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We study the control of finite-state systems driven by exogenous disturbances, and design causal policies that track the performance of a lookahead benchmark controller. This objective is formalized through dynamic regret, so that favorable…

Optimization and Control · Mathematics 2026-04-28 Yishay Polatov , Oron Sabag

AI control protocols serve as a defense mechanism to stop untrusted LLM agents from causing harm in autonomous settings. Prior work treats this as a security problem, stress testing with exploits that use the deployment context to subtly…

As we move towards safety-critical cyber-physical systems that operate in non-stationary and uncertain environments, it becomes crucial to close the gap between classical optimal control algorithms and adaptive learning-based methods. In…

Systems and Control · Electrical Eng. & Systems 2022-11-15 Andrea Martin , Luca Furieri , Florian Dörfler , John Lygeros , Giancarlo Ferrari-Trecate

Learning good interventions in a causal graph can be modelled as a stochastic multi-armed bandit problem with side-information. First, we study this problem when interventions are more expensive than observations and a budget is specified.…

Machine Learning · Computer Science 2020-12-15 Vineet Nair , Vishakha Patil , Gaurav Sinha

Quantile (and, more generally, KL) regret bounds, such as those achieved by NormalHedge (Chaudhuri, Freund, and Hsu 2009) and its variants, relax the goal of competing against the best individual expert to only competing against a majority…

Machine Learning · Statistics 2021-11-09 Jeffrey Negrea , Blair Bilodeau , Nicolò Campolongo , Francesco Orabona , Daniel M. Roy

We consider the problem of online linear regression on individual sequences. The goal in this paper is for the forecaster to output sequential predictions which are, after $T$ time rounds, almost as good as the ones output by the best…

Machine Learning · Statistics 2019-01-17 Sébastien Gerchinovitz , Jia Yuan Yu

We provide improved gap-dependent regret bounds for reinforcement learning in finite episodic Markov decision processes. Compared to prior work, our bounds depend on alternative definitions of gaps. These definitions are based on the…

Machine Learning · Computer Science 2021-10-27 Christoph Dann , Teodor V. Marinov , Mehryar Mohri , Julian Zimmert

We study the adversarial online learning problem and create a completely online algorithmic framework that has data dependent regret guarantees in both full expert feedback and bandit feedback settings. We study the expected performance of…

Machine Learning · Computer Science 2023-03-14 Kaan Gokcesu , Hakan Gokcesu

This paper proposes a linear bandit algorithm that is adaptive to environments at two different levels of hierarchy. At the higher level, the proposed algorithm adapts to a variety of types of environments. More precisely, it achieves…

Machine Learning · Computer Science 2023-02-27 Shinji Ito , Kei Takemura

In safety-critical applications of reinforcement learning such as healthcare and robotics, it is often desirable to optimize risk-sensitive objectives that account for tail outcomes rather than expected reward. We prove the first regret…

Machine Learning · Computer Science 2022-10-12 O. Bastani , Y. J. Ma , E. Shen , W. Xu

In the bandits with knapsacks framework (BwK) the learner has $m$ resource-consumption (packing) constraints. We focus on the generalization of BwK in which the learner has a set of general long-term constraints. The goal of the learner is…

Machine Learning · Computer Science 2024-05-13 Martino Bernasconi , Matteo Castiglioni , Andrea Celli

In performative prediction, the deployment of a predictive model triggers a shift in the data distribution. As these shifts are typically unknown ahead of time, the learner needs to deploy a model to get feedback about the distribution it…

Machine Learning · Computer Science 2022-07-19 Meena Jagadeesan , Tijana Zrnic , Celestine Mendler-Dünner

This study considers online learning with general directed feedback graphs. For this problem, we present best-of-both-worlds algorithms that achieve nearly tight regret bounds for adversarial environments as well as poly-logarithmic regret…

Machine Learning · Computer Science 2022-12-29 Shinji Ito , Taira Tsuchiya , Junya Honda

Policy Optimization (PO) is one of the most popular methods in Reinforcement Learning (RL). Thus, theoretical guarantees for PO algorithms have become especially important to the RL community. In this paper, we study PO in adversarial MDPs…

Machine Learning · Computer Science 2023-05-16 Tal Lancewicki , Aviv Rosenberg , Dmitry Sotnikov

We study the $K$-armed contextual dueling bandit problem, a sequential decision making setting in which the learner uses contextual information to make two decisions, but only observes \emph{preference-based feedback} suggesting that one…

Machine Learning · Computer Science 2021-11-25 Aadirupa Saha , Akshay Krishnamurthy

We study online learning settings in which experts act strategically to maximize their influence on the learning algorithm's predictions by potentially misreporting their beliefs about a sequence of binary events. Our goal is twofold.…

Machine Learning · Computer Science 2020-07-02 Rupert Freeman , David M. Pennock , Chara Podimata , Jennifer Wortman Vaughan

We study episodic reinforcement learning under unknown adversarial corruptions in both the rewards and the transition probabilities of the underlying system. We propose new algorithms which, compared to the existing results in (Lykouris et…

Machine Learning · Computer Science 2021-03-09 Yifang Chen , Simon S. Du , Kevin Jamieson

We study how to make decisions that minimize Bayesian regret in offline linear bandits. Prior work suggests that one must take actions with maximum lower confidence bound (LCB) on their reward. We argue that the reliance on LCB is…

Machine Learning · Computer Science 2024-07-04 Marek Petrik , Guy Tennenholtz , Mohammad Ghavamzadeh

We propose a framework which generalizes "decision making with structured observations" by allowing robust (i.e. multivalued) models. In this framework, each model associates each decision with a convex set of probability distributions over…

Machine Learning · Computer Science 2025-06-27 Alexander Appel , Vanessa Kosoy

We propose a general framework for studying adaptive regret bounds in the online learning framework, including model selection bounds and data-dependent bounds. Given a data- or model-dependent bound we ask, "Does there exist some algorithm…

Machine Learning · Computer Science 2020-02-14 Dylan J. Foster , Alexander Rakhlin , Karthik Sridharan