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We introduce a transformation framework that can be utilized to develop online algorithms with low $\epsilon$-approximate regret in the random-order model from offline approximation algorithms. We first give a general reduction theorem that…

Machine Learning · Computer Science 2023-10-27 Jing Dong , Yuichi Yoshida

A recent goal in the Reinforcement Learning (RL) framework is to choose a sequence of actions or a policy to maximize the reward collected or minimize the regret incurred in a finite time horizon. For several RL problems in operation…

Machine Learning · Computer Science 2016-08-18 K J Prabuchandran , Tejas Bodas , Theja Tulabandhula

We provide the first oracle efficient sublinear regret algorithms for adversarial versions of the contextual bandit problem. In this problem, the learner repeatedly makes an action on the basis of a context and receives reward for the…

Machine Learning · Computer Science 2016-02-09 Vasilis Syrgkanis , Akshay Krishnamurthy , Robert E. Schapire

We consider online learning problems in the realizable setting, where there is a zero-loss solution, and propose new Differentially Private (DP) algorithms that obtain near-optimal regret bounds. For the problem of online prediction from…

Machine Learning · Computer Science 2023-03-01 Hilal Asi , Vitaly Feldman , Tomer Koren , Kunal Talwar

We study various discrete nonlinear combinatorial optimization problems in an online learning framework. In the first part, we address the question of whether there are negative results showing that getting a vanishing (or even vanishing…

Data Structures and Algorithms · Computer Science 2020-06-24 Evripidis Bampis , Dimitris Christou , Bruno Escoffier , Nguyen Kim Thang

Neural networks (NN) perform well in diverse tasks, but sometimes produce nonsensical results to humans. Most NN models "solely" learn from (input, output) pairs, occasionally conflicting with human knowledge. Many studies indicate…

Machine Learning · Computer Science 2024-08-22 Mooho Song , Jay-Yoon Lee

This paper introduces \textit{online bilevel optimization} in which a sequence of time-varying bilevel problems is revealed one after the other. We extend the known regret bounds for online single-level algorithms to the bilevel setting.…

Optimization and Control · Mathematics 2024-07-10 Davoud Ataee Tarzanagh , Parvin Nazari , Bojian Hou , Li Shen , Laura Balzano

We consider a basic problem at the interface of two fundamental fields: submodular optimization and online learning. In the online unconstrained submodular maximization (online USM) problem, there is a universe $[n]=\{1,2,...,n\}$ and a…

Machine Learning · Computer Science 2018-06-12 Tim Roughgarden , Joshua R. Wang

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

We present an algorithm based on the \emph{Optimism in the Face of Uncertainty} (OFU) principle which is able to learn Reinforcement Learning (RL) modeled by Markov decision process (MDP) with finite state-action space efficiently. By…

Machine Learning · Computer Science 2020-01-01 Zihan Zhang , Xiangyang Ji

In this paper, we focus on a theory-practice gap for Adam and its variants (AMSgrad, AdamNC, etc.). In practice, these algorithms are used with a constant first-order moment parameter $\beta_{1}$ (typically between $0.9$ and $0.99$). In…

Machine Learning · Statistics 2020-03-24 Ahmet Alacaoglu , Yura Malitsky , Panayotis Mertikopoulos , Volkan Cevher

Bayesian optimization (BO) with preference-based feedback has recently garnered significant attention due to its emerging applications. We refer to this problem as Bayesian Optimization from Human Feedback (BOHF), which differs from…

Machine Learning · Computer Science 2025-05-30 Aya Kayal , Sattar Vakili , Laura Toni , Da-shan Shiu , Alberto Bernacchia

We define an online learning and optimization problem with discrete and irreversible decisions contributing toward a coverage target. In each period, a decision-maker selects facilities to open, receives information on the success of each…

Machine Learning · Computer Science 2026-03-06 Alexandre Jacquillat , Michael Lingzhi Li

The Competing Bandits framework is a recently emerging area that integrates multi-armed bandits in online learning with stable matching in game theory. While conventional models assume that all players and arms are constantly available, in…

Machine Learning · Computer Science 2026-03-23 Shinnosuke Uba , Yutaro Yamaguchi

This paper considers the distributed online convex optimization problem with time-varying constraints over a network of agents. This is a sequential decision making problem with two sequences of arbitrarily varying convex loss and…

Optimization and Control · Mathematics 2022-12-29 Xinlei Yi , Xiuxian Li , Tao Yang , Lihua Xie , Tianyou Chai , Karl H. Johansson

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

The problem of distributed learning and channel access is considered in a cognitive network with multiple secondary users. The availability statistics of the channels are initially unknown to the secondary users and are estimated using…

Networking and Internet Architecture · Computer Science 2016-11-17 Animashree Anandkumar , Nithin Michael , Ao Kevin Tang , Ananthram Swami

We study an asynchronous online learning setting with a network of agents. At each time step, some of the agents are activated, requested to make a prediction, and pay the corresponding loss. The loss function is then revealed to these…

Machine Learning · Computer Science 2020-01-16 Nicolò Cesa-Bianchi , Tommaso R. Cesari , Claire Monteleoni

Active learning is relevant and challenging for high-dimensional regression models when the annotation of the samples is expensive. Yet most of the existing sampling methods cannot be applied to large-scale problems, consuming too much time…

Machine Learning · Computer Science 2020-01-24 Evgenii Tsymbalov , Maxim Panov , Alexander Shapeev

We introduce an online mathematical framework for survival analysis, allowing real time adaptation to dynamic environments and censored data. This framework enables the estimation of event time distributions through an optimal second order…

Machine Learning · Computer Science 2024-02-09 Camila Fernandez , Pierre Gaillard , Joseph de Vilmarest , Olivier Wintenberger
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