Related papers: Beyond Time-Average Convergence: Near-Optimal Unco…
We consider online no-regret learning in unknown games with bandit feedback, where each player can only observe its reward at each time -- determined by all players' current joint action -- rather than its gradient. We focus on the class of…
We present a new algorithm based on posterior sampling for learning in constrained Markov decision processes (CMDP) in the infinite-horizon undiscounted setting. The algorithm achieves near-optimal regret bounds while being advantageous…
We present a new online learning algorithm for cumulative discounted gain. This learning algorithm does not use exponential weights on the experts. Instead, it uses a weighting scheme that depends on the regret of the master algorithm…
We give a simple and computationally efficient algorithm that, for any constant $\varepsilon>0$, obtains $\varepsilon T$-swap regret within only $T = \mathsf{polylog}(n)$ rounds; this is an exponential improvement compared to the…
In this paper, online game is studied, where at each time, a group of players aim at selfishly minimizing their own time-varying cost function simultaneously subject to time-varying coupled constraints and local feasible set constraints.…
Learning algorithms are often used to make decisions in sequential decision-making environments. In multi-agent settings, the decisions of each agent can affect the utilities/losses of the other agents. Therefore, if an agent is good at…
We consider online optimization in the 1-lookahead setting, where the objective does not decompose additively over the rounds of the online game. The resulting formulation enables us to deal with non-stationary and/or long-term constraints…
Existing Continual Learning (CL) approaches have focused on addressing catastrophic forgetting by leveraging regularization methods, replay buffers, and task-specific components. However, realistic CL solutions must be shaped not only by…
Aligning large language models (LLMs) with human preferences has proven effective for enhancing model capabilities, yet standard preference modeling using the Bradley-Terry model assumes transitivity, overlooking the inherent complexity of…
This paper introduces a dual-based algorithm framework for solving the regularized online resource allocation problems, which have potentially non-concave cumulative rewards, hard resource constraints, and a non-separable regularizer. Under…
A new algorithm for regret minimization in online convex optimization is described. The regret of the algorithm after $T$ time periods is $O(\sqrt{T \log T})$ - which is the minimum possible up to a logarithmic term. In addition, the new…
Bandit Convex Optimization is a fundamental class of sequential decision-making problems, where the learner selects actions from a continuous domain and observes a loss (but not its gradient) at only one point per round. We study this…
Counterfactual Regret Minimization (CFR) is an efficient no-regret learning algorithm for decision problems modeled as extensive games. CFR's regret bounds depend on the requirement of perfect recall: players always remember information…
In the setting of online learning, Implicit algorithms turn out to be highly successful from a practical standpoint. However, the tightest regret analyses only show marginal improvements over Online Mirror Descent. In this work, we shed…
Learning and equilibrium computation in games are fundamental problems across computer science and economics, with applications ranging from politics to machine learning. Much of the work in this area revolves around a simple algorithm…
The ability of intelligent agents to learn and remember multiple tasks sequentially is crucial to achieving artificial general intelligence. Many continual learning (CL) methods have been proposed to overcome catastrophic forgetting which…
In learning theory, the performance of an online policy is commonly measured in terms of the static regret metric, which compares the cumulative loss of an online policy to that of an optimal benchmark in hindsight. In the definition of…
We address the problem of simultaneously learning and control in an online receding horizon control setting. We consider the control of an unknown linear dynamical system with general cost functions and affine constraints on the control…
We study infinite-horizon average-reward constrained Markov decision processes (CMDPs) under the unichain assumption and general policy parameterizations. Existing regret analyses for constrained reinforcement learning largely rely on…
We consider a generalization of the celebrated Online Convex Optimization (OCO) framework with adversarial online constraints. In this problem, an online learner interacts with an adversary sequentially over multiple rounds. At the…