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We consider control in linear time-varying dynamical systems from the perspective of regret minimization. Unlike most prior work in this area, we focus on the problem of designing an online controller which minimizes regret against the best…

Machine Learning · Computer Science 2021-02-03 Gautam Goel , Babak Hassibi

We consider model selection in stochastic bandit and reinforcement learning problems. Given a set of base learning algorithms, an effective model selection strategy adapts to the best learning algorithm in an online fashion. We show that by…

Machine Learning · Computer Science 2020-06-11 Yasin Abbasi-Yadkori , Aldo Pacchiano , My Phan

The problem of coordination without a priori information about the environment is important in robotics. Applications vary from formation control to search and rescue. This paper considers the problem of search by a group of solitary…

Robotics · Computer Science 2019-05-28 Jordan F. Masakuna , Simukai W. Utete , Steve Kroon

We address the problem of learning to control an unknown nonlinear dynamical system through sequential interactions. Motivated by high-stakes applications in which mistakes can be catastrophic, such as robotics and healthcare, we study…

Machine Learning · Computer Science 2025-04-14 James Wang , Bruce D. Lee , Ingvar Ziemann , Nikolai Matni

We study online learning settings in which experts act strategically to maximize their influence on the learning algorithm's predictions by potentially misreporting their beliefs about a sequence of binary events. Our goal is twofold.…

Machine Learning · Computer Science 2020-07-02 Rupert Freeman , David M. Pennock , Chara Podimata , Jennifer Wortman Vaughan

This paper considers online convex optimization with long term constraints, where constraints can be violated in intermediate rounds, but need to be satisfied in the long run. The cumulative constraint violation is used as the metric to…

Machine Learning · Computer Science 2021-06-10 Xinlei Yi , Xiuxian Li , Tao Yang , Lihua Xie , Tianyou Chai , Karl H. Johansson

This study considers online learning with general directed feedback graphs. For this problem, we present best-of-both-worlds algorithms that achieve nearly tight regret bounds for adversarial environments as well as poly-logarithmic regret…

Machine Learning · Computer Science 2022-12-29 Shinji Ito , Taira Tsuchiya , Junya Honda

We study online learning in \emph{constrained MDPs} (CMDPs), focusing on the goal of attaining sublinear strong regret and strong cumulative constraint violation. Differently from their standard (weak) counterparts, these metrics do not…

Machine Learning · Computer Science 2024-10-04 Francesco Emanuele Stradi , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti

We investigate the online bandit learning of the monotone multi-linear DR-submodular functions, designing the algorithm $\mathtt{BanditMLSM}$ that attains $O(T^{2/3}\log T)$ of $(1-1/e)$-regret. Then we reduce submodular bandit with…

Machine Learning · Computer Science 2023-05-23 Zongqi Wan , Jialin Zhang , Wei Chen , Xiaoming Sun , Zhijie Zhang

In this paper, we consider the problem of finding a meta-learning online control algorithm that can learn across the tasks when faced with a sequence of $N$ (similar) control tasks. Each task involves controlling a linear dynamical system…

Machine Learning · Computer Science 2022-08-23 Deepan Muthirayan , Dileep Kalathil , Pramod P. Khargonekar

We provide theoretical bounds on the worst case performance of the greedy algorithm in seeking to maximize a normalized, monotone, but not necessarily submodular objective function under a simple partition matroid constraint. We also…

Systems and Control · Electrical Eng. & Systems 2022-10-19 Benjamin Biggs , James McMahon , Philip Baldoni , Daniel J. Stilwell

Bayesian optimisation is a popular method for efficient optimisation of expensive black-box functions. Traditionally, BO assumes that the search space is known. However, in many problems, this assumption does not hold. To this end, we…

Machine Learning · Statistics 2026-04-28 Hung Tran-The , Sunil Gupta , Santu Rana , Huong Ha , Svetha Venkatesh

Motivated by applications to online learning in sparse estimation and Bayesian optimization, we consider the problem of online unconstrained nonsubmodular minimization with delayed costs in both full information and bandit feedback…

Machine Learning · Computer Science 2022-06-02 Tianyi Lin , Aldo Pacchiano , Yaodong Yu , Michael I. Jordan

We consider the problem of sequentially maximizing an unknown function $f$ over a set of actions of the form $(s,\mathbf{x})$, where the selected actions must satisfy a safety constraint with respect to an unknown safety function $g$. We…

Machine Learning · Statistics 2024-06-06 Arpan Losalka , Jonathan Scarlett

In machine learning and big data, the optimization objectives based on set-cover, entropy, diversity, influence, feature selection, etc. are commonly modeled as submodular functions. Submodular (function) maximization is generally NP-hard,…

Data Structures and Algorithms · Computer Science 2022-12-13 Haotian Zhang , Rao Li , Zewei Wu , Guodong Sun

Coordinating multiple agents to collaboratively maximize submodular functions in unpredictable environments is a critical task with numerous applications in machine learning, robot planning and control. The existing approaches, such as the…

Multiagent Systems · Computer Science 2025-02-10 Qixin Zhang , Zongqi Wan , Yu Yang , Li Shen , Dacheng Tao

In this paper, we investigate the optimal robot path planning problem for high-level specifications described by co-safe linear temporal logic (LTL) formulae. We consider the scenario where the map geometry of the workspace is…

Systems and Control · Electrical Eng. & Systems 2024-01-18 Jianing Zhao , Keyi Zhu , Mingyang Feng , Xiang Yin

In this paper we prove the efficacy of a simple greedy algorithm for a finite horizon online resource allocation/matching problem, when the corresponding static planning linear program (SPP) exhibits a non-degeneracy condition called the…

Data Structures and Algorithms · Computer Science 2022-07-26 Varun Gupta

We consider systems that require timely monitoring of sources over a communication network, where the cost of delayed information is unknown, time-varying and possibly adversarial. For the single source monitoring problem, we design…

Networking and Internet Architecture · Computer Science 2021-05-31 Vishrant Tripathi , Eytan Modiano

Online learning algorithms that minimize regret provide strong guarantees in situations that involve repeatedly making decisions in an uncertain environment, e.g. a driver deciding what route to drive to work every day. While regret…

Computer Science and Game Theory · Computer Science 2013-09-06 Jeremiah Blocki , Nicolas Christin , Anupam Datta , Arunesh Sinha