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Distributed, online data mining systems have emerged as a result of applications requiring analysis of large amounts of correlated and high-dimensional data produced by multiple distributed data sources. We propose a distributed online data…
Maintaining predictive accuracy in non-stationary environments requires online model selection to adapt autonomously to unknown distribution shifts. However, existing tuning-free algorithms face a fundamental trade-off between robustness…
Meta-learning is characterized by its ability to learn how to learn, enabling the adaptation of learning strategies across different tasks. Recent research introduced the Meta-Thompson Sampling (Meta-TS), which meta-learns an unknown prior…
Bandits with feedback graphs are powerful online learning models that interpolate between the full information and classic bandit problems, capturing many real-life applications. A recent work by Zhang et al. (2023) studies the contextual…
Sequential prediction problems such as imitation learning, where future observations depend on previous predictions (actions), violate the common i.i.d. assumptions made in statistical learning. This leads to poor performance in theory and…
Multifidelity approximation is an important technique in scientific computation and simulation. In this paper, we introduce a bandit-learning approach for leveraging data of varying fidelities to achieve precise estimates of the parameters…
Learning from prior tasks and transferring that experience to improve future performance is critical for building lifelong learning agents. Although results in supervised and reinforcement learning show that transfer may significantly…
We address the online linear optimization problem with bandit feedback. Our contribution is twofold. First, we provide an algorithm (based on exponential weights) with a regret of order $\sqrt{d n \log N}$ for any finite action set with $N$…
We study the multi-objective linear contextual bandit problem, where multiple possible conflicting objectives must be optimized simultaneously. We propose \texttt{MOL-TS}, the \textit{first} Thompson Sampling algorithm with Pareto regret…
We consider the following problem: We are given $\ell$ heuristics for Metrical Task Systems (MTS), where each might be tailored to a different type of input instances. While processing an input instance received online, we are allowed to…
For imitation learning algorithms to scale to real-world challenges, they must handle high-dimensional observations, offline learning, and policy-induced covariate-shift. We propose DITTO, an offline imitation learning algorithm which…
Action delays degrade the performance of reinforcement learning in many real-world systems. This paper proposes a formal definition of delay-aware Markov Decision Process and proves it can be transformed into standard MDP with augmented…
We study the problem of oracle-efficient hybrid online learning when the features are generated by an unknown i.i.d. process and the labels are generated adversarially. Assuming access to an (offline) ERM oracle, we show that there exists a…
This paper studies representation learning for multi-task linear bandits and multi-task episodic RL with linear value function approximation. We first consider the setting where we play $M$ linear bandits with dimension $d$ concurrently,…
In this paper we consider the contextual multi-armed bandit problem for linear payoffs under a risk-averse criterion. At each round, contexts are revealed for each arm, and the decision maker chooses one arm to pull and receives the…
We study a stochastic budget-allocation problem over $K$ tasks. At each round $t$, the learner chooses an allocation $X_t \in \Delta_K$. Task $k$ succeeds with probability $F_k(X_{t,k})$, where $F_1,\dots,F_K$ are nondecreasing…
In this paper, we improve the kernel alignment regret bound for online kernel learning in the regime of the Hinge loss function. Previous algorithm achieves a regret of $O((\mathcal{A}_TT\ln{T})^{\frac{1}{4}})$ at a computational complexity…
In this work we investigate meta-learning (or learning-to-learn) approaches in multi-task linear stochastic bandit problems that can originate from multiple environments. Inspired by the work of [1] on meta-learning in a sequence of linear…
It has been recently shown in the literature that the sample averages from online learning experiments are biased when used to estimate the mean reward. To correct the bias, off-policy evaluation methods, including importance sampling and…
In performative prediction, the deployment of a predictive model triggers a shift in the data distribution. As these shifts are typically unknown ahead of time, the learner needs to deploy a model to get feedback about the distribution it…