Related papers: Oracle-Efficient Online Learning for Beyond Worst-…
This paper investigates a hybrid learning framework for reinforcement learning (RL) in which the agent can leverage both an offline dataset and online interactions to learn the optimal policy. We present a unified algorithm and analysis and…
We study adversarial online learning with hidden-convex losses, i.e., nonconvex losses that become convex after a nonlinear reparameterization. Ghai, Lu and Hazan (2022) proved that, under geometric and smoothness assumptions, online…
We study the problem of online learning (OL) from revealed preferences: a learner wishes to learn a non-strategic agent's private utility function through observing the agent's utility-maximizing actions in a changing environment. We adopt…
We propose an algorithmic framework, Offline Estimation to Decisions (OE2D), that reduces contextual bandit learning with general reward function approximation to offline regression. The framework allows near-optimal regret for contextual…
We study unconstrained Online Linear Optimization with Lipschitz losses. Motivated by the pursuit of instance optimality, we propose a new algorithm that simultaneously achieves ($i$) the AdaGrad-style second order gradient adaptivity; and…
We initiate the study of learning in contextual bandits with the help of loss predictors. The main question we address is whether one can improve over the minimax regret $\mathcal{O}(\sqrt{T})$ for learning over $T$ rounds, when the total…
We study a generalization of the Online Convex Optimization (OCO) framework with time-varying adversarial constraints. In this setting, at each round, the learner selects an action from a convex decision set $X$, after which both a convex…
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 study a generalization of the problem of online learning in adversarial linear contextual bandits by incorporating loss functions that belong to a reproducing kernel Hilbert space, which allows for a more flexible modeling of complex…
Classical results in statistical learning typically consider two extreme data-generating models: i.i.d. instances from an unknown distribution, or fully adversarial instances, often much more challenging statistically. To bridge the gap…
We study how to adapt to smoothly-varying ('easy') environments in well-known online learning problems where acquiring information is expensive. For the problem of label efficient prediction, which is a budgeted version of prediction with…
In online inverse linear optimization, a learner observes time-varying sets of feasible actions and an agent's optimal actions, selected by solving linear optimization over the feasible actions. The learner sequentially makes predictions of…
Online model selection in Bayesian bandits raises a fundamental exploration challenge: When an environment instance is sampled from a prior distribution, how can we design an adaptive strategy that explores multiple bandit learners and…
We revisit the problem of private online learning, in which a learner receives a sequence of $T$ data points and has to respond at each time-step a hypothesis. It is required that the entire stream of output hypotheses should satisfy…
In this paper, we broaden the horizon of online convex optimization (OCO), and consider multi-objective OCO, where there are $K$ distinct loss function sequences, and an algorithm has to choose its action at time $t$, before the $K$ loss…
Hu and Mehta (2024) posed an open problem: what is the optimal instance-dependent rate for the stochastic decision-theoretic online learning (with $K$ actions and $T$ rounds) under $\varepsilon$-differential privacy? Before, the best known…
We consider the setting of online convex optimization with adversarial time-varying constraints in which actions must be feasible w.r.t. a fixed constraint set, and are also required on average to approximately satisfy additional…
Consider an online convex optimization problem where the loss functions are self-concordant barriers, smooth relative to a convex function $h$, and possibly non-Lipschitz. We analyze the regret of online mirror descent with $h$. Then, based…
In this paper, the problem of online distributed zeroth-order optimization subject to a set constraint is studied via a multi-agent network, where each agent can communicate with its immediate neighbors via a time-varying directed graph.…
Inverse optimization is a powerful paradigm for learning preferences and restrictions that explain the behavior of a decision maker, based on a set of external signal and the corresponding decision pairs. However, most inverse optimization…