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Variance-dependent regret bounds for linear contextual bandits, which improve upon the classical $\tilde{O}(d\sqrt{K})$ regret bound to $\tilde{O}(d\sqrt{\sum_{k=1}^K\sigma_k^2})$, where $d$ is the context dimension, $K$ is the number of…

Machine Learning · Computer Science 2025-03-18 Jiafan He , Quanquan Gu

When studying the expressive power of neural networks, a main challenge is to understand how the size and depth of the network affect its ability to approximate real functions. However, not all functions are interesting from a practical…

Machine Learning · Computer Science 2021-06-30 Gal Vardi , Daniel Reichman , Toniann Pitassi , Ohad Shamir

This work focuses on the setting of dynamic regret in the context of online learning with full information. In particular, we analyze regret bounds with respect to the temporal variability of the loss functions. By assuming that the…

Machine Learning · Computer Science 2021-02-16 Nicolò Campolongo , Francesco Orabona

New ranking algorithms are continually being developed and refined, necessitating the development of efficient methods for evaluating these rankers. Online ranker evaluation focuses on the challenge of efficiently determining, from implicit…

Information Retrieval · Computer Science 2016-08-23 Brian Brost , Yevgeny Seldin , Ingemar J. Cox , Christina Lioma

We provide an upper bound as a random variable for the functions of estimators in high dimensions. This upper bound may help establish the rate of convergence of functions in high dimensions. The upper bound random variable may converge…

Econometrics · Economics 2020-08-07 Mehmet Caner , Xu Han

We consider a contextual online learning (multi-armed bandit) problem with high-dimensional covariate $\mathbf{x}$ and decision $\mathbf{y}$. The reward function to learn, $f(\mathbf{x},\mathbf{y})$, does not have a particular parametric…

Machine Learning · Computer Science 2022-10-04 Wenhao Li , Ningyuan Chen , L. Jeff Hong

Most known regret bounds for reinforcement learning are either episodic or assume an environment without traps. We derive a regret bound without making either assumption, by allowing the algorithm to occasionally delegate an action to an…

Machine Learning · Computer Science 2019-07-22 Vanessa Kosoy

Stochastic linear bandits with high-dimensional sparse features are a practical model for a variety of domains, including personalized medicine and online advertising. We derive a novel $\Omega(n^{2/3})$ dimension-free minimax regret lower…

Machine Learning · Statistics 2021-09-07 Botao Hao , Tor Lattimore , Mengdi Wang

Online strategic classification studies settings in which agents strategically modify their features to obtain favorable predictions. For example, given a classifier that determines loan approval based on credit scores, applicants may open…

Machine Learning · Computer Science 2026-02-09 Chase Hutton , Adam Melrod , Han Shao

We consider prediction with expert advice when the loss vectors are assumed to lie in a set described by the sum of atomic norm balls. We derive a regret bound for a general version of the online mirror descent (OMD) algorithm that uses a…

Machine Learning · Computer Science 2017-11-15 Siddharth Barman , Aditya Gopalan , Aadirupa Saha

We consider the problem of prediction with expert advice when the losses of the experts have low-dimensional structure: they are restricted to an unknown $d$-dimensional subspace. We devise algorithms with regret bounds that are independent…

Machine Learning · Computer Science 2016-05-24 Elad Hazan , Tomer Koren , Roi Livni , Yishay Mansour

To date, the tightest upper and lower-bounds for the active learning of general concept classes have been in terms of a parameter of the learning problem called the splitting index. We provide, for the first time, an efficient algorithm…

Machine Learning · Computer Science 2017-06-12 Christopher Tosh , Sanjoy Dasgupta

Many algorithms in machine learning and computational geometry require, as input, the intrinsic dimension of the manifold that supports the probability distribution of the data. This parameter is rarely known and therefore has to be…

Statistics Theory · Mathematics 2020-01-01 Jisu Kim , Alessandro Rinaldo , Larry Wasserman

Algorithms for online learning typically require one or more boundedness assumptions: that the domain is bounded, that the losses are Lipschitz, or both. In this paper, we develop a new setting for online learning with unbounded domains and…

Machine Learning · Computer Science 2023-07-18 Andrew Jacobsen , Ashok Cutkosky

High-dimensional linear bandits with low-dimensional structure have received considerable attention in recent studies due to their practical significance. The most common structure in the literature is sparsity. However, it may not be…

Machine Learning · Statistics 2026-01-01 Nam Phuong Tran , The Anh Ta , Debmalya Mandal , Long Tran-Thanh

When an online learning algorithm is used to estimate the unknown parameters of a model, the signals interacting with the parameter estimates should not decay too quickly for the optimal values to be discovered correctly. This requirement…

Machine Learning · Computer Science 2019-11-05 Kamil Nar , S. Shankar Sastry

Personalized alignment aims to adapt large language models to heterogeneous user preferences, yet the precise theoretical conditions for its statistical efficiency have not been formally established. This paper characterizes the conditions…

Machine Learning · Computer Science 2026-05-12 Enoch Hyunwook Kang

The recent success of neural networks in pattern recognition and classification problems suggests that neural networks possess qualities distinct from other more classical classifiers such as SVMs or boosting classifiers. This paper studies…

Machine Learning · Statistics 2023-09-27 Hyunouk Ko , Namjoon Suh , Xiaoming Huo

While a large body of empirical results show that temporally-extended actions and options may significantly affect the learning performance of an agent, the theoretical understanding of how and when options can be beneficial in online…

Machine Learning · Computer Science 2017-04-18 Ronan Fruit , Alessandro Lazaric

Ranking algorithms are fundamental to various online platforms across e-commerce sites to content streaming services. Our research addresses the challenge of adaptively ranking items from a candidate pool for heterogeneous users, a key…

Machine Learning · Computer Science 2024-06-10 Jingyuan Wang , Perry Dong , Ying Jin , Ruohan Zhan , Zhengyuan Zhou
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