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In this paper, we study the behavior of the Hedge algorithm in the online stochastic setting. We prove that anytime Hedge with decreasing learning rate, which is one of the simplest algorithm for the problem of prediction with expert…

Machine Learning · Statistics 2019-07-10 Jaouad Mourtada , Stéphane Gaïffas

The problem of distributed learning and channel access is considered in a cognitive network with multiple secondary users. The availability statistics of the channels are initially unknown to the secondary users and are estimated using…

Networking and Internet Architecture · Computer Science 2016-11-17 Animashree Anandkumar , Nithin Michael , Ao Kevin Tang , Ananthram Swami

We investigate contextual bandits in the presence of side-observations across arms in order to design recommendation algorithms for users connected via social networks. Users in social networks respond to their friends' activity, and hence…

Machine Learning · Computer Science 2020-10-27 Rahul Singh , Fang Liu , Xin Liu , Ness Shroff

In the classical caching problem, when a requested page is not present in the cache (i.e., a "miss"), it is assumed to travel from the backing store into the cache "before" the next request arrives. However, in many real-life applications,…

Data Structures and Algorithms · Computer Science 2025-01-29 Keerthana Gurushankar , Noah G. Singer , Bernardo Subercaseaux

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

In this paper, we investigate the existence of online learning algorithms with bandit feedback that simultaneously guarantee $O(1)$ regret compared to a given comparator strategy, and $\tilde{O}(\sqrt{T})$ regret compared to any fixed…

Machine Learning · Computer Science 2025-06-05 Adrian Müller , Jon Schneider , Stratis Skoulakis , Luca Viano , Volkan Cevher

We consider the problem of designing an allocation rule or an "online learning algorithm" for a class of bandit problems in which the set of control actions available at each time $s$ is a convex, compact subset of $\mathbb{R}^d$. Upon…

Machine Learning · Statistics 2017-03-09 Rahul Singh , Taposh Banerjee

We consider stochastic sequential learning problems where the learner can observe the \textit{average reward of several actions}. Such a setting is interesting in many applications involving monitoring and surveillance, where the set of the…

Machine Learning · Computer Science 2015-06-22 Manjesh Kumar Hanawal , Venkatesh Saligrama , Michal Valko , R\' emi Munos

There is much empirical evidence that item-item collaborative filtering works well in practice. Motivated to understand this, we provide a framework to design and analyze various recommendation algorithms. The setup amounts to online binary…

Machine Learning · Computer Science 2016-01-11 Guy Bresler , Devavrat Shah , Luis F. Voloch

Ranking algorithms are fundamental to various online platforms across e-commerce sites to content streaming services. Our research addresses the challenge of adaptively ranking items from a candidate pool for heterogeneous users, a key…

Machine Learning · Computer Science 2024-06-10 Jingyuan Wang , Perry Dong , Ying Jin , Ruohan Zhan , Zhengyuan Zhou

Caching is a crucial component of many computer systems, so naturally it is a well-studied topic in algorithm design. Much of traditional caching research studies cache management for a single-user or single-processor environment. In this…

Data Structures and Algorithms · Computer Science 2022-07-14 Sharat Ibrahimpur , Manish Purohit , Zoya Svitkina , Erik Vee , Joshua Wang

In any caching system, the admission and eviction policies determine which contents are added and removed from a cache when a miss occurs. Usually, these policies are devised so as to mitigate staleness and increase the hit probability.…

Networking and Internet Architecture · Computer Science 2016-11-15 Mostafa Dehghan , Laurent Massoulie , Don Towsley , Daniel Menasche , Y. C. Tay

Recent literature has made much progress in understanding \emph{online LQR}: a modern learning-theoretic take on the classical control problem in which a learner attempts to optimally control an unknown linear dynamical system with fully…

Machine Learning · Computer Science 2020-10-06 Max Simchowitz

Multiplayer bandits have recently been extensively studied because of their application to cognitive radio networks. While the literature mostly considers synchronous players, radio networks (e.g. for IoT) tend to have asynchronous devices.…

Machine Learning · Computer Science 2023-06-01 Hugo Richard , Etienne Boursier , Vianney Perchet

This paper investigates regret minimization, statistical inference, and their interplay in high-dimensional online decision-making based on the sparse linear context bandit model. We integrate the $\varepsilon$-greedy bandit algorithm for…

Machine Learning · Computer Science 2025-05-20 Congyuan Duan , Wanteng Ma , Jiashuo Jiang , Dong Xia

We consider prediction with expert advice for strongly convex and bounded losses, and investigate trade-offs between regret and "variance" (i.e., squared difference of learner's predictions and best expert predictions). With $K$ experts,…

Machine Learning · Computer Science 2022-06-07 Dirk van der Hoeven , Nikita Zhivotovskiy , Nicolò Cesa-Bianchi

We revisit the problem of \textit{online linear optimization} in case the set of feasible actions is accessible through an approximated linear optimization oracle with a factor $\alpha$ multiplicative approximation guarantee. This setting…

Machine Learning · Computer Science 2017-09-12 Dan Garber

A key challenge in online learning is that classical algorithms can be slow to adapt to changing environments. Recent studies have proposed "meta" algorithms that convert any online learning algorithm to one that is adaptive to changing…

Machine Learning · Statistics 2017-11-08 Kwang-Sung Jun , Francesco Orabona , Stephen Wright , Rebecca Willett

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

Caching is a technique to reduce peak traffic rates by prefetching popular content into memories at the end users. Conventionally, these memories are used to deliver requested content in part from a locally cached copy rather than through…

Information Theory · Computer Science 2014-05-06 Mohammad Ali Maddah-Ali , Urs Niesen