Related papers: Fast Rates for Online Prediction with Abstention
We consider the online linear optimization problem, where at every step the algorithm plays a point $x_t$ in the unit ball, and suffers loss $\langle c_t, x_t\rangle$ for some cost vector $c_t$ that is then revealed to the algorithm. Recent…
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…
Stochastic and adversarial data are two widely studied settings in online learning. But many optimization tasks are neither i.i.d. nor fully adversarial, which makes it of fundamental interest to get a better theoretical understanding of…
We show that in pool-based active classification without assumptions on the underlying distribution, if the learner is given the power to abstain from some predictions by paying the price marginally smaller than the average loss $1/2$ of a…
This paper proposes a theoretical analysis of recommendation systems in an online setting, where items are sequentially recommended to users over time. In each round, a user, randomly picked from a population of $m$ users, requests a…
Selective regression allows abstention from prediction if the confidence to make an accurate prediction is not sufficient. In general, by allowing a reject option, one expects the performance of a regression model to increase at the cost of…
Online learning has traditionally focused on the expected rewards. In this paper, a risk-averse online learning problem under the performance measure of the mean-variance of the rewards is studied. Both the bandit and full information…
Despite remarkable progress made in natural language processing, even the state-of-the-art models often make incorrect predictions. Such predictions hamper the reliability of systems and limit their widespread adoption in real-world…
In the framework of prediction with expert advice, we consider a recently introduced kind of regret bounds: the bounds that depend on the effective instead of nominal number of experts. In contrast to the NormalHedge bound, which mainly…
Bayesian persuasion studies how an informed sender should influence beliefs of rational receivers who take decisions through Bayesian updating of a common prior. We focus on the online Bayesian persuasion framework, in which the sender…
We uncover a fairly general principle in online learning: If regret can be (approximately) expressed as a function of certain "sufficient statistics" for the data sequence, then there exists a special Burkholder function that 1) can be used…
When dealing with time series with complex non-stationarities, low retrospective regret on individual realizations is a more appropriate goal than low prospective risk in expectation. Online learning algorithms provide powerful guarantees…
The theory of reinforcement learning has focused on two fundamental problems: achieving low regret, and identifying $\epsilon$-optimal policies. While a simple reduction allows one to apply a low-regret algorithm to obtain an…
LLMs utilizing chain-of-thought reasoning often waste substantial compute by producing long, incorrect responses. Abstention can mitigate this by withholding outputs unlikely to be correct. While most abstention methods decide to withhold…
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…
We study the prediction with expert advice setting, where the aim is to produce a decision by combining the decisions generated by a set of experts, e.g., independently running algorithms. We achieve the min-max optimal dynamic regret under…
In this work, we study sequential choice bandits with feedback. We propose bandit algorithms for a platform that personalizes users' experience to maximize its rewards. For each action directed to a given user, the platform is given a…
We consider the classical question of predicting binary sequences and study the {\em optimal} algorithms for obtaining the best possible regret and payoff functions for this problem. The question turns out to be also equivalent to the…
We study an asynchronous online learning setting with a network of agents. At each time step, some of the agents are activated, requested to make a prediction, and pay the corresponding loss. The loss function is then revealed to these…
The Adversarial Markov Decision Process (AMDP) is a learning framework that deals with unknown and varying tasks in decision-making applications like robotics and recommendation systems. A major limitation of the AMDP formalism, however, is…