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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…

Machine Learning · Computer Science 2022-02-15 Qing-xin Meng , Jian-wei Liu

We develop a reduction-based framework for online learning with delayed feedback that recovers and improves upon existing results for both first-order and bandit convex optimization. Our approach introduces a continuous-time model under…

Machine Learning · Computer Science 2026-02-04 Alexander Ryabchenko , Idan Attias , Daniel M. Roy

In this paper, we investigate the problem of \textit{episodic reinforcement learning} with quantum oracles for state evolution. To this end, we propose an \textit{Upper Confidence Bound} (UCB) based quantum algorithmic framework to…

Machine Learning · Computer Science 2023-02-20 Bhargav Ganguly , Yulian Wu , Di Wang , Vaneet Aggarwal

In this paper we study the mincut problem in the online setting. We consider two distinct models: A) competitive analysis and B) regret analysis. In the competitive setting we consider the vertex arrival model; whenever a new vertex arrives…

Data Structures and Algorithms · Computer Science 2020-08-17 Avah Banerjee , Guoli Ding

We address the problem of simultaneously learning and control in an online receding horizon control setting. We consider the control of an unknown linear dynamical system with general cost functions and affine constraints on the control…

Optimization and Control · Mathematics 2022-11-02 Deepan Muthirayan , Jianjun Yuan , Pramod P. Khargonekar

We consider the online version of the isotonic regression problem. Given a set of linearly ordered points (e.g., on the real line), the learner must predict labels sequentially at adversarially chosen positions and is evaluated by her total…

Machine Learning · Computer Science 2016-10-10 Wojciech Kotłowski , Wouter M. Koolen , Alan Malek

We study the online saddle point problem, an online learning problem where at each iteration a pair of actions need to be chosen without knowledge of the current and future (convex-concave) payoff functions. The objective is to minimize the…

Machine Learning · Statistics 2020-04-07 Adrian Rivera , He Wang , Huan Xu

We consider combinatorial online learning with subset choices when only relative feedback information from subsets is available, instead of bandit or semi-bandit feedback which is absolute. Specifically, we study two regret minimisation…

Machine Learning · Computer Science 2020-02-28 Aadirupa Saha , Aditya Gopalan

We develop an online learning algorithm for identifying unlabeled data points that are most informative for training (i.e., active learning). By formulating the active learning problem as the prediction with sleeping experts problem, we…

Machine Learning · Computer Science 2022-02-24 Cenk Baykal , Lucas Liebenwein , Dan Feldman , Daniela Rus

We study the multi-armed bandit problem where the rewards are realizations of general non-stationary stochastic processes, a setting that generalizes many existing lines of work and analyses. In particular, we present a theoretical analysis…

Machine Learning · Computer Science 2020-09-04 Corinna Cortes , Giulia DeSalvo , Vitaly Kuznetsov , Mehryar Mohri , Scott Yang

The problem of regret minimization for online adaptive control of linear-quadratic systems is studied. In this problem, the true system transition parameters (matrices $A$ and $B$) are unknown, and the objective is to design and analyze…

Optimization and Control · Mathematics 2022-10-31 Mohammad Akbari , Bahman Gharesifard , Tamas Linder

We consider the problem of transfer learning in an online setting. Different tasks are presented sequentially and processed by a within-task algorithm. We propose a lifelong learning strategy which refines the underlying data representation…

Machine Learning · Statistics 2019-10-14 Pierre Alquier , The Tien Mai , Massimiliano Pontil

In this work, we propose a computationally efficient algorithm for the problem of global optimization in univariate loss functions. For the performance evaluation, we study the cumulative regret of the algorithm instead of the simple regret…

Machine Learning · Computer Science 2022-01-19 Kaan Gokcesu , Hakan Gokcesu

We study the problem of guaranteeing low regret in repeated games against an opponent with unknown membership in one of several classes. We add the constraint that our algorithm is non-exploitable, in that the opponent lacks an incentive to…

Computer Science and Game Theory · Computer Science 2022-07-05 Anthony DiGiovanni , Ambuj Tewari

We consider the setting of iterative learning control, or model-based policy learning in the presence of uncertain, time-varying dynamics. In this setting, we propose a new performance metric, planning regret, which replaces the standard…

Machine Learning · Computer Science 2021-03-01 Naman Agarwal , Elad Hazan , Anirudha Majumdar , Karan Singh

This work theoretically studies a ubiquitous reinforcement learning policy for controlling the canonical model of continuous-time stochastic linear-quadratic systems. We show that randomized certainty equivalent policy addresses the…

Machine Learning · Computer Science 2022-08-23 Mohamad Kazem Shirani Faradonbeh

In the classic expert problem, $\Phi$-regret measures the gap between the learner's total loss and that achieved by applying the best action transformation $\phi \in \Phi$. A recent work by Lu et al., [2025] introduces an adaptive algorithm…

Machine Learning · Computer Science 2025-12-16 Soumita Hait , Ping Li , Haipeng Luo , Mengxiao Zhang

This paper investigates the problem of combinatorial multiarmed bandits with stochastic submodular (in expectation) rewards and full-bandit delayed feedback, where the delayed feedback is assumed to be composite and anonymous. In other…

Machine Learning · Computer Science 2025-01-23 Mohammad Pedramfar , Vaneet Aggarwal

In this work we provide provable regret guarantees for an online meta-learning control algorithm in an iterative control setting, where in each iteration the system to be controlled is a linear deterministic system that is different and…

Machine Learning · Computer Science 2022-02-07 Deepan Muthirayan , Pramod Khargonekar

We study contextual bandits with budget and time constraints, referred to as constrained contextual bandits.The time and budget constraints significantly complicate the exploration and exploitation tradeoff because they introduce complex…

Machine Learning · Computer Science 2015-10-20 Huasen Wu , R. Srikant , Xin Liu , Chong Jiang