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Inverse optimization refers to the inference of unknown parameters of an optimization problem based on knowledge of its optimal solutions. This paper considers inverse optimization in the setting where measurements of the optimal solutions…
Consensus based optimization is a derivative-free particles-based method for the solution of global optimization problems. Several versions of the method have been proposed in the literature, and different convergence results have been…
We present a new method for score-based adversarial attack, where the attacker queries the loss-oracle of the target model. Our method employs a parameterized search space with a structure that captures the relationship of the gradient of…
This paper studies bandit convex optimization with constraints, where the learner aims to generate a sequence of decisions under partial information of loss functions such that the cumulative loss is reduced as well as the cumulative…
We investigate the contextual bandits with knapsack (CBwK) problem in a high-dimensional linear setting, where the feature dimension can be very large. Our goal is to harness sparsity to obtain sharper regret guarantees. To this end, we…
We introduce a unified framework for contextual and causal Bayesian optimisation, which aims to design intervention policies maximising the expectation of a target variable. Our approach leverages both observed contextual information and…
We design the first regret guarantees for robust dynamic pricing that decouple the dependence on the corruption $C$ and the time horizon $T$. In dynamic pricing, a seller with unlimited supply of a good interacts with a stream of buyers…
We propose a new random method to minimize deterministic continuous functions over subsets $\mathcal{S}$ of high-dimensional space $\mathbb{R}^K$ without assuming convexity. Our procedure alternates between a Global Search (GS) regime to…
Modern control designs in robotics, aerospace, and cyber-physical systems rely heavily on real-world data obtained through system outputs. However, these outputs can be compromised by system faults and malicious attacks, distorting critical…
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…
In this paper, we study the problem of robust subspace recovery (RSR) in the presence of both strong adversarial corruptions and Gaussian noise. Specifically, given a limited number of noisy samples -- some of which are tampered by an…
We provide the first oracle efficient sublinear regret algorithms for adversarial versions of the contextual bandit problem. In this problem, the learner repeatedly makes an action on the basis of a context and receives reward for the…
This paper studies online optimization from a high-level unified theoretical perspective. We not only generalize both Optimistic-DA and Optimistic-MD in normed vector space, but also unify their analysis methods for dynamic regret. Regret…
We consider the problem of optimizing an unknown (typically non-convex) function with a bounded norm in some Reproducing Kernel Hilbert Space (RKHS), based on noisy bandit feedback. We consider a novel variant of this problem in which the…
The performance measure of an algorithm is a crucial part of its analysis. The performance can be determined by the study on the convergence rate of the algorithm in question. It is necessary to study some (hopefully convergent) sequence…
We consider high dimensional sparse regression, and develop strategies able to deal with arbitrary -- possibly, severe or coordinated -- errors in the covariance matrix $X$. These may come from corrupted data, persistent experimental…
Discrete optimization is a central problem in mathematical optimization with a broad range of applications, among which binary optimization and sparse optimization are two common ones. However, these problems are NP-hard and thus difficult…
Learning from human feedback plays an important role in aligning generative models, such as large language models (LLM). However, the effectiveness of this approach can be influenced by adversaries, who may intentionally provide misleading…
The problem of monotone submodular maximization has been studied extensively due to its wide range of applications. However, there are cases where one can only access the objective function in a distorted or noisy form because of the…
Dense Convolutional Network has been continuously refined to adopt a highly efficient and compact architecture, owing to its lightweight and efficient structure. However, the current Dense-like architectures are mainly designed manually, it…