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We study online learning in \emph{constrained MDPs} (CMDPs), focusing on the goal of attaining sublinear strong regret and strong cumulative constraint violation. Differently from their standard (weak) counterparts, these metrics do not…

Machine Learning · Computer Science 2024-10-04 Francesco Emanuele Stradi , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti

Commonly used caching policies, such as LRU (Least Recently Used) or LFU (Least Frequently Used), exhibit optimal performance only under specific traffic patterns. Even advanced machine learning-based methods, which detect patterns in…

Machine Learning · Computer Science 2024-06-18 Damiano Carra , Giovanni Neglia

We study the discrete Bertrand pricing game with a non-increasing demand function. The game has $n \ge 2$ players who simultaneously choose prices from the set $\{1/k, 2/k, \ldots, 1\}$, where $k\in\mathbb{N}$. The player who sets the…

Computer Science and Game Theory · Computer Science 2026-02-26 Arnab Maiti , Junyan Liu , Kevin Jamieson , Lillian J. Ratliff

We present a new recommendation setting for picking out two items from a given set to be highlighted to a user, based on contextual input. These two items are presented to a user who chooses one of them, possibly stochastically, with a bias…

Machine Learning · Computer Science 2016-01-26 Daniel Barsky , Koby Crammer

Logistic bandit is a ubiquitous framework of modeling users' choices, e.g., click vs. no click for advertisement recommender system. We observe that the prior works overlook or neglect dependencies in $S \geq \lVert \theta_\star \rVert_2$,…

Machine Learning · Statistics 2024-03-14 Junghyun Lee , Se-Young Yun , Kwang-Sung Jun

Bilateral trade models the task of intermediating between two strategic agents, a seller and a buyer, who wish to trade a good. We study this problem from the perspective of a profit-maximizing broker within an online learning framework,…

Computer Science and Game Theory · Computer Science 2026-05-14 Simone Di Gregorio , Paul Dütting , Federico Fusco , Chris Schwiegelshohn

In many sequential decision problems, an agent performs a repeated task. He then suffers regret and obtains information that he may use in the following rounds. However, sometimes the agent may also obtain information and avoid suffering…

Machine Learning · Computer Science 2025-02-25 Itai Shufaro , Nadav Merlis , Nir Weinberger , Shie Mannor

The computation of equilibrium prices at which the supply of goods matches their demand typically relies on complete information on agents' private attributes, e.g., suppliers' cost functions, which are often unavailable in practice.…

Computer Science and Game Theory · Computer Science 2025-06-17 Devansh Jalota , Haoyuan Sun , Navid Azizan

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…

Machine Learning · Statistics 2020-03-24 Ahmet Alacaoglu , Yura Malitsky , Panayotis Mertikopoulos , Volkan Cevher

In this paper we investigate the problem of measuring end-to-end Incentive Compatibility (IC) regret given black-box access to an auction mechanism. Our goal is to 1) compute an estimate for IC regret in an auction, 2) provide a measure of…

Computer Science and Game Theory · Computer Science 2019-06-05 Zhe Feng , Okke Schrijvers , Eric Sodomka

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

Bayesian optimisation is a popular method for efficient optimisation of expensive black-box functions. Traditionally, BO assumes that the search space is known. However, in many problems, this assumption does not hold. To this end, we…

Machine Learning · Statistics 2026-04-28 Hung Tran-The , Sunil Gupta , Santu Rana , Huong Ha , Svetha Venkatesh

In this paper we study the mincut problem in the online setting. We consider two distinct models: A) competitive analysis and B) regret analysis. In the competitive setting we consider the vertex arrival model; whenever a new vertex arrives…

Data Structures and Algorithms · Computer Science 2020-08-17 Avah Banerjee , Guoli Ding

The design of effective online caching policies is an increasingly important problem for content distribution networks, online social networks and edge computing services, among other areas. This paper proposes a new algorithmic toolbox for…

Networking and Internet Architecture · Computer Science 2022-10-21 Naram Mhaisen , George Iosifidis , Douglas Leith

Auctions with partially-revealed information about items are broadly employed in real-world applications, but the underlying mechanisms have limited theoretical support. In this work, we study a machine learning formulation of these types…

Machine Learning · Computer Science 2022-07-06 Wenshuo Guo , Michael I. Jordan , Ellen Vitercik

We consider the problem of minimizing different notions of swap regret in online optimization. These forms of regret are tightly connected to correlated equilibrium concepts in games, and have been more recently shown to guarantee…

Machine Learning · Computer Science 2026-05-22 Ioannis Anagnostides , Gabriele Farina , Maxwell Fishelson , Haipeng Luo , Jon Schneider

The study of \textit{regret minimization in fixed-price bilateral trade} has received considerable attention in recent research. Previous works [CCC+24a, CCC+24b, AFF24, BCCF24, CJLZ25, LCM25a, GDFS25] have acquired a thorough understanding…

Computer Science and Game Theory · Computer Science 2026-01-26 Yaonan Jin

We study online learning with bandit feedback (i.e. learner has access to only zeroth-order oracle) where cost/reward functions $\f_t$ admit a "pseudo-1d" structure, i.e. $\f_t(\w) = \loss_t(\pred_t(\w))$ where the output of $\pred_t$ is…

Machine Learning · Computer Science 2021-02-16 Aadirupa Saha , Nagarajan Natarajan , Praneeth Netrapalli , Prateek Jain

In this paper, we study the role of feedback in online learning with switching costs. It has been shown that the minimax regret is $\widetilde{\Theta}(T^{2/3})$ under bandit feedback and improves to $\widetilde{\Theta}(\sqrt{T})$ under…

Machine Learning · Computer Science 2023-06-19 Duo Cheng , Xingyu Zhou , Bo Ji

Recent advances in Reinforcement Learning from Human Feedback (RLHF) have shown that KL-regularization plays a pivotal role in improving the efficiency of RL fine-tuning for large language models (LLMs). Despite its empirical advantage, the…

Machine Learning · Computer Science 2026-03-12 Heyang Zhao , Chenlu Ye , Wei Xiong , Quanquan Gu , Tong Zhang