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We consider the decision-making framework of online convex optimization with a very large number of experts. This setting is ubiquitous in contextual and reinforcement learning problems, where the size of the policy class renders…

Machine Learning · Computer Science 2021-02-19 Elad Hazan , Karan Singh

Dueling bandits is a prominent framework for decision-making involving preferential feedback, a valuable feature that fits various applications involving human interaction, such as ranking, information retrieval, and recommendation systems.…

Machine Learning · Computer Science 2024-10-16 Qiwei Di , Tao Jin , Yue Wu , Heyang Zhao , Farzad Farnoud , Quanquan Gu

We study the control of a linear dynamical system with adversarial disturbances (as opposed to statistical noise). The objective we consider is one of regret: we desire an online control procedure that can do nearly as well as that of a…

Machine Learning · Computer Science 2019-02-26 Naman Agarwal , Brian Bullins , Elad Hazan , Sham M. Kakade , Karan Singh

Contrastive losses have long been a key ingredient of deep metric learning and are now becoming more popular due to the success of self-supervised learning. Recent research has shown the benefit of decomposing such losses into two…

Machine Learning · Computer Science 2021-12-23 Arnaud Sors , Rafael Sampaio de Rezende , Sarah Ibrahimi , Jean-Marc Andreoli

We introduce ANTIDOTE, a new class of objectives for learning under noisy labels which are defined in terms of a relaxation over an information-divergence neighborhood. Using convex duality, we provide a reformulation as an adversarial…

Machine Learning · Computer Science 2025-08-12 Jeremiah Birrell , Reza Ebrahimi

Derivative Free Optimization is known to be an efficient and robust method to tackle the black-box optimization problem. When it comes to noisy functions, classical comparison-based algorithms are slower than gradient-based algorithms. For…

Optimization and Control · Mathematics 2016-04-29 Marie-Liesse Cauwet , Olivier Teytaud

Direct contextual policy search methods learn to improve policy parameters and simultaneously generalize these parameters to different context or task variables. However, learning from high-dimensional context variables, such as camera…

Machine Learning · Statistics 2016-11-11 Voot Tangkaratt , Herke van Hoof , Simone Parisi , Gerhard Neumann , Jan Peters , Masashi Sugiyama

We explore a stochastic contextual linear bandit problem where the agent observes a noisy, corrupted version of the true context through a noise channel with an unknown noise parameter. Our objective is to design an action policy that can…

Machine Learning · Computer Science 2024-03-26 Sharu Theresa Jose , Shana Moothedath

We consider distributed online convex optimization problems, where the distributed system consists of various computing units connected through a time-varying communication graph. In each time step, each computing unit selects a constrained…

Machine Learning · Computer Science 2019-12-23 Deming Yuan , Alexandre Proutiere , Guodong Shi

We consider the problem of controlling a known linear dynamical system under stochastic noise, adversarially chosen costs, and bandit feedback. Unlike the full feedback setting where the entire cost function is revealed after each decision,…

Machine Learning · Computer Science 2020-07-03 Asaf Cassel , Tomer Koren

We introduce the problem of model selection for contextual bandits, where a learner must adapt to the complexity of the optimal policy while balancing exploration and exploitation. Our main result is a new model selection guarantee for…

Machine Learning · Computer Science 2019-11-15 Dylan J. Foster , Akshay Krishnamurthy , Haipeng Luo

In this paper, we study the private and robust alignment of language models from a theoretical perspective by establishing upper bounds on the suboptimality gap in both offline and online settings. We consider preference labels subject to…

Machine Learning · Computer Science 2026-01-01 Wenqian Weng , Yi He , Xingyu Zhou

We investigate decentralized online convex optimization (D-OCO), in which a set of local learners are required to minimize a sequence of global loss functions using only local computations and communications. Previous studies have…

Machine Learning · Computer Science 2024-12-12 Yuanyu Wan , Tong Wei , Bo Xue , Mingli Song , Lijun Zhang

Most contextual bandit algorithms minimize regret against the best fixed policy, a questionable benchmark for non-stationary environments that are ubiquitous in applications. In this work, we develop several efficient contextual bandit…

Machine Learning · Computer Science 2019-04-05 Haipeng Luo , Chen-Yu Wei , Alekh Agarwal , John Langford

We find that reinforcement exponentially reduces computation time of the quantum search problem from $\sqrt{D}$ to $\ln D$ in a $D$-dimensional system. Therefor, a reinforced quantum search is expected to exhibit an exponentially larger…

Quantum Physics · Physics 2026-04-07 Marjan Homayouni-Sangari , Abolfazl Ramezanpour

We develop and analyze stochastic optimization algorithms for problems in which the expected loss is strongly convex, and the optimum is (approximately) sparse. Previous approaches are able to exploit only one of these two structures,…

Machine Learning · Statistics 2012-07-19 Alekh Agarwal , Sahand Negahban , Martin J. Wainwright

Adapting to a priori unknown noise level is a very important but challenging problem in sequential decision-making as efficient exploration typically requires knowledge of the noise level, which is often loosely specified. We report…

Machine Learning · Statistics 2024-06-11 Kwang-Sung Jun , Jungtaek Kim

Random and structured noise both affect seismic data, hiding the reflections of interest (primaries) that carry meaningful geophysical interpretation. When the structured noise is composed of multiple reflections, its adaptive cancellation…

Geophysics · Physics 2014-06-19 Mai Quyen Pham , Caroline Chaux , Laurent Duval , Jean-Christophe Pesquet

We consider the following variant of contextual linear bandits motivated by routing applications in navigational engines and recommendation systems. We wish to learn a hidden $d$-dimensional value $w^*$. Every round, we are presented with a…

Machine Learning · Computer Science 2021-06-10 Sreenivas Gollapudi , Guru Guruganesh , Kostas Kollias , Pasin Manurangsi , Renato Paes Leme , Jon Schneider

In this study, we propose a new method for constructing UCB-type algorithms for stochastic multi-armed bandits based on general convex optimization methods with an inexact oracle. We derive the regret bounds corresponding to the convergence…

Machine Learning · Computer Science 2024-02-13 Yuriy Dorn , Aleksandr Katrutsa , Ilgam Latypov , Andrey Pudovikov
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