Related papers: Finite Regret and Cycles with Fixed Step-Size via …

We present a new anytime algorithm that achieves near-optimal regret for any instance of finite stochastic partial monitoring. In particular, the new algorithm achieves the minimax regret, within logarithmic factors, for both "easy" and…

In this paper, the mixed equilibrium problem with coupled inequality constraints in dynamic environments is solved by employing a multi-agent system, where each agent only has access to its own bifunction, its own constraint function, and…

We argue that the existing regret matchings for Nash equilibrium approximation conduct "jumpy" strategy updating when the probabilities of future plays are set to be proportional to positive regret measures. We propose a geometrical regret…

Motivated by applications to online advertising and recommender systems, we consider a game-theoretic model with delayed rewards and asynchronous, payoff-based feedback. In contrast to previous work on delayed multi-armed bandits, we focus…

This paper presents an extremum seeking control algorithm with an adaptive step-size that adjusts the aggressiveness of the controller based on the quality of the gradient estimate. The adaptive step-size ensures that the integral-action…

This paper studies distributed online learning under Byzantine attacks. The performance of an online learning algorithm is often characterized by (adversarial) regret, which evaluates the quality of one-step-ahead decision-making when an…

This work considers stepsize schedules for gradient descent on smooth convex objectives. We extend the existing literature and propose a unified technique for constructing stepsizes with analytic bounds for an arbitrary number of…

Discounted-sum games provide a formal model for the study of reinforcement learning, where the agent is enticed to get rewards early since later rewards are discounted. When the agent interacts with the environment, she may regret her…

Gradient descent (GD) is a collection of continuous optimization methods that have achieved immeasurable success in practice. Owing to data science applications, GD with diminishing step sizes has become a prominent variant. While this…

This paper addresses online learning with ``corrupted'' feedback. Our learner is provided with potentially corrupted gradients $\tilde g_t$ instead of the ``true'' gradients $g_t$. We make no assumptions about how the corruptions arise:…

We present two Policy Gradient-based algorithms with general parametrization in the context of infinite-horizon average reward Markov Decision Process (MDP). The first one employs Implicit Gradient Transport for variance reduction, ensuring…

We propose a new technique that boosts the convergence of training generative adversarial networks. Generally, the rate of training deep models reduces severely after multiple iterations. A key reason for this phenomenon is that a deep…

In this paper, we focus on a theory-practice gap for Adam and its variants (AMSgrad, AdamNC, etc.). In practice, these algorithms are used with a constant first-order moment parameter $\beta_{1}$ (typically between $0.9$ and $0.99$). In…

We study adaptive regret bounds in terms of the variation of the losses (the so-called path-length bounds) for both multi-armed bandit and more generally linear bandit. We first show that the seemingly suboptimal path-length bound of (Wei…

In many real-world scenarios, a team of agents coordinate with each other to compete against an opponent. The challenge of solving this type of game is that the team's joint action space grows exponentially with the number of agents, which…

Motivated by applications to online learning in sparse estimation and Bayesian optimization, we consider the problem of online unconstrained nonsubmodular minimization with delayed costs in both full information and bandit feedback…

This work focuses on dynamic regret of online convex optimization that compares the performance of online learning to a clairvoyant who knows the sequence of loss functions in advance and hence selects the minimizer of the loss function at…

In practical applications, data is used to make decisions in two steps: estimation and optimization. First, a machine learning model estimates parameters for a structural model relating decisions to outcomes. Second, a decision is chosen to…

Online minimization of an unknown convex function over the interval $[0,1]$ is considered under first-order stochastic bandit feedback, which returns a random realization of the gradient of the function at each query point. Without knowing…

We consider model selection for sequential decision making in stochastic environments with bandit feedback, where a meta-learner has at its disposal a pool of base learners, and decides on the fly which action to take based on the policies…