

We consider a family of learning strategies for online optimization problems that evolve in continuous time and we show that they lead to no regret. From a more traditional, discrete-time viewpoint, this continuous-time approach allows us…

Optimization and Control · Mathematics 2014-02-28 Joon Kwon , Panayotis Mertikopoulos

We study online learning in the random-order model, where the multiset of loss functions is chosen adversarially but revealed in a uniformly random order. By extending the batch-to-online transformation of Dong and Yoshida (2023), we show…

Machine Learning · Statistics 2026-05-11 Shinsaku Sakaue , Yuichi Yoshida

This work studies the maximum possible sign rank of $N \times N$ sign matrices with a given VC dimension $d$. For $d=1$, this maximum is {three}. For $d=2$, this maximum is $\tilde{\Theta}(N^{1/2})$. For $d >2$, similar but slightly less…

Combinatorics · Mathematics 2016-07-11 Noga Alon , Shay Moran , Amir Yehudayoff

We study an instance of online non-parametric classification in the realizable setting. In particular, we consider the classical 1-nearest neighbor algorithm, and show that it achieves sublinear regret - that is, a vanishing mistake rate -…

Machine Learning · Computer Science 2023-07-04 Sanjoy Dasgupta , Geelon So

We introduce the problem of model selection for contextual bandits, where a learner must adapt to the complexity of the optimal policy while balancing exploration and exploitation. Our main result is a new model selection guarantee for…

Machine Learning · Computer Science 2019-11-15 Dylan J. Foster , Akshay Krishnamurthy , Haipeng Luo

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 this paper we introduce and study the concept of optimal and surely optimal dual martingales in the context of dual valuation of Bermudan options, and outline the development of new algorithms in this context. We provide a…

Computational Finance · Quantitative Finance 2012-02-14 John Schoenmakers , Junbo Huang , Jianing Zhang

We propose a randomized algorithm with query access that given a graph $G$ with arboricity $\alpha$, and average degree $d$, makes $\widetilde{O}\left(\frac{\alpha}{\varepsilon^2d}\right)$ \texttt{Degree} and…

Data Structures and Algorithms · Computer Science 2025-11-06 Debarshi Chanda

Very often features come with their own vectorial descriptions which provide detailed information about their properties. We refer to these vectorial descriptions as feature side-information. In the standard learning scenario, input is…

Machine Learning · Computer Science 2017-03-09 Amina Mollaysa , Pablo Strasser , Alexandros Kalousis

Minimum Description Length (MDL) is an important principle for induction and prediction, with strong relations to optimal Bayesian learning. This paper deals with learning non-i.i.d. processes by means of two-part MDL, where the underlying…

Information Theory · Computer Science 2007-07-13 Jan Poland , Marcus Hutter

The information-theoretic analysis by Russo and Van Roy (2014) in combination with minimax duality has proved a powerful tool for the analysis of online learning algorithms in full and partial information settings. In most applications…

Machine Learning · Computer Science 2019-05-29 Julian Zimmert , Tor Lattimore