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Fleets of unmanned robots can be beneficial for the long-term monitoring of large areas, e.g., to monitor wild flocks, detect intruders, search and rescue. Monitoring numerous dynamic targets in a collaborative and efficient way is a…

Robotics · Computer Science 2024-03-06 Shuaikang Wang , Yiannis Kantaros , Meng Guo

We present a new algorithm based on posterior sampling for learning in constrained Markov decision processes (CMDP) in the infinite-horizon undiscounted setting. The algorithm achieves near-optimal regret bounds while being advantageous…

Machine Learning · Computer Science 2023-09-28 Danil Provodin , Pratik Gajane , Mykola Pechenizkiy , Maurits Kaptein

We consider the problem of online combinatorial optimization under semi-bandit feedback, where a learner has to repeatedly pick actions from a combinatorial decision set in order to minimize the total losses associated with its decisions.…

Machine Learning · Computer Science 2015-06-11 Gergely Neu

Partial monitoring is a generic framework of online decision-making problems with limited feedback. To make decisions from such limited feedback, it is necessary to find an appropriate distribution for exploration. Recently, a powerful…

Machine Learning · Computer Science 2025-02-18 Taira Tsuchiya , Shinji Ito , Junya Honda

We consider an online two-stage stochastic optimization with long-term constraints over a finite horizon of $T$ periods. At each period, we take the first-stage action, observe a model parameter realization and then take the second-stage…

Machine Learning · Computer Science 2024-05-21 Jiashuo Jiang

Utilizing the capabilities of configurable sensing systems requires addressing difficult information gathering problems. Near-optimal approaches exist for sensing systems without internal states. However, when it comes to optimizing the…

Systems and Control · Computer Science 2013-09-24 Nikolay Atanasov , Jerome Le Ny , Kostas Daniilidis , George J. Pappas

This work studies the problem of sequential control in an unknown, nonlinear dynamical system, where we model the underlying system dynamics as an unknown function in a known Reproducing Kernel Hilbert Space. This framework yields a general…

Machine Learning · Computer Science 2020-06-23 Sham Kakade , Akshay Krishnamurthy , Kendall Lowrey , Motoya Ohnishi , Wen Sun

We provide the first sub-linear space and sub-linear regret algorithm for online learning with expert advice (against an oblivious adversary), addressing an open question raised recently by Srinivas, Woodruff, Xu and Zhou (STOC 2022). We…

Data Structures and Algorithms · Computer Science 2022-11-09 Binghui Peng , Fred Zhang

Biological agents, such as humans and animals, are capable of making decisions out of a very large number of choices in a limited time. They can do so because they use their prior knowledge to find a solution that is not necessarily optimal…

Robotics · Computer Science 2023-08-01 Durgakant Pushp , Junhong Xu , Lantao Liu

Submodular functions are a broad class of set functions, which naturally arise in diverse areas. Many algorithms have been suggested for the maximization of these functions. Unfortunately, once the function deviates from submodularity, the…

Discrete Mathematics · Computer Science 2017-07-17 Lin Chen , Moran Feldman , Amin Karbasi

In practical applications, data is used to make decisions in two steps: estimation and optimization. First, a machine learning model estimates parameters for a structural model relating decisions to outcomes. Second, a decision is chosen to…

Optimization and Control · Mathematics 2022-10-28 Samuel Tan , Peter I. Frazier

We consider algorithms for "smoothed online convex optimization" problems, a variant of the class of online convex optimization problems that is strongly related to metrical task systems. Prior literature on these problems has focused on…

Data Structures and Algorithms · Computer Science 2015-08-18 Lachlan L. H. Andrew , Siddharth Barman , Katrina Ligett , Minghong Lin , Adam Meyerson , Alan Roytman , Adam Wierman

We investigate online convex optimization in non-stationary environments and choose dynamic regret as the performance measure, defined as the difference between cumulative loss incurred by the online algorithm and that of any feasible…

Machine Learning · Computer Science 2024-04-09 Peng Zhao , Yu-Jie Zhang , Lijun Zhang , Zhi-Hua Zhou

Online Reinforcement Learning (RL) is typically framed as the process of minimizing cumulative regret (CR) through interactions with an unknown environment. However, real-world RL applications usually involve a sequence of tasks, and the…

Machine Learning · Statistics 2024-10-28 Ziping Xu , Kelly W. Zhang , Susan A. Murphy

Multi-agent systems are being increasingly deployed in challenging environments for performing complex tasks such as multi-target tracking, search-and-rescue, and intrusion detection. Notwithstanding the computational limitations of…

Optimization and Control · Mathematics 2017-11-30 Amrit Singh Bedi , Paban Sarma , Ketan Rajawat

We consider multi-objective optimization (MOO) of an unknown vector-valued function in the non-parametric Bayesian optimization (BO) setting, with the aim being to learn points on the Pareto front of the objectives. Most existing BO…

Machine Learning · Computer Science 2020-08-21 Sayak Ray Chowdhury , Aditya Gopalan

We improve the efficiency of algorithms for stochastic \emph{combinatorial semi-bandits}. In most interesting problems, state-of-the-art algorithms take advantage of structural properties of rewards, such as \emph{independence}. However,…

Machine Learning · Statistics 2019-06-24 Pierre Perrault , Vianney Perchet , Michal Valko

In this paper, we study the well-known team orienteering problem where a fleet of robots collects rewards by visiting locations. Usually, the rewards are assumed to be known to the robots; however, in applications such as environmental…

Robotics · Computer Science 2021-12-16 Nils Wilde , Armin Sadeghi , Stephen L. Smith

We study how to scale distributed bandit submodular coordination under realistic communication constraints in bandwidth, data rate, and connectivity. We are motivated by multi-agent tasks of active situational awareness in unknown,…

Systems and Control · Electrical Eng. & Systems 2026-02-24 Zirui Xu , Vasileios Tzoumas

This paper introduces consensus-based primal-dual methods for distributed online optimization where the time-varying system objective function $f_t(\mathbf{x})$ is given as the sum of local agents' objective functions, i.e.,…

Optimization and Control · Mathematics 2017-06-01 Soomin Lee , Michael M. Zavlanos