Related papers: Conic Blackwell Algorithm: Parameter-Free Convex-C…

Bayesian optimization is a principled optimization strategy for a black-box objective function. It shows its effectiveness in a wide variety of real-world applications such as scientific discovery and experimental design. In general, the…

We consider the problem of tabular infinite horizon concave utility reinforcement learning (CURL) with convex constraints. For this, we propose a model-based learning algorithm that also achieves zero constraint violations. Assuming that…

We study the problem of expert advice under partial bandit feedback setting and create a sequential minimax optimal algorithm. Our algorithm works with a more general partial monitoring setting, where, in contrast to the classical bandit…

We introduce an online convex optimization algorithm which utilizes projected subgradient descent with optimal adaptive learning rates. Our method provides second-order minimax-optimal dynamic regret guarantee (i.e. dependent on the sum of…

Inspired by the Optimistic Gradient Ascent-Proximal Point Algorithm (OGAProx) proposed by Bo{\c{t}}, Csetnek, and Sedlmayer for solving a saddle-point problem associated with a convex-concave function with a nonsmooth coupling function and…

We study the problem of regret minimization in partially observable linear quadratic control systems when the model dynamics are unknown a priori. We propose ExpCommit, an explore-then-commit algorithm that learns the model Markov…

In many online learning problems the computational bottleneck for gradient-based methods is the projection operation. For this reason, in many problems the most efficient algorithms are based on the Frank-Wolfe method, which replaces…

In this work, we study the asymptotic randomness of an algorithmic estimator of the saddle point of a globally convex-concave and locally strongly-convex strongly-concave objective. Specifically, we show that the averaged iterates of a…

The contextual combinatorial semi-bandit problem with linear payoff functions is a decision-making problem in which a learner chooses a set of arms with the feature vectors in each round under given constraints so as to maximize the sum of…

This paper explores the realm of infinite horizon average reward Constrained Markov Decision Processes (CMDPs). To the best of our knowledge, this work is the first to delve into the regret and constraint violation analysis of average…

Achieving sample efficiency in online episodic reinforcement learning (RL) requires optimally balancing exploration and exploitation. When it comes to a finite-horizon episodic Markov decision process with $S$ states, $A$ actions and…

This paper is devoted to the design of efficient primal-dual algorithm (PDA) for solving convex optimization problems with known saddle-point structure. We present a new PDA with larger acceptable range of parameters and correction, which…

Counterfactual regret minimization (CFR) algorithms are a foundational class of methods for solving imperfect-information games, with the time average of their iterates converging to a Nash equilibrium in two-player zero-sum games. Prior…

We present a variety of projection-based linear regression algorithms with a focus on modern machine-learning models and their algorithmic performance. We study the role of the relaxation parameter in generalized Kaczmarz algorithms and…

Motivated by alternating learning dynamics in two-player games, a recent work by Cevher et al.(2024) shows that $o(\sqrt{T})$ alternating regret is possible for any $T$-round adversarial Online Linear Optimization (OLO) problem, and left as…

This paper studies the safe reinforcement learning problem formulated as an episodic finite-horizon tabular constrained Markov decision process with an unknown transition kernel and stochastic reward and cost functions. We propose a…

We consider the framework of non-stationary Online Convex Optimization where a learner seeks to control its dynamic regret against an arbitrary sequence of comparators. When the loss functions are strongly convex or exp-concave, we…

In this paper, we analyze gradient-free methods with one-point feedback for stochastic saddle point problems $\min_{x}\max_{y} \varphi(x, y)$. For non-smooth and smooth cases, we present analysis in a general geometric setup with arbitrary…

We provide consistent random algorithms for sequential decision under partial monitoring, i.e. when the decision maker does not observe the outcomes but receives instead random feedback signals. Those algorithms have no internal regret in…

The framework of online learning with memory naturally captures learning problems with temporal constraints, and was previously studied for the experts setting. In this work we extend the notion of learning with memory to the general Online…