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Many prediction domains, such as ad placement, recommendation, trajectory prediction, and document summarization, require predicting a set or list of options. Such lists are often evaluated using submodular reward functions that measure…

Machine Learning · Computer Science 2013-05-14 Stephane Ross , Jiaji Zhou , Yisong Yue , Debadeepta Dey , J. Andrew Bagnell

Ranking algorithms are fundamental to various online platforms across e-commerce sites to content streaming services. Our research addresses the challenge of adaptively ranking items from a candidate pool for heterogeneous users, a key…

Machine Learning · Computer Science 2024-06-10 Jingyuan Wang , Perry Dong , Ying Jin , Ruohan Zhan , Zhengyuan Zhou

We consider reinforcement learning (RL) in episodic MDPs with adversarial full-information reward feedback and unknown fixed transition kernels. We propose two model-free policy optimization algorithms, POWER and POWER++, and establish…

Machine Learning · Computer Science 2020-07-02 Yingjie Fei , Zhuoran Yang , Zhaoran Wang , Qiaomin Xie

We study reinforcement learning (RL) for decision processes with non-Markovian reward, in which high-level knowledge of the task in the form of reward machines is available to the learner. We consider probabilistic reward machines with…

Machine Learning · Computer Science 2024-12-30 Hippolyte Bourel , Anders Jonsson , Odalric-Ambrym Maillard , Chenxiao Ma , Mohammad Sadegh Talebi

Online learning aims to perform nearly as well as the best hypothesis in hindsight. For some hypothesis classes, though, even finding the best hypothesis offline is challenging. In such offline cases, local search techniques are often…

Artificial Intelligence · Computer Science 2012-06-18 Michael Bowling , Martin Zinkevich

We address the problem of active online assortment optimization problem with preference feedback, which is a framework for modeling user choices and subsetwise utility maximization. The framework is useful in various real-world applications…

Machine Learning · Computer Science 2024-03-01 Aadirupa Saha , Pierre Gaillard

We consider the problem of online learning where the sequence of actions played by the learner must adhere to an unknown safety constraint at every round. The goal is to minimize regret with respect to the best safe action in hindsight…

Machine Learning · Computer Science 2024-03-08 Karthik Sridharan , Seung Won Wilson Yoo

In repeated interaction problems with adaptive agents, our objective often requires anticipating and optimizing over the space of possible agent responses. We show that many problems of this form can be cast as instances of online…

Machine Learning · Computer Science 2024-06-28 William Brown , Christos Papadimitriou , Tim Roughgarden

Online learning algorithms have been successfully used to design caching policies with sublinear regret in the total number of requests, with no statistical assumption about the request sequence. Most existing algorithms involve…

Machine Learning · Computer Science 2025-03-05 Younes Ben Mazziane , Francescomaria Faticanti , Sara Alouf , Giovanni Neglia

The performance measure of an algorithm is a crucial part of its analysis. The performance can be determined by the study on the convergence rate of the algorithm in question. It is necessary to study some (hopefully convergent) sequence…

Optimization and Control · Mathematics 2016-07-25 Sandra Astete-Morales , Marie-Liesse Cauwet , Olivier Teytaud

In online learning, the data is provided in a sequential order, and the goal of the learner is to make online decisions to minimize overall regrets. This note is concerned with continuous-time models and algorithms for several online…

Machine Learning · Statistics 2024-05-20 Lexing Ying

We study online decision making problems under resource constraints, where both reward and cost functions are drawn from distributions that may change adversarially over time. We focus on two canonical settings: $(i)$ online resource…

Machine Learning · Computer Science 2025-06-19 Francesco Emanuele Stradi , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti , Christian Kroer

The trade-off between regret and computational cost is a fundamental problem for online kernel regression, and previous algorithms worked on the trade-off can not keep optimal regret bounds at a sublinear computational complexity. In this…

Machine Learning · Computer Science 2023-06-16 Junfan Li , Shizhong Liao

A key challenge in online learning is that classical algorithms can be slow to adapt to changing environments. Recent studies have proposed "meta" algorithms that convert any online learning algorithm to one that is adaptive to changing…

Machine Learning · Statistics 2017-11-08 Kwang-Sung Jun , Francesco Orabona , Stephen Wright , Rebecca Willett

We derive an online learning algorithm with improved regret guarantees for `easy' loss sequences. We consider two types of `easiness': (a) stochastic loss sequences and (b) adversarial loss sequences with small effective range of the…

Machine Learning · Computer Science 2019-08-28 Tobias Sommer Thune , Yevgeny Seldin

We consider the problem of contextual bandits and imitation learning, where the learner lacks direct knowledge of the executed action's reward. Instead, the learner can actively query an expert at each round to compare two actions and…

Machine Learning · Computer Science 2023-07-25 Ayush Sekhari , Karthik Sridharan , Wen Sun , Runzhe Wu

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

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

We study the regret of reinforcement learning from offline data generated by a fixed behavior policy in an infinite-horizon discounted Markov decision process (MDP). While existing analyses of common approaches, such as fitted $Q$-iteration…

Machine Learning · Computer Science 2023-07-13 Yichun Hu , Nathan Kallus , Masatoshi Uehara

We consider the framework of non-stationary Online Convex Optimization where a learner seeks to control its dynamic regret against an arbitrary sequence of comparators. When the loss functions are strongly convex or exp-concave, we…

Machine Learning · Computer Science 2021-11-24 Dheeraj Baby , Hilaf Hasson , Yuyang Wang