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We consider online imitation learning (OIL), where the task is to find a policy that imitates the behavior of an expert via active interaction with the environment. We aim to bridge the gap between the theory and practice of policy…

Machine Learning · Computer Science 2022-08-02 Jonathan Wilder Lavington , Sharan Vaswani , Mark Schmidt

Hybrid Reinforcement Learning (RL), where an agent learns from both an offline dataset and online explorations in an unknown environment, has garnered significant recent interest. A crucial question posed by Xie et al. (2022) is whether…

Machine Learning · Statistics 2024-08-09 Kevin Tan , Wei Fan , Yuting Wei

Online learning aims to perform nearly as well as the best hypothesis in hindsight. For some hypothesis classes, though, even finding the best hypothesis offline is challenging. In such offline cases, local search techniques are often…

Artificial Intelligence · Computer Science 2012-06-18 Michael Bowling , Martin Zinkevich

Stochastic and adversarial data are two widely studied settings in online learning. But many optimization tasks are neither i.i.d. nor fully adversarial, which makes it of fundamental interest to get a better theoretical understanding of…

Machine Learning · Computer Science 2022-06-09 Sarah Sachs , Hédi Hadiji , Tim van Erven , Cristóbal Guzmán

Understanding how to efficiently learn while adhering to safety constraints is essential for using online reinforcement learning in practical applications. However, proving rigorous regret bounds for safety-constrained reinforcement…

Machine Learning · Statistics 2025-04-29 Benjamin Schiffer , Lucas Janson

We consider the general problem of online convex optimization with time-varying additive constraints in the presence of predictions for the next cost and constraint functions. A novel primal-dual algorithm is designed by combining a…

Machine Learning · Computer Science 2022-01-11 Daron Anderson , George Iosifidis , Douglas J. Leith

This paper addresses an online convex optimization problem where the cost function at each step depends on a history of past decisions (i.e., memory), and the decision maker has access to limited predictions of future cost values within a…

Optimization and Control · Mathematics 2025-12-29 Zhengmiao Wang , Zhi-Wei Liu , Ming Chi , Xiaoling Wang , Housheng Su , Lintao Ye

In this paper, we study a class of online optimization problems with long-term budget constraints where the objective functions are not necessarily concave (nor convex) but they instead satisfy the Diminishing Returns (DR) property.…

Optimization and Control · Mathematics 2019-07-02 Omid Sadeghi , Maryam Fazel

Online learning to rank is a core problem in machine learning. In Lattimore et al. (2018), a novel online learning algorithm was proposed based on topological sorting. In the paper they provided a set of self-normalized inequalities (a) in…

Machine Learning · Statistics 2020-01-22 Victor de la Pena , Haolin Zou

We study dynamic regret minimization in non-stationary online learning, with a primary focus on follow-the-regularized-leader (FTRL) methods. FTRL is important for curved losses and for understanding adaptive optimizers such as Adam, yet…

Machine Learning · Computer Science 2026-02-10 Yan-Feng Xie , Yu-Jie Zhang , Peng Zhao , Zhi-Hua Zhou

In this paper we propose a framework for solving constrained online convex optimization problem. Our motivation stems from the observation that most algorithms proposed for online convex optimization require a projection onto the convex set…

Machine Learning · Computer Science 2012-10-01 Mehrdad Mahdavi , Rong Jin , Tianbao Yang

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

In this paper, we consider an online optimization process, where the objective functions are not convex (nor concave) but instead belong to a broad class of continuous submodular functions. We first propose a variant of the Frank-Wolfe…

Machine Learning · Statistics 2018-02-19 Lin Chen , Hamed Hassani , Amin Karbasi

We investigate the problem of online convex optimization with unknown delays, in which the feedback of a decision arrives with an arbitrary delay. Previous studies have presented a delayed variant of online gradient descent (OGD), and…

Machine Learning · Computer Science 2021-03-23 Yuanyu Wan , Wei-Wei Tu , Lijun Zhang

This paper investigates online composite optimization in dynamic environments, where each objective or loss function contains a time-varying nondifferentiable regularizer. To resolve it, an online proximal gradient algorithm is studied for…

Optimization and Control · Mathematics 2023-03-24 Ruijie Hou , Xiuxian Li , Yang Shi

Motivated by the predictable nature of real-life in data streams, we study online regression when the learner has access to predictions about future examples. In the extreme case, called transductive online learning, the sequence of…

Machine Learning · Computer Science 2025-10-07 Vinod Raman , Shenghao Xie , Samson Zhou

We consider online convex optimization when a number k of data points are outliers that may be corrupted. We model this by introducing the notion of robust regret, which measures the regret only on rounds that are not outliers. The aim for…

Machine Learning · Computer Science 2021-08-31 Tim van Erven , Sarah Sachs , Wouter M. Koolen , Wojciech Kotłowski

We develop a reduction-based framework for online learning with delayed feedback that recovers and improves upon existing results for both first-order and bandit convex optimization. Our approach introduces a continuous-time model under…

Machine Learning · Computer Science 2026-02-04 Alexander Ryabchenko , Idan Attias , Daniel M. Roy

We consider the online convex optimization problem. In the setting of arbitrary sequences and finite set of parameters, we establish a new fast-rate quantile regret bound. Then we investigate the optimization into the L1-ball by…

Statistics Theory · Mathematics 2018-05-24 Pierre Gaillard , Olivier Wintenberger

Despite rapid progress in theoretical reinforcement learning (RL) over the last few years, most of the known guarantees are worst-case in nature, failing to take advantage of structure that may be known a priori about a given RL problem at…

Machine Learning · Computer Science 2021-10-26 Noah Golowich , Ankur Moitra