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We consider the problem of clustering in the learning-augmented setting, where we are given a data set in $d$-dimensional Euclidean space, and a label for each data point given by an oracle indicating what subsets of points should be…

Machine Learning · Computer Science 2023-03-02 Thy Nguyen , Anamay Chaturvedi , Huy Lê Nguyen

Combinatorial multi-armed bandits provide a fundamental online decision-making environment where a decision-maker interacts with an environment across $T$ time steps, each time selecting an action and learning the cost of that action. The…

Machine Learning · Computer Science 2026-04-13 Gerdus Benadè , Rathish Das , Thomas Lavastida

We consider online learning when the time horizon is unknown. We apply a minimax analysis, beginning with the fixed horizon case, and then moving on to two unknown-horizon settings, one that assumes the horizon is chosen randomly according…

Machine Learning · Computer Science 2013-10-08 Haipeng Luo , Robert E. Schapire

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…

Machine Learning · Computer Science 2021-08-17 Kaan Gokcesu , Hakan Gokcesu

Existing approaches to online convex optimization (OCO) make sequential one-slot-ahead decisions, which lead to (possibly adversarial) losses that drive subsequent decision iterates. Their performance is evaluated by the so-called regret…

Systems and Control · Computer Science 2017-11-22 Tianyi Chen , Qing Ling , Georgios B. Giannakis

In this paper, we investigate the power of online learning in stochastic network optimization with unknown system statistics {\it a priori}. We are interested in understanding how information and learning can be efficiently incorporated…

Optimization and Control · Mathematics 2014-07-30 Longbo Huang , Xin Liu , Xiaohong Hao

In repeated interaction problems with adaptive agents, our objective often requires anticipating and optimizing over the space of possible agent responses. We show that many problems of this form can be cast as instances of online…

Machine Learning · Computer Science 2024-06-28 William Brown , Christos Papadimitriou , Tim Roughgarden

We introduce a new algorithm for online linear-quadratic control in a known system subject to adversarial disturbances. Existing regret bounds for this setting scale as $\sqrt{T}$ unless strong stochastic assumptions are imposed on the…

Machine Learning · Computer Science 2020-06-24 Dylan J. Foster , Max Simchowitz

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

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 consider the problem of online reinforcement learning for the Stochastic Shortest Path (SSP) problem modeled as an unknown MDP with an absorbing state. We propose PSRL-SSP, a simple posterior sampling-based reinforcement learning…

Machine Learning · Computer Science 2021-06-11 Mehdi Jafarnia-Jahromi , Liyu Chen , Rahul Jain , Haipeng Luo

We investigate the hardness of online reinforcement learning in fixed horizon, sparse linear Markov decision process (MDP), with a special focus on the high-dimensional regime where the ambient dimension is larger than the number of…

Machine Learning · Computer Science 2021-02-11 Botao Hao , Tor Lattimore , Csaba Szepesvári , Mengdi Wang

We develop the first general semi-bandit algorithm that simultaneously achieves $\mathcal{O}(\log T)$ regret for stochastic environments and $\mathcal{O}(\sqrt{T})$ regret for adversarial environments without knowledge of the regime or the…

Machine Learning · Computer Science 2019-09-27 Julian Zimmert , Haipeng Luo , Chen-Yu Wei

As machine learning systems increasingly train on self-annotated data, they risk reinforcing errors and becoming echo chambers of their own beliefs. We model this phenomenon by introducing a learning-theoretic framework: Online Learning in…

Machine Learning · Computer Science 2026-03-05 Daniil Dmitriev , Harald Eskelund Franck , Carolin Heinzler , Amartya Sanyal

We study online convex optimization with constraints consisting of multiple functional constraints and a relatively simple constraint set, such as a Euclidean ball. As enforcing the constraints at each time step through projections is…

Optimization and Control · Mathematics 2022-12-06 Shuang Qiu , Xiaohan Wei , Mladen Kolar

Imitation learning (IL) is a general learning paradigm for tackling sequential decision-making problems. Interactive imitation learning, where learners can interactively query for expert demonstrations, has been shown to achieve provably…

Machine Learning · Computer Science 2022-09-27 Yichen Li , Chicheng Zhang

This paper considers the stability of online learning algorithms and its implications for learnability (bounded regret). We introduce a novel quantity called {\em forward regret} that intuitively measures how good an online learning…

Machine Learning · Computer Science 2012-11-28 Ankan Saha , Prateek Jain , Ambuj Tewari

We study the problem of full-information online learning in the "bounded recall" setting popular in the study of repeated games. An online learning algorithm $\mathcal{A}$ is $M$-$\textit{bounded-recall}$ if its output at time $t$ can be…

Machine Learning · Computer Science 2024-06-04 Jon Schneider , Kiran Vodrahalli

Pairwise learning is essential in machine learning, especially for problems involving loss functions defined on pairs of training examples. Online gradient descent (OGD) algorithms have been proposed to handle online pairwise learning,…

Machine Learning · Computer Science 2023-10-11 Hilal AlQuabeh , Bhaskar Mukhoty , Bin Gu

We consider the problem of strongly-convex online optimization in presence of adversarial delays; in a T-iteration online game, the feedback of the player's query at time t is arbitrarily delayed by an adversary for d_t rounds and delivered…

Machine Learning · Computer Science 2019-09-12 Daniel Khashabi , Kent Quanrud , Amirhossein Taghvaei
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