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We study online learning in constrained Markov decision processes (CMDPs) in which rewards and constraints may be either stochastic or adversarial. In such settings, Stradi et al.(2024) proposed the first best-of-both-worlds algorithm able…

We study online convex optimization in the random order model, recently proposed by \citet{garber2020online}, where the loss functions may be chosen by an adversary, but are then presented to the online algorithm in a uniformly random…

This paper concerns corpus poisoning attacks in dense information retrieval, where an adversary attempts to compromise the ranking performance of a search algorithm by injecting a small number of maliciously generated documents into the…

We consider a partial-feedback variant of the well-studied online PCA problem where a learner attempts to predict a sequence of $d$-dimensional vectors in terms of a quadratic loss, while only having limited feedback about the environment's…

Let $(X, d)$ be a metric space and $C \subseteq 2^X$ -- a collection of special objects. In the $(X,d,C)$-chasing problem, an online player receives a sequence of online requests $\{B_t\}_{t=1}^T \subseteq C$ and responds with a trajectory…

In this paper we study how the choice of loss functions of non-convex optimization problems affects their robustness and optimization landscape, through the study of noisy matrix sensing. In traditional regression tasks, mean squared error…

We consider the problem of online convex optimization against an arbitrary adversary with bandit feedback, known as bandit convex optimization. We give the first $\tilde{O}(\sqrt{T})$-regret algorithm for this setting based on a novel…

We address learning Nash equilibria in convex games under the payoff information setting. We consider the case in which the game pseudo-gradient is monotone but not necessarily strictly monotone. This relaxation of strict monotonicity…

We develop and analyze algorithms for distributionally robust optimization (DRO) of convex losses. In particular, we consider group-structured and bounded $f$-divergence uncertainty sets. Our approach relies on an accelerated method that…

It is well known that the class of rotation invariant algorithms are suboptimal even for learning sparse linear problems when the number of examples is below the "dimension" of the problem. This class includes any gradient descent trained…

The goal of ordinal embedding is to represent items as points in a low-dimensional Euclidean space given a set of constraints in the form of distance comparisons like "item $i$ is closer to item $j$ than item $k$". Ordinal constraints like…

Deep metric learning objectives (e.g., triplet loss) require storing and comparing high-dimensional embeddings, making the per-batch loss buffer scale as $O(S\cdot D)$, where $S$ is the number of samples in a batch and $D$ is the feature…

We study the problems of offline and online contextual optimization with feedback information, where instead of observing the loss, we observe, after-the-fact, the optimal action an oracle with full knowledge of the objective function would…

This paper addresses tracking of a moving target in a multi-agent network. The target follows a linear dynamics corrupted by an adversarial noise, i.e., the noise is not generated from a statistical distribution. The location of the target…

Stochastic optimization finds a wide range of applications in operations research and management science. However, existing stochastic optimization techniques usually require the information of random samples (e.g., demands in the…

We study the problem of contextual combinatorial semi-bandits, where input contexts are mapped into subsets of size $m$ of a collection of $K$ possible actions. In each round, the learner observes the realized reward of the predicted…

This paper investigates the problem of recovering missing samples using methods based on sparse representation adapted especially for image signals. Instead of $l_2$-norm or Mean Square Error (MSE), a new perceptual quality measure is used…

This paper studies the continuous-time dynamics of primal-dual algorithms for linearly constrained convex optimization problems and provides a quantitative convergence analysis using the Lyapunov functions. With the growing prevalence of…

Regularization, whether explicit in terms of a penalty in the loss or implicit in the choice of algorithm, is a cornerstone of modern machine learning. Indeed, controlling the complexity of the model class is particularly important when…

In the classical multi-armed bandit problem, instance-dependent algorithms attain improved performance on "easy" problems with a gap between the best and second-best arm. Are similar guarantees possible for contextual bandits? While…