Related papers: Follow the Perturbed Leader: Optimism and Fast Par…
We study the problem of online learning with non-convex losses, where the learner has access to an offline optimization oracle. We show that the classical Follow the Perturbed Leader (FTPL) algorithm achieves optimal regret rate of…
Follow-The-Regularized-Leader (FTRL) algorithms often enjoy optimal regret for adversarial as well as stochastic bandit problems and allow for a streamlined analysis. Nonetheless, FTRL algorithms require the solution of an optimization…
We consider a common case of the combinatorial semi-bandit problem, the $m$-set semi-bandit, where the learner exactly selects $m$ arms from the total $d$ arms. In the adversarial setting, the best regret bound, known to be…
This paper studies the optimality and complexity of Follow-the-Perturbed-Leader (FTPL) policy in $m$-set semi-bandit problems. FTPL has been studied extensively as a promising candidate of an efficient algorithm with favorable regret for…
Follow-the-Regularized-Leader (FTRL) algorithms are a popular class of learning algorithms for online linear optimization (OLO) that guarantee sub-linear regret, but the choice of regularizer can significantly impact dimension-dependent…
The follow the leader (FTL) algorithm, perhaps the simplest of all online learning algorithms, is known to perform well when the loss functions it is used on are convex and positively curved. In this paper we ask whether there are other…
We design and analyze minimax-optimal algorithms for online linear optimization games where the player's choice is unconstrained. The player strives to minimize regret, the difference between his loss and the loss of a post-hoc benchmark…
We consider regret minimization for Adversarial Markov Decision Processes (AMDPs), where the loss functions are changing over time and adversarially chosen, and the learner only observes the losses for the visited state-action pairs (i.e.,…
We study the decoupled multi-armed bandit problem, where the learner separately selects one arm for exploration and one, possibly different, arm for exploitation at each round. In this setting, the loss of the explored arm is observed but…
This paper studies the optimality and complexity of Follow-the-Perturbed-Leader (FTPL) policy in size-invariant combinatorial semi-bandit problems. Recently, Honda et al. (2023) and Lee et al. (2024) showed that FTPL achieves…
The online problem of computing the top eigenvector is fundamental to machine learning. In both adversarial and stochastic settings, previous results (such as matrix multiplicative weight update, follow the regularized leader, follow the…
We revisit the Follow the Regularized Leader (FTRL) framework for Online Convex Optimization (OCO) over compact sets, focusing on achieving dynamic regret guarantees. Prior work has highlighted the framework's limitations in dynamic…
We introduce Cautious Optimism, a framework for substantially faster regularized learning in general games. Cautious Optimism, as a variant of Optimism, adaptively controls the learning pace in a dynamic, non-monotone manner to accelerate…
We consider the problem of asynchronous online combinatorial optimization on a network of communicating agents. At each time step, some of the agents are stochastically activated, requested to make a prediction, and the system pays the…
A main problem of "Follow the Perturbed Leader" strategies for online decision problems is that regret bounds are typically proven against oblivious adversary. In partial observation cases, it was not clear how to obtain performance…
We prove that optimistic-follow-the-regularized-leader (OFTRL), together with smooth value updates, finds an $O(T^{-1})$-approximate Nash equilibrium in $T$ iterations for two-player zero-sum Markov games with full information. This…
Blackwell approachability is a framework for reasoning about repeated games with vector-valued payoffs. We introduce predictive Blackwell approachability, where an estimate of the next payoff vector is given, and the decision maker tries to…
We consider the problem of online combinatorial optimization under semi-bandit feedback. The goal of the learner is to sequentially select its actions from a combinatorial decision set so as to minimize its cumulative loss. We propose a…
The design of effective online caching policies is an increasingly important problem for content distribution networks, online social networks and edge computing services, among other areas. This paper proposes a new algorithmic toolbox for…
Follow-the-Regularized-Leader (FTRL) is a powerful framework for various online learning problems. By designing its regularizer and learning rate to be adaptive to past observations, FTRL is known to work adaptively to various properties of…