Related papers: Open Problem: Tight Online Confidence Intervals fo…
Algorithmic \emph{replicability} has recently been introduced to address the need for reproducible experiments in machine learning. A \emph{replicable online learning} algorithm is one that takes the same sequence of decisions across…
This paper addresses online learning with ``corrupted'' feedback. Our learner is provided with potentially corrupted gradients $\tilde g_t$ instead of the ``true'' gradients $g_t$. We make no assumptions about how the corruptions arise:…
We study online learning with bandit feedback (i.e. learner has access to only zeroth-order oracle) where cost/reward functions $\f_t$ admit a "pseudo-1d" structure, i.e. $\f_t(\w) = \loss_t(\pred_t(\w))$ where the output of $\pred_t$ is…
We revisit online binary classification by shifting the focus from competing with the best-in-class binary loss to competing against relaxed benchmarks that capture smoothed notions of optimality. Instead of measuring regret relative to the…
We study the Gaussian process (GP) bandit problem, whose goal is to minimize regret under an unknown reward function lying in some reproducing kernel Hilbert space (RKHS). The maximum posterior variance analysis is vital in analyzing…
This paper is in the field of stochastic Multi-Armed Bandits (MABs), i.e. those sequential selection techniques able to learn online using only the feedback given by the chosen option (a.k.a. $arm$). We study a particular case of the rested…
Contextual bandit with linear reward functions is among one of the most extensively studied models in bandit and online learning research. Recently, there has been increasing interest in designing \emph{locally private} linear contextual…
The trade-off between regret and computational cost is a fundamental problem for online kernel regression, and previous algorithms worked on the trade-off can not keep optimal regret bounds at a sublinear computational complexity. In this…
In this paper, we study an online regularized learning algorithm in a reproducing kernel Hilbert spaces (RKHS) based on a class of dependent processes. We choose such a process where the degree of dependence is measured by mixing…
We study the problem of uncertainty quantification via prediction sets, in an online setting where the data distribution may vary arbitrarily over time. Recent work develops online conformal prediction techniques that leverage regret…
This paper addresses the critical challenge of stochastic latent heterogeneity in online decision-making, where individuals' responses to actions vary not only with observable contexts but also with unobserved, randomly realized subgroups.…
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…
Bandit algorithms sequentially accumulate data using adaptive sampling policies, offering flexibility for real-world applications. However, excessive sampling can be costly, motivating the devolopment of early stopping methods and reliable…
We propose a new decentralized robust kernel-based learning algorithm within the framework of reproducing kernel Hilbert spaces (RKHSs) by utilizing a networked system that can be represented as a connected graph. The robust loss function…
For the linear bandit problem, we extend the analysis of algorithm CombEXP from [R. Combes, M. S. Talebi Mazraeh Shahi, A. Proutiere, and M. Lelarge. Combinatorial bandits revisited. In C. Cortes, N. D. Lawrence, D. D. Lee, M. Sugiyama, and…
Reinforcement Learning with Human Feedback (RLHF) is at the core of fine-tuning methods for generative AI models for language and images. Such feedback is often sought as rank or preference feedback from human raters, as opposed to…
We consider a variant of the classical online linear optimization problem in which at every step, the online player receives a "hint" vector before choosing the action for that round. Rather surprisingly, it was shown that if the hint…
In this paper, we study the problem of early stopping for iterative learning algorithms in a reproducing kernel Hilbert space (RKHS) in the nonparametric regression framework. In particular, we work with the gradient descent and (iterative)…
Kernel mean embeddings, a widely used technique in machine learning, map probability distributions to elements of a reproducing kernel Hilbert space (RKHS). For supervised learning problems, where input-output pairs are observed, the…
We investigate the contextual bandits with knapsack (CBwK) problem in a high-dimensional linear setting, where the feature dimension can be very large. Our goal is to harness sparsity to obtain sharper regret guarantees. To this end, we…