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We tackle the problem of online optimization with a general, possibly unbounded, loss function. It is well known that when the loss is bounded, the exponentially weighted aggregation strategy (EWA) leads to a regret in $\sqrt{T}$ after $T$…

Machine Learning · Statistics 2022-01-17 Pierre Alquier

Online quantum state learning is a recently proposed problem by Aaronson et al. (2018), where the learner sequentially predicts $n$-qubit quantum states based on given measurements on states and noisy outcomes. In the previous work, the…

Quantum Physics · Physics 2020-06-02 Yifang Chen , Xin Wang

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…

Machine Learning · Computer Science 2025-03-24 Branton DeMoss , Paul Duckworth , Jakob Foerster , Nick Hawes , Ingmar Posner

We study the problem of online generalized linear regression in the stochastic setting, where the label is generated from a generalized linear model with possibly unbounded additive noise. We provide a sharp analysis of the classical…

Machine Learning · Computer Science 2023-03-28 Heyang Zhao , Dongruo Zhou , Jiafan He , Quanquan Gu

Deep reinforcement learning (DRL) is a promising way to achieve human-like autonomous driving. However, the low sample efficiency and difficulty of designing reward functions for DRL would hinder its applications in practice. In light of…

Robotics · Computer Science 2021-10-29 Zhiyu Huang , Jingda Wu , Chen Lv

With the advent of large datasets, offline reinforcement learning (RL) is a promising framework for learning good decision-making policies without the need to interact with the real environment. However, offline RL requires the dataset to…

Machine Learning · Computer Science 2023-03-27 Yicheng Luo , Zhengyao Jiang , Samuel Cohen , Edward Grefenstette , Marc Peter Deisenroth

Offline reinforcement learning (RL) looks at learning how to optimally solve tasks using a fixed dataset of interactions from the environment. Many off-policy algorithms developed for online learning struggle in the offline setting as they…

Machine Learning · Computer Science 2025-03-18 Natinael Solomon Neggatu , Jeremie Houssineau , Giovanni Montana

Diffusion and flow matching policies offer expressive, multimodal action modeling, yet they are frequently unstable in online reinforcement learning (RL) due to intractable likelihoods and gradients propagating through long sampling chains.…

Machine Learning · Computer Science 2026-03-10 Chubin Zhang , Zhenglin Wan , Feng Chen , Fuchao Yang , Lang Feng , Yaxin Zhou , Xingrui Yu , Yang You , Ivor Tsang , Bo An

In this paper we extend the classical Follow-The-Regularized-Leader (FTRL) algorithm to encompass time-varying constraints, through adaptive penalization. We establish sufficient conditions for the proposed Penalized FTRL algorithm to…

Machine Learning · Computer Science 2022-04-07 Douglas J. Leith , George Iosifidis

We study an online forecasting setting in which, over $T$ rounds, $N$ strategic experts each report a forecast to a mechanism, the mechanism selects one forecast, and then the outcome is revealed. In any given round, each expert has a…

Machine Learning · Computer Science 2025-02-18 Junpei Komiyama , Nishant A. Mehta , Ali Mortazavi

The theory of deep learning focuses almost exclusively on supervised learning, non-convex optimization using stochastic gradient descent, and overparametrized neural networks. It is common belief that the optimizer dynamics, network…

Machine Learning · Computer Science 2022-02-18 Xinyi Chen , Edgar Minasyan , Jason D. Lee , Elad Hazan

Model-based reinforcement learning (MBRL) agents typically learn world models by minimizing predictive loss. However, powerful RL optimizers inevitably exploit minor model inaccuracies, leading to simulator exploitation and a reality gap…

Machine Learning · Computer Science 2026-05-29 Christoph Dann , Yishay Mansour , Mehryar Mohri

Self-imitation learning is a Reinforcement Learning (RL) method that encourages actions whose returns were higher than expected, which helps in hard exploration and sparse reward problems. It was shown to improve the performance of…

Machine Learning · Computer Science 2020-12-23 Johan Ferret , Olivier Pietquin , Matthieu Geist

A novel Follow-the-Perturbed-Leader type algorithm is proposed and analyzed for solving general long-term constrained optimization problems in an online manner, where the target and constraint functions are oblivious adversarially generated…

Optimization and Control · Mathematics 2025-10-02 Shijie Pan , Jianyu Xu , Wenjie Huang

Online imitation learning is the problem of how best to mimic expert demonstrations, given access to the environment or an accurate simulator. Prior work has shown that in the infinite sample regime, exact moment matching achieves value…

We study the online calibration of multi-dimensional forecasts over an arbitrary convex set $\mathcal{P} \subset \mathbb{R}^d$ relative to an arbitrary norm $\Vert\cdot\Vert$. We connect this with the problem of external regret minimization…

Machine Learning · Computer Science 2025-05-28 Maxwell Fishelson , Noah Golowich , Mehryar Mohri , Jon Schneider

A well-studied generalization of the standard online convex optimization (OCO) is constrained online convex optimization (COCO). In COCO, on every round, a convex cost function and a convex constraint function are revealed to the learner…

Machine Learning · Computer Science 2024-05-16 Abhishek Sinha , Rahul Vaze

In the experts problem, on each of $T$ days, an agent needs to follow the advice of one of $n$ ``experts''. After each day, the loss associated with each expert's advice is revealed. A fundamental result in learning theory says that the…

Data Structures and Algorithms · Computer Science 2023-03-10 Binghui Peng , Aviad Rubinstein

Although deep Reinforcement Learning (RL) has proven successful in a wide range of tasks, one challenge it faces is interpretability when applied to real-world problems. Saliency maps are frequently used to provide interpretability for deep…

Machine Learning · Computer Science 2022-05-19 Jinwei Xing , Takashi Nagata , Xinyun Zou , Emre Neftci , Jeffrey L. Krichmar

Imitation learning is well-suited for robotic tasks where it is difficult to directly program the behavior or specify a cost for optimal control. In this work, we propose a method for learning the reward function (and the corresponding…

Machine Learning · Computer Science 2021-01-01 Tianwei Ni , Harshit Sikchi , Yufei Wang , Tejus Gupta , Lisa Lee , Benjamin Eysenbach
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