Related papers: Regret-Optimal Filtering for Prediction and Estima…
We study the problem of online learning with a notion of regret defined with respect to a set of strategies. We develop tools for analyzing the minimax rates and for deriving regret-minimization algorithms in this scenario. While the…
Most contextual bandit algorithms minimize regret against the best fixed policy, a questionable benchmark for non-stationary environments that are ubiquitous in applications. In this work, we develop several efficient contextual bandit…
In this paper, we focus on sensor placement in linear dynamic estimation, where the objective is to place a small number of sensors in a system of interdependent states so to design an estimator with a desired estimation performance. In…
We investigate online convex optimization in non-stationary environments and choose the dynamic regret as the performance measure, defined as the difference between cumulative loss incurred by the online algorithm and that of any feasible…
We present an algorithm guaranteeing dynamic regret bounds for online omniprediction with long term constraints. The goal in this recently introduced problem is for a learner to generate a sequence of predictions which are broadcast to a…
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…
An important problem in sequential decision-making under uncertainty is to use limited data to compute a safe policy, i.e., a policy that is guaranteed to perform at least as well as a given baseline strategy. In this paper, we develop and…
This paper is concerned with the linear/nonlinear Kalman-like filtering problem under binary sensors. Since innovation represents new information in the sensor measurement and serves to correct the prediction for the Kalman-like filter…
We present the OMG-CMDP! algorithm for regret minimization in adversarial Contextual MDPs. The algorithm operates under the minimal assumptions of realizable function class and access to online least squares and log loss regression oracles.…
We address the problem of the achievable regret rates with online logistic regression. We derive lower bounds with logarithmic regret under $L_1$, $L_2$, and $L_\infty$ constraints on the parameter values. The bounds are dominated by $d/2…
We study fast rates of convergence in the setting of nonparametric online regression, namely where regret is defined with respect to an arbitrary function class which has bounded complexity. Our contributions are two-fold: - In the…
RegretNet is a recent breakthrough in the automated design of revenue-maximizing auctions. It combines the flexibility of deep learning with the regret-based approach to relax the Incentive Compatibility (IC) constraint (that participants…
We propose a novel online learning method for minimizing regret in large extensive-form games. The approach learns a function approximator online to estimate the regret for choosing a particular action. A no-regret algorithm uses these…
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,…
Sequential design of experiments for optimizing a reward function in causal systems can be effectively modeled by the sequential design of interventions in causal bandits (CBs). In the existing literature on CBs, a critical assumption is…
In this work, we develop linear bandit algorithms that automatically adapt to different environments. By plugging a novel loss estimator into the optimization problem that characterizes the instance-optimal strategy, our first algorithm not…
We address the problem of simultaneously learning and control in an online receding horizon control setting. We consider the control of an unknown linear dynamical system with general cost functions and affine constraints on the control…
This paper considers a variant of the online paging problem, where the online algorithm has access to multiple predictors, each producing a sequence of predictions for the page arrival times. The predictors may have occasional prediction…
Robot decision-making increasingly relies on data-driven human prediction models when operating around people. While these models are known to mispredict in out-of-distribution interactions, only a subset of prediction errors impact…
In reinforcement learning, experience replay stores past samples for further reuse. Prioritized sampling is a promising technique to better utilize these samples. Previous criteria of prioritization include TD error, recentness and…