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Most learning algorithms with formal regret guarantees assume that all mistakes are recoverable and essentially rely on trying all possible behaviors. This approach is problematic when some mistakes are "catastrophic", i.e., irreparable. We…

Machine Learning · Computer Science 2025-08-07 Benjamin Plaut , Hanlin Zhu , Stuart Russell

Online learning algorithms for dynamical systems provide finite time guarantees for control in the presence of sequentially revealed cost functions. We pose the classical linear quadratic tracking problem in the framework of online…

Systems and Control · Electrical Eng. & Systems 2024-10-18 Aren Karapetyan , Diego Bolliger , Anastasios Tsiamis , Efe C. Balta , John Lygeros

We present tools for the analysis of Follow-The-Regularized-Leader (FTRL), Dual Averaging, and Mirror Descent algorithms when the regularizer (equivalently, prox-function or learning rate schedule) is chosen adaptively based on the data.…

Machine Learning · Computer Science 2015-11-10 H. Brendan McMahan

Due to the large state space of the two-qubit system, and the adoption of ladder reward function in the existing quantum state preparation methods, the convergence speed is slow and it is difficult to prepare the desired target quantum…

Quantum Physics · Physics 2024-05-14 Wenjie Liu , Jing Xu , Bosi Wang

Many challenges arising in Quantum Technology can be successfully addressed using a set of machine learning algorithms collectively known as reinforcement learning (RL), based on adaptive decision-making through interaction with the quantum…

Quantum Physics · Physics 2026-01-28 Marin Bukov , Florian Marquardt

In this work, we improve on the upper and lower bounds for the regret of online learning with strongly observable undirected feedback graphs. The best known upper bound for this problem is $\mathcal{O}\bigl(\sqrt{\alpha T\ln K}\bigr)$,…

Machine Learning · Computer Science 2023-10-31 Khaled Eldowa , Emmanuel Esposito , Tommaso Cesari , Nicolò Cesa-Bianchi

To obtain a near-optimal policy with fewer interactions in Reinforcement Learning (RL), a promising approach involves the combination of offline RL, which enhances sample efficiency by leveraging offline datasets, and online RL, which…

Machine Learning · Computer Science 2024-11-18 Xiaoyu Wen , Xudong Yu , Rui Yang , Haoyuan Chen , Chenjia Bai , Zhen Wang

We study online convex optimization on $\ell_p$-balls in $\mathbb{R}^d$ for $p > 2$. While always sub-linear, the optimal regret exhibits a shift between the high-dimensional setting ($d > T$), when the dimension $d$ is greater than the…

Machine Learning · Computer Science 2025-12-01 Emmeran Johnson , David Martínez-Rubio , Ciara Pike-Burke , Patrick Rebeschini

Machine learning employs dynamical algorithms that mimic the human capacity to learn, where the reinforcement learning ones are among the most similar to humans in this respect. On the other hand, adaptability is an essential aspect to…

Quantum Physics · Physics 2018-10-15 F. Albarrán-Arriagada , J. C. Retamal , E. Solano , L. Lamata

We develop parameter-free algorithms for unconstrained online learning with regret guarantees that scale with the gradient variation $V_T(u) = \sum_{t=2}^T \|\nabla f_t(u)-\nabla f_{t-1}(u)\|^2$. For $L$-smooth convex loss, we provide…

Machine Learning · Computer Science 2026-04-14 Yuheng Zhao , Andrew Jacobsen , Nicolò Cesa-Bianchi , Peng Zhao

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

We study the problem of reinforcement learning (RL) with low (policy) switching cost - a problem well-motivated by real-life RL applications in which deployments of new policies are costly and the number of policy updates must be low. In…

Machine Learning · Computer Science 2022-06-07 Dan Qiao , Ming Yin , Ming Min , Yu-Xiang Wang

We study the problem of online learning and online regret minimization when samples are drawn from a general unknown non-stationary process. We introduce the concept of a dynamic changing process with cost $K$, where the conditional…

Machine Learning · Computer Science 2023-11-14 Changlong Wu , Ananth Grama , Wojciech Szpankowski

This paper investigates the problem of regret minimization in linear time-varying (LTV) dynamical systems. Due to the simultaneous presence of uncertainty and non-stationarity, designing online control algorithms for unknown LTV systems…

Machine Learning · Computer Science 2022-06-07 Yuzhen Han , Ruben Solozabal , Jing Dong , Xingyu Zhou , Martin Takac , Bin Gu

In online learning, the data is provided in a sequential order, and the goal of the learner is to make online decisions to minimize overall regrets. This note is concerned with continuous-time models and algorithms for several online…

Machine Learning · Statistics 2024-05-20 Lexing Ying

We propose an online learning algorithm that adaptively designs a decentralized linear quadratic regulator when the system model is unknown a priori and new data samples from a single system trajectory become progressively available. The…

Optimization and Control · Mathematics 2024-07-08 Lintao Ye , Ming Chi , Ruiquan Liao , Vijay Gupta

We study unconstrained Online Linear Optimization with Lipschitz losses. Motivated by the pursuit of instance optimality, we propose a new algorithm that simultaneously achieves ($i$) the AdaGrad-style second order gradient adaptivity; and…

Machine Learning · Computer Science 2024-02-23 Zhiyu Zhang , Heng Yang , Ashok Cutkosky , Ioannis Ch. Paschalidis

This paper studies the continuous-time q-learning (the continuous time counterpart of Q-learing) for Markov switching system under Tsallis entropy regularization. We address the difficulty in traditional RL algorithms where the Tsallis…

Optimization and Control · Mathematics 2026-01-28 Minghui Zhang , Xun Li , Xin Zhang

Quantum state preparation is an important subroutine in many quantum algorithms. The goal is to encode classical information directly to the quantum state so that it is possible to leverage quantum algorithms for data processing. However,…

Quantum Physics · Physics 2026-05-01 Oskari Kerppo , William Steadman , Ossi Niemimäki , Valtteri Lahtinen

Continuous quantum error correction has been found to have certain advantages over discrete quantum error correction, such as a reduction in hardware resources and the elimination of error mechanisms introduced by having entangling gates…