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Online prediction from experts is a fundamental problem in machine learning and several works have studied this problem under privacy constraints. We propose and analyze new algorithms for this problem that improve over the regret bounds of…

Machine Learning · Computer Science 2023-07-03 Hilal Asi , Vitaly Feldman , Tomer Koren , Kunal Talwar

Dueling bandits are widely used to model preferential feedback prevalent in many applications such as recommendation systems and ranking. In this paper, we study the Borda regret minimization problem for dueling bandits, which aims to…

Machine Learning · Computer Science 2023-09-27 Yue Wu , Tao Jin , Hao Lou , Farzad Farnoud , Quanquan Gu

We provide the first sub-linear space and sub-linear regret algorithm for online learning with expert advice (against an oblivious adversary), addressing an open question raised recently by Srinivas, Woodruff, Xu and Zhou (STOC 2022). We…

Data Structures and Algorithms · Computer Science 2022-11-09 Binghui Peng , Fred Zhang

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…

Machine Learning · Computer Science 2020-11-24 Udaya Ghai , Holden Lee , Karan Singh , Cyril Zhang , Yi Zhang

We study Online Convex Optimization with adversarial constraints (COCO). At each round a learner selects an action from a convex decision set and then an adversary reveals a convex cost and a convex constraint function. The goal of the…

Machine Learning · Computer Science 2025-11-17 Abhishek Sinha , Rahul Vaze

We study online reinforcement learning in linear Markov decision processes with adversarial losses and bandit feedback, without prior knowledge on transitions or access to simulators. We introduce two algorithms that achieve improved regret…

Machine Learning · Computer Science 2023-10-19 Haolin Liu , Chen-Yu Wei , Julian Zimmert

The classic cake-cutting problem provides a model for addressing the fair and efficient allocation of a divisible, heterogeneous resource among agents with distinct preferences. Focusing on a standard formulation of cake cutting, in which…

Machine Learning · Computer Science 2021-11-30 Mohammad Ghodsi , Amirmahdi Mirfakhar

We consider the problem of online combinatorial optimization under semi-bandit feedback, where a learner has to repeatedly pick actions from a combinatorial decision set in order to minimize the total losses associated with its decisions.…

Machine Learning · Computer Science 2015-06-11 Gergely Neu

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…

Machine Learning · Computer Science 2013-05-08 Alexandr Andoni , Rina Panigrahy

Bilateral trade models the task of intermediating between two strategic agents, a seller and a buyer, willing to trade a good for which they hold private valuations. We study this problem from the perspective of a broker, in a regret…

Computer Science and Game Theory · Computer Science 2025-09-29 Simone Di Gregorio , Paul Dütting , Federico Fusco , Chris Schwiegelshohn

Online graph problems are considered in models where the irrevocability requirement is relaxed. Motivated by practical examples where, for example, there is a cost associated with building a facility and no extra cost associated with doing…

Data Structures and Algorithms · Computer Science 2017-05-01 Joan Boyar , Lene M. Favrholdt , Kim S. Larsen , Michal Kotrbčík

Most bandit algorithm designs are purely theoretical. Therefore, they have strong regret guarantees, but also are often too conservative in practice. In this work, we pioneer the idea of algorithm design by minimizing the empirical Bayes…

Machine Learning · Computer Science 2020-06-12 Chih-Wei Hsu , Branislav Kveton , Ofer Meshi , Martin Mladenov , Csaba Szepesvari

We study an algorithmic equivalence technique between non-convex gradient descent and convex mirror descent. We start by looking at a harder problem of regret minimization in online non-convex optimization. We show that under certain…

Machine Learning · Computer Science 2022-10-14 Udaya Ghai , Zhou Lu , Elad Hazan

This work introduces the first small-loss and gradual-variation regret bounds for online portfolio selection, marking the first instances of data-dependent bounds for online convex optimization with non-Lipschitz, non-smooth losses. The…

Machine Learning · Computer Science 2023-11-07 Chung-En Tsai , Ying-Ting Lin , Yen-Huan Li

Online optimization has emerged as powerful tool in large scale optimization. In this pa- per, we introduce efficient online optimization algorithms based on the alternating direction method (ADM), which can solve online convex optimization…

Machine Learning · Computer Science 2013-07-11 Huahua Wang , Arindam Banerjee

Recently, several universal methods have been proposed for online convex optimization which can handle convex, strongly convex and exponentially concave cost functions simultaneously. However, most of these algorithms have been designed…

Machine Learning · Computer Science 2023-02-14 Arnold Salas

A well-studied generalization of the standard online convex optimization (OCO) framework is constrained online convex optimization (COCO). In COCO, on every round, a convex cost function and a convex constraint function are revealed to the…

Machine Learning · Computer Science 2024-10-29 Abhishek Sinha , Rahul Vaze

In digital health and EdTech, recommendation systems face a significant challenge: users often choose impulsively, in ways that conflict with the platform's long-term payoffs. This misalignment makes it difficult to effectively learn to…

Machine Learning · Computer Science 2024-02-22 Arpit Agarwal , Rad Niazadeh , Prathamesh Patil

Many techniques for online optimization problems involve making decisions based solely on presently available information: fewer works take advantage of potential predictions. In this paper, we discuss the problem of online convex…

Optimization and Control · Mathematics 2019-02-04 Robert Ravier , Vahid Tarokh

We consider the problem of transfer learning in an online setting. Different tasks are presented sequentially and processed by a within-task algorithm. We propose a lifelong learning strategy which refines the underlying data representation…

Machine Learning · Statistics 2019-10-14 Pierre Alquier , The Tien Mai , Massimiliano Pontil
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