Related papers: Optimal Online Learning using Potential Functions

Online algorithm is an important branch in algorithm design. Designing online algorithms with a bounded competitive ratio (in terms of worst-case performance) can be hard and usually relies on problem-specific assumptions. Inspired by…

We analyze Decentralized Online Optimization algorithms using the Performance Estimation Problem approach which allows, to automatically compute exact worst-case performance of optimization algorithms. Our analysis shows that several…

We address online linear optimization problems when the possible actions of the decision maker are represented by binary vectors. The regret of the decision maker is the difference between her realized loss and the best loss she would have…

Define an environment as a set of convex constraint functions that vary arbitrarily over time and consider a cost function that is also convex and arbitrarily varying. Agents that operate in this environment intend to select actions that…

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…

Behavior constrained policy optimization has been demonstrated to be a successful paradigm for tackling Offline Reinforcement Learning. By exploiting historical transitions, a policy is trained to maximize a learned value function while…

We consider an online version of the well-studied network utility maximization problem, where users arrive one by one and an operator makes irrevocable decisions for each user without knowing the details of future arrivals. We propose a…

Several learning problems involve solving min-max problems, e.g., empirical distributional robust learning or learning with non-standard aggregated losses. More specifically, these problems are convex-linear problems where the minimization…

This paper presents the benefits of using randomized neural networks instead of standard basis functions or deep neural networks to approximate the solutions of optimal stopping problems. The key idea is to use neural networks, where the…

We study the impact of predictions in online Linear Quadratic Regulator control with both stochastic and adversarial disturbances in the dynamics. In both settings, we characterize the optimal policy and derive tight bounds on the minimum…

We study a variant of decision-theoretic online learning in which the set of experts that are available to Learner can shrink over time. This is a restricted version of the well-studied sleeping experts problem, itself a generalization of…

Sequential learning problems are common in several fields of research and practical applications. Examples include dynamic pricing and assortment, design of auctions and incentives and permeate a large number of sequential treatment…

This paper introduces for the first time a framework to obtain provable worst-case guarantees for neural network performance, using learning for optimal power flow (OPF) problems as a guiding example. Neural networks have the potential to…

Online learning constitutes a mathematical and compelling framework to analyze sequential decision making problems in adversarial environments. The learner repeatedly chooses an action, the environment responds with an outcome, and then the…

Despite the success of deep learning-based algorithms, it is widely known that neural networks may fail to be robust. A popular paradigm to enforce robustness is adversarial training (AT), however, this introduces many computational and…

This paper provides a unifying view of a wide range of problems of interest in machine learning by framing them as the minimization of functionals defined on the space of probability measures. In particular, we show that generative…

This paper presents a systematic study on gap-dependent sample complexity in offline reinforcement learning. Prior work showed when the density ratio between an optimal policy and the behavior policy is upper bounded (the optimal policy…

We propose a novel algorithm for offline reinforcement learning using optimal transport. Typically, in offline reinforcement learning, the data is provided by various experts and some of them can be sub-optimal. To extract an efficient…

Reinforcement learning with multinomial logistic (MNL) function approximation has become an important framework due to its flexibility and broad applicability. While existing studies have established regret guarantees under worst-case…

We uncover a fairly general principle in online learning: If regret can be (approximately) expressed as a function of certain "sufficient statistics" for the data sequence, then there exists a special Burkholder function that 1) can be used…