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Recursive least-squares algorithms often use forgetting factors as a heuristic to adapt to non-stationary data streams. The first contribution of this paper rigorously characterizes the effect of forgetting factors for a class of online…

Machine Learning · Computer Science 2019-11-22 Jianjun Yuan , Andrew Lamperski

In this paper, the problem of distributed optimization is studied via a network of agents. Each agent only has access to a stochastic gradient of its own objective function in the previous time, and can communicate with its neighbors via a…

Optimization and Control · Mathematics 2024-01-29 Yuchen Yang , Kaihong Lu , Long Wang

We consider the classic problem of online convex optimisation. Whereas the notion of static regret is relevant for stationary problems, the notion of switching regret is more appropriate for non-stationary problems. A switching regret is…

Machine Learning · Computer Science 2025-03-07 Stephen Pasteris , Chris Hicks , Vasilios Mavroudis , Mark Herbster

We investigate the problem of online learning, which has gained significant attention in recent years due to its applicability in a wide range of fields from machine learning to game theory. Specifically, we study the online optimization of…

Machine Learning · Computer Science 2021-09-29 Kaan Gokcesu , Hakan Gokcesu

Selecting the best items in a dataset is a common task in data exploration. However, the concept of "best" lies in the eyes of the beholder: different users may consider different attributes more important, and hence arrive at different…

Databases · Computer Science 2023-04-27 Abolfazl Asudeh , Azade Nazi , Nan Zhang , Gautam Das , H. V. Jagadish

In clinical trials and other applications, we often see regions of the feature space that appear to exhibit interesting behaviour, but it is unclear whether these observed phenomena are reflected at the population level. Focusing on a…

Statistics Theory · Mathematics 2023-09-21 Henry W. J. Reeve , Timothy I. Cannings , Richard J. Samworth

This paper considers repeated games in which one player has more information about the game than the other players. In particular, we investigate repeated two-player zero-sum games where only the column player knows the payoff matrix A of…

Computer Science and Game Theory · Computer Science 2023-02-16 Le Cong Dinh , Long Tran-Thanh , Tri-Dung Nguyen , Alain B. Zemkoho

We study active preference learning as a framework for intuitively specifying the behaviour of autonomous robots. In active preference learning, a user chooses the preferred behaviour from a set of alternatives, from which the robot learns…

Robotics · Computer Science 2020-09-30 Nils Wilde , Dana Kulic , Stephen L. Smith

This paper presents an efficient preference elicitation framework for uncertain matroid optimization, where precise weight information is unavailable, but insights into possible weight values are accessible. The core innovation of our…

Machine Learning · Computer Science 2025-03-26 Aditya Sai Ellendula , Arun K Pujari , Vikas Kumar , Venkateswara Rao Kagita

In online learning the performance of an algorithm is typically compared to the performance of a fixed function from some class, with a quantity called regret. Forster proposed a last-step min-max algorithm which was somewhat simpler than…

Machine Learning · Computer Science 2013-01-28 Edward Moroshko , Koby Crammer

We consider regret minimization in repeated games with a very large number of actions. Such games are inherent in the setting of AI Safety via Debate \cite{irving2018ai}, and more generally games whose actions are language-based. Existing…

Computer Science and Game Theory · Computer Science 2024-07-12 Xinyi Chen , Angelica Chen , Dean Foster , Elad Hazan

We explore an active learning approach for dynamic fair resource allocation problems. Unlike previous work that assumes full feedback from all agents on their allocations, we consider feedback from a select subset of agents at each epoch of…

Machine Learning · Computer Science 2024-06-24 Riddhiman Bhattacharya , Thanh Nguyen , Will Wei Sun , Mohit Tawarmalani

We propose and design recommendation systems that incentivize efficient exploration. Agents arrive sequentially, choose actions and receive rewards, drawn from fixed but unknown action-specific distributions. The recommendation system…

Computer Science and Game Theory · Computer Science 2026-04-02 Nicole Immorlica , Jieming Mao , Aleksandrs Slivkins , Zhiwei Steven Wu

We address the problem of learning a ranking by using adaptively chosen pairwise comparisons. Our goal is to recover the ranking accurately but to sample the comparisons sparingly. If all comparison outcomes are consistent with the ranking,…

Machine Learning · Statistics 2017-06-16 Lucas Maystre , Matthias Grossglauser

A constrained version of the online convex optimization (OCO) problem is considered. With slotted time, for each slot, first an action is chosen. Subsequently the loss function and the constraint violation penalty evaluated at the chosen…

Machine Learning · Computer Science 2023-01-25 Rahul Vaze

Designing learning agents that explore efficiently in a complex environment has been widely recognized as a fundamental challenge in reinforcement learning. While a number of works have demonstrated the effectiveness of techniques based on…

Machine Learning · Computer Science 2025-06-17 Yan Chen , Qinxun Bai , Yiteng Zhang , Shi Dong , Maria Dimakopoulou , Qi Sun , Zhengyuan Zhou

Auctions with partially-revealed information about items are broadly employed in real-world applications, but the underlying mechanisms have limited theoretical support. In this work, we study a machine learning formulation of these types…

Machine Learning · Computer Science 2022-07-06 Wenshuo Guo , Michael I. Jordan , Ellen Vitercik

In many sequential decision problems, an agent performs a repeated task. He then suffers regret and obtains information that he may use in the following rounds. However, sometimes the agent may also obtain information and avoid suffering…

Machine Learning · Computer Science 2025-02-25 Itai Shufaro , Nadav Merlis , Nir Weinberger , Shie Mannor

Past research on interactive decision making problems (bandits, reinforcement learning, etc.) mostly focuses on the minimax regret that measures the algorithm's performance on the hardest instance. However, an ideal algorithm should adapt…

Machine Learning · Computer Science 2023-06-13 Kefan Dong , Tengyu Ma

The regret matching algorithm proposed by Sergiu Hart is one of the most powerful iterative methods in finding correlated equilibrium. However, it is possibly not efficient enough, especially in large scale problems. We first rewrite the…

Computer Science and Game Theory · Computer Science 2020-01-16 Dawen Wu