Related papers: Prediction with Corrupted Expert Advice
On-line linear optimization on combinatorial action sets (d-dimensional actions) with bandit feedback, is known to have complexity in the order of the dimension of the problem. The exponential weighted strategy achieves the best known…
This paper studies macroeconomic forecasting and variable selection using a folded-concave penalized regression with a very large number of predictors. The penalized regression approach leads to sparse estimates of the regression…
Online safe reinforcement learning (RL) plays a key role in dynamic environments, with applications in autonomous driving, robotics, and cybersecurity. The objective is to learn optimal policies that maximize rewards while satisfying safety…
We study prediction with expert advice in the setting where the losses are accumulated with some discounting---the impact of old losses may gradually vanish. We generalize the Aggregating Algorithm and the Aggregating Algorithm for…
In many modern applications, a system must dynamically choose between several adaptive learning algorithms that are trained online. Examples include model selection in streaming environments, switching between trading strategies in finance,…
In the random-order model for online learning, the sequence of losses is chosen upfront by an adversary and presented to the learner after a random permutation. Any random-order input is \emph{asymptotically} equivalent to a stochastic…
Online matching problems arise in many complex systems, from cloud services and online marketplaces to organ exchange networks, where timely, principled decisions are critical for maintaining high system performance. Traditional heuristics…
When applying aggregating strategies to Prediction with Expert Advice, the learning rate must be adaptively tuned. The natural choice of sqrt(complexity/current loss) renders the analysis of Weighted Majority derivatives quite complicated.…
This work studies the problem of learning episodic Markov Decision Processes with known transition and bandit feedback. We develop the first algorithm with a ``best-of-both-worlds'' guarantee: it achieves $\mathcal{O}(log T)$ regret when…
We explore the use of expert-guided bandit learning, which we refer to as online mixture-of-experts (OMoE). In this setting, given a context, a candidate committee of experts must determine how to aggregate their outputs to achieve optimal…
We consider the problem of online prediction in a marginally stable linear dynamical system subject to bounded adversarial or (non-isotropic) stochastic perturbations. This poses two challenges. Firstly, the system is in general…
We study a generalization of the online binary prediction with expert advice framework where at each round, the learner is allowed to pick $m\geq 1$ experts from a pool of $K$ experts and the overall utility is a modular or submodular…
Distributed gradient descent algorithms have come to the fore in modern machine learning, especially in parallelizing the handling of large datasets that are distributed across several workers. However, scant attention has been paid to…
When applying aggregating strategies to Prediction with Expert Advice, the learning rate must be adaptively tuned. The natural choice of sqrt(complexity/current loss) renders the analysis of Weighted Majority derivatives quite complicated.…
We consider sequential decision making in a setting where regret is measured with respect to a set of stateful reference policies, and feedback is limited to observing the rewards of the actions performed (the so called "bandit" setting).…
We study a theoretical and algorithmic framework for structured prediction in the online learning setting. The problem of structured prediction, i.e. estimating function where the output space lacks a vectorial structure, is well studied in…
We consider an online two-stage stochastic optimization with long-term constraints over a finite horizon of $T$ periods. At each period, we take the first-stage action, observe a model parameter realization and then take the second-stage…
We study the problem of online learning (OL) from revealed preferences: a learner wishes to learn a non-strategic agent's private utility function through observing the agent's utility-maximizing actions in a changing environment. We adopt…
In this paper, we investigate the online non-convex optimization problem which generalizes the classic {online convex optimization problem by relaxing the convexity assumption on the cost function. For this type of problem, the classic…
In the online learning with experts problem, an algorithm must make a prediction about an outcome on each of $T$ days (or times), given a set of $n$ experts who make predictions on each day (or time). The algorithm is given feedback on the…