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We study the $(1,\lambda)$-EA with mutation rate $c/n$ for $c\le 1$, where the population size is adaptively controlled with the $(1:s+1)$-success rule. Recently, Hevia Fajardo and Sudholt have shown that this setup with $c=1$ is efficient…

Neural and Evolutionary Computing · Computer Science 2023-07-13 Marc Kaufmann , Maxime Larcher , Johannes Lengler , Xun Zou

We investigate online convex optimization in non-stationary environments and choose dynamic regret as the performance measure, defined as the difference between cumulative loss incurred by the online algorithm and that of any feasible…

Machine Learning · Computer Science 2024-04-09 Peng Zhao , Yu-Jie Zhang , Lijun Zhang , Zhi-Hua Zhou

We present an efficient reinforcement learning algorithm that learns the optimal admission control policy in a partially observable queueing network. Specifically, only the arrival and departure times from the network are observable, and…

Machine Learning · Computer Science 2023-08-07 Jonatha Anselmi , Bruno Gaujal , Louis-Sébastien Rebuffi

In learning theory, the performance of an online policy is commonly measured in terms of the static regret metric, which compares the cumulative loss of an online policy to that of an optimal benchmark in hindsight. In the definition of…

Information Theory · Computer Science 2022-08-23 Ativ Joshi , Abhishek Sinha

Regret has been established as a foundational concept in online learning, and likewise has important applications in the analysis of learning dynamics in games. Regret quantifies the difference between a learner's performance against a…

Computer Science and Game Theory · Computer Science 2021-06-29 Georgios Piliouras , Mark Rowland , Shayegan Omidshafiei , Romuald Elie , Daniel Hennes , Jerome Connor , Karl Tuyls

Theoretical studies on evolutionary algorithms have developed vigorously in recent years. Many such algorithms have theoretical guarantees in both running time and approximation ratio. Some approximation mechanism seems to be inherently…

Neural and Evolutionary Computing · Computer Science 2022-10-04 Yaoyao Zhang , Chaojie Zhu , Shaojie Tang , Ringli Ran , Ding-Zhu Du , Zhao Zhang

We define "decision swap regret" which generalizes both prediction for downstream swap regret and omniprediction, and give algorithms for obtaining it for arbitrary multi-dimensional Lipschitz loss functions in online adversarial settings.…

Machine Learning · Computer Science 2025-02-19 Jiuyao Lu , Aaron Roth , Mirah Shi

We consider a setting where a system learns to rank a fixed set of $m$ items. The goal is produce good item rankings for users with diverse interests who interact online with the system for $T$ rounds. We consider a novel top-$1$ feedback…

Machine Learning · Computer Science 2016-08-24 Sougata Chaudhuri , Ambuj Tewari

We investigate a family of $(\mu+\lambda)$ Genetic Algorithms (GAs) which creates offspring either from mutation or by recombining two randomly chosen parents. By scaling the crossover probability, we can thus interpolate from a fully…

Neural and Evolutionary Computing · Computer Science 2021-02-16 Furong Ye , Hao Wang , Carola Doerr , Thomas Bäck

This study considers the partial monitoring problem with $k$-actions and $d$-outcomes and provides the first best-of-both-worlds algorithms, whose regrets are favorably bounded both in the stochastic and adversarial regimes. In particular,…

Machine Learning · Computer Science 2022-10-11 Taira Tsuchiya , Shinji Ito , Junya Honda

We propose an Online Learning with Local Permutations (OLLP) setting, in which the learner is allowed to slightly permute the \emph{order} of the loss functions generated by an adversary. On one hand, this models natural situations where…

Machine Learning · Computer Science 2017-03-14 Ohad Shamir , Liran Szlak

We revisit the classic regret-minimization problem in the stochastic multi-armed bandit setting when the arm-distributions are allowed to be heavy-tailed. Regret minimization has been well studied in simpler settings of either bounded…

Machine Learning · Computer Science 2021-02-09 Shubhada Agrawal , Sandeep Juneja , Wouter M. Koolen

The optimal mixing evolutionary algorithms (OMEAs) have recently drawn much attention for their robustness, small size of required population, and efficiency in terms of number of function evaluations (NFE). In this paper, the performances…

Neural and Evolutionary Computing · Computer Science 2018-07-30 Yu-Fan Tung , Tian-Li Yu

Recent theoretical research has shown that self-adjusting and self-adaptive mechanisms can provably outperform static settings in evolutionary algorithms for binary search spaces. However, the vast majority of these studies focuses on…

Neural and Evolutionary Computing · Computer Science 2020-06-03 Amirhossein Rajabi , Carsten Witt

We consider the fixed-budget best arm identification problem with rewards following normal distributions. In this problem, the forecaster is given $K$ arms (or treatments) and $T$ time steps. The forecaster attempts to find the arm with the…

Machine Learning · Statistics 2024-04-16 Junpei Komiyama

A natural goal when designing online learning algorithms for non-stationary environments is to bound the regret of the algorithm in terms of the temporal variation of the input sequence. Intuitively, when the variation is small, it should…

Machine Learning · Computer Science 2021-12-08 Gautam Goel , Babak Hassibi

We consider the problem of universal dynamic regret minimization under exp-concave and smooth losses. We show that appropriately designed Strongly Adaptive algorithms achieve a dynamic regret of $\tilde O(d^2 n^{1/5} C_n^{2/5} \vee d^2)$,…

Machine Learning · Computer Science 2023-02-28 Dheeraj Baby , Yu-Xiang Wang

We consider a decision maker who faces a binary treatment choice when their welfare is only partially identified from data. We contribute to the literature by anchoring our finite-sample analysis on mean square regret, a decision criterion…

Econometrics · Economics 2023-10-11 Toru Kitagawa , Sokbae Lee , Chen Qiu

Online linear programming plays an important role in both revenue management and resource allocation, and recent research has focused on developing efficient first-order online learning algorithms. Despite the empirical success of…

Machine Learning · Statistics 2025-01-07 Wenzhi Gao , Dongdong Ge , Chenyu Xue , Chunlin Sun , Yinyu Ye

Most research in the theory of evolutionary computation assumes that the problem at hand has a fixed problem size. This assumption does not always apply to real-world optimization challenges, where the length of an optimal solution may be…

Neural and Evolutionary Computing · Computer Science 2015-06-22 Benjamin Doerr , Carola Doerr , Timo Kötzing