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Strategic classification addresses a learning problem where a decision-maker implements a classifier over agents who may manipulate their features in order to receive favorable predictions. In the standard model of online strategic…

Computer Science and Game Theory · Computer Science 2025-06-03 Han Shao , Shuo Xie , Kunhe Yang

We study the problem of online learning with a notion of regret defined with respect to a set of strategies. We develop tools for analyzing the minimax rates and for deriving regret-minimization algorithms in this scenario. While the…

Machine Learning · Statistics 2013-02-13 Wei Han , Alexander Rakhlin , Karthik Sridharan

We consider a repeated Stackelberg game setup where the leader faces a sequence of followers of unknown types and must learn what commitments to make. While previous works have considered followers that best respond to the commitment…

Computer Science and Game Theory · Computer Science 2024-12-10 Vijeth Hebbar , Cédric Langbort

The notion of \emph{policy regret} in online learning is a well defined? performance measure for the common scenario of adaptive adversaries, which more traditional quantities such as external regret do not take into account. We revisit the…

Machine Learning · Computer Science 2020-03-24 Raman Arora , Michael Dinitz , Teodor V. Marinov , Mehryar Mohri

In the convex optimization approach to online regret minimization, many methods have been developed to guarantee a $O(\sqrt{T})$ bound on regret for subdifferentiable convex loss functions with bounded subgradients, by using a reduction to…

Machine Learning · Computer Science 2016-09-20 Arthur Flajolet , Patrick Jaillet

We study the problem of online learning in Stackelberg games with side information between a leader and a sequence of followers. In every round the leader observes contextual information and commits to a mixed strategy, after which the…

Machine Learning · Computer Science 2026-05-05 Maria-Florina Balcan , Martino Bernasconi , Matteo Castiglioni , Andrea Celli , Keegan Harris , Zhiwei Steven Wu

We study the incentivized information acquisition problem, where a principal hires an agent to gather information on her behalf. Such a problem is modeled as a Stackelberg game between the principal and the agent, where the principal…

Machine Learning · Computer Science 2023-08-08 Siyu Chen , Jibang Wu , Yifan Wu , Zhuoran Yang

We study learning in a dynamically evolving environment modeled as a Markov game between a learner and a strategic opponent that can adapt to the learner's strategies. While most existing works in Markov games focus on external regret as…

Machine Learning · Computer Science 2024-12-11 Thanh Nguyen-Tang , Raman Arora

The setting of an agent making decisions under uncertainty and under dynamic constraints is common for the fields of optimal control, reinforcement learning, and recently also for online learning. In the online learning setting, the quality…

Systems and Control · Electrical Eng. & Systems 2023-04-18 Aren Karapetyan , Anastasios Tsiamis , Efe C. Balta , Andrea Iannelli , John Lygeros

Linear dynamical systems that obey stochastic differential equations are canonical models. While optimal control of known systems has a rich literature, the problem is technically hard under model uncertainty and there are hardly any…

Systems and Control · Electrical Eng. & Systems 2023-06-09 Mohamad Kazem Shirani Faradonbeh , Mohamad Sadegh Shirani Faradonbeh

In many predictive decision-making scenarios, such as credit scoring and academic testing, a decision-maker must construct a model that accounts for agents' propensity to "game" the decision rule by changing their features so as to receive…

Machine Learning · Computer Science 2022-08-26 Yonadav Shavit , Benjamin Edelman , Brian Axelrod

We improve the theoretical and empirical performance of neural-network(NN)-based active learning algorithms for the non-parametric streaming setting. In particular, we introduce two regret metrics by minimizing the population loss that are…

Machine Learning · Computer Science 2023-01-18 Yikun Ban , Yuheng Zhang , Hanghang Tong , Arindam Banerjee , Jingrui He

In contrast with standard classification tasks, strategic classification involves agents strategically modifying their features in an effort to receive favorable predictions. For instance, given a classifier determining loan approval based…

Machine Learning · Computer Science 2024-03-01 Lee Cohen , Yishay Mansour , Shay Moran , Han Shao

In online learning, the data is provided in a sequential order, and the goal of the learner is to make online decisions to minimize overall regrets. This note is concerned with continuous-time models and algorithms for several online…

Machine Learning · Statistics 2024-05-20 Lexing Ying

As machine learning algorithms increasingly influence critical decision making in different application areas, understanding human strategic behavior in response to these systems becomes vital. We explore individuals' choice between…

Machine Learning · Computer Science 2026-03-17 Sura Alhanouti , Parinaz Naghizadeh

We provide the first oracle efficient sublinear regret algorithms for adversarial versions of the contextual bandit problem. In this problem, the learner repeatedly makes an action on the basis of a context and receives reward for the…

Machine Learning · Computer Science 2016-02-09 Vasilis Syrgkanis , Akshay Krishnamurthy , Robert E. Schapire

Recent results in the ML community have revealed that learning algorithms used to compute the optimal strategy for the leader to commit to in a Stackelberg game, are susceptible to manipulation by the follower. Such a learning algorithm…

Computer Science and Game Theory · Computer Science 2022-09-12 Georgios Birmpas , Jiarui Gan , Alexandros Hollender , Francisco J. Marmolejo-Cossío , Ninad Rajgopal , Alexandros A. Voudouris

In this paper, we study the problem of regret minimization for episodic Reinforcement Learning (RL) both in the model-free and the model-based setting. We focus on learning with general function classes and general model classes, and we…

Machine Learning · Computer Science 2022-03-04 Grigoris Velegkas , Zhuoran Yang , Amin Karbasi

Motivated by online advertising auctions, we consider repeated Vickrey auctions where goods of unknown value are sold sequentially and bidders only learn (potentially noisy) information about a good's value once it is purchased. We adopt an…

Computer Science and Game Theory · Computer Science 2015-11-19 Jonathan Weed , Vianney Perchet , Philippe Rigollet

Strategic classification studies the problem where self-interested individuals or agents manipulate their response to obtain favorable decision outcomes made by classifiers, typically turning to dishonest actions when they are less costly…

Machine Learning · Computer Science 2026-05-07 Ziyuan Huang , Lina Alkarmi , Mingyan Liu