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We analyze general model selection procedures using penalized empirical loss minimization under computational constraints. While classical model selection approaches do not consider computational aspects of performing model selection, we…

Machine Learning · Statistics 2012-08-02 Alekh Agarwal , Peter L. Bartlett , John C. Duchi

In order to develop practical and efficient algorithms while circumventing overly pessimistic computational lower bounds, recent work has been interested in developing oracle-efficient algorithms in a variety of learning settings. Two such…

Machine Learning · Computer Science 2025-02-17 Adam Block , Abhishek Shetty

Algorithms for reinforcement learning (RL) in large state spaces crucially rely on supervised learning subroutines to estimate objects such as value functions or transition probabilities. Since only the simplest supervised learning problems…

Machine Learning · Computer Science 2025-02-13 Dhruv Rohatgi , Dylan J. Foster

Among the reasons hindering reinforcement learning (RL) applications to real-world problems, two factors are critical: limited data and the mismatch between the testing environment (real environment in which the policy is deployed) and the…

Machine Learning · Computer Science 2023-01-30 Xiaoteng Ma , Zhipeng Liang , Jose Blanchet , Mingwen Liu , Li Xia , Jiheng Zhang , Qianchuan Zhao , Zhengyuan Zhou

We consider online learning problems under a partial observability model capturing situations where the information conveyed to the learner is between full information and bandit feedback. In the simplest variant, we assume that in addition…

Machine Learning · Computer Science 2026-04-28 Tomas Kocak , Gergely Neu , Michal Valko , Remi Munos

We study oracle complexity of gradient based methods for stochastic approximation problems. Though in many settings optimal algorithms and tight lower bounds are known for such problems, these optimal algorithms do not achieve the best…

Optimization and Control · Mathematics 2022-06-20 Jingzhao Zhang , Hongzhou Lin , Subhro Das , Suvrit Sra , Ali Jadbabaie

We consider offline policy optimization (OPO) in contextual bandits, where one is given a fixed dataset of logged interactions. While pessimistic regularizers are typically used to mitigate distribution shift, prior implementations thereof…

Machine Learning · Computer Science 2023-10-27 Lequn Wang , Akshay Krishnamurthy , Aleksandrs Slivkins

We consider online learning in an adversarial, non-convex setting under the assumption that the learner has an access to an offline optimization oracle. In the general setting of prediction with expert advice, Hazan et al. (2016)…

Machine Learning · Computer Science 2019-05-30 Naman Agarwal , Alon Gonen , Elad Hazan

A recent line of work has shown a surprising connection between multicalibration, a multi-group fairness notion, and omniprediction, a learning paradigm that provides simultaneous loss minimization guarantees for a large family of loss…

Machine Learning · Computer Science 2023-07-19 Sumegha Garg , Christopher Jung , Omer Reingold , Aaron Roth

In many practical applications, usually, similar optimisation problems or scenarios repeatedly appear. Learning from previous problem-solving experiences can help adjust algorithm components of meta-heuristics, e.g., adaptively selecting…

Neural and Evolutionary Computing · Computer Science 2024-04-17 Jiyuan Pei , Jialin Liu , Yi Mei

We study the problem of policy evaluation with linear function approximation and present efficient and practical algorithms that come with strong optimality guarantees. We begin by proving lower bounds that establish baselines on both the…

Machine Learning · Statistics 2022-08-16 Tianjiao Li , Guanghui Lan , Ashwin Pananjady

This article reviews the recent advances on the statistical foundation of reinforcement learning (RL) in the offline and low-adaptive settings. We will start by arguing why offline RL is the appropriate model for almost any real-life ML…

Machine Learning · Computer Science 2025-01-07 Ming Yin , Mengdi Wang , Yu-Xiang Wang

Imitation learning (IL) is a general learning paradigm for tackling sequential decision-making problems. Interactive imitation learning, where learners can interactively query for expert demonstrations, has been shown to achieve provably…

Machine Learning · Computer Science 2022-09-27 Yichen Li , Chicheng Zhang

In this paper, we study the distributed optimization problem using approximate first-order information. We suppose the agent can repeatedly call an inexact first-order oracle of each individual objective function and exchange information…

Optimization and Control · Mathematics 2022-08-26 Kui Zhu , Yichen Zhang , Yutao Tang

One of the main challenges in reinforcement learning (RL) is that the agent has to make decisions that would influence the future performance without having complete knowledge of the environment. Dynamically adjusting the level of epistemic…

Machine Learning · Computer Science 2026-03-02 Yupeng Wu , Wenyun Li , Wenjie Huang , Chin Pang Ho

Reinforcement learning (RL) in large environments often suffers from severe computational bottlenecks, as conventional regret minimization algorithms require repeated, costly calls to planning and statistical estimation oracles. While…

Machine Learning · Computer Science 2026-05-04 Haichen Hu , Jian Qian , David Simchi-Levi

Robot planning is the process of selecting a sequence of actions that optimize for a task specific objective. The optimal solutions to such tasks are heavily influenced by the implicit structure in the environment, i.e. the configuration of…

Given the rapid rise in energy demand by data centers and computing systems in general, it is fundamental to incorporate energy considerations when designing (scheduling) algorithms. Machine learning can be a useful approach in practice by…

Data Structures and Algorithms · Computer Science 2021-12-07 Antonios Antoniadis , Peyman Jabbarzade Ganje , Golnoosh Shahkarami

Network adaptation is essential for the efficient operation of Cloud-RANs. Unfortunately, it leads to highly intractable mixed-integer nonlinear programming problems. Existing solutions typically rely on convex relaxation, which yield…

Signal Processing · Electrical Eng. & Systems 2018-09-18 Yifei Shen , Yuanming Shi , Jun Zhang , Khaled B. Letaief

In the adaptive information gathering problem, a policy is required to select an informative sensing location using the history of measurements acquired thus far. While there is an extensive amount of prior work investigating effective…

Robotics · Computer Science 2017-05-23 Sanjiban Choudhury , Ashish Kapoor , Gireeja Ranade , Sebastian Scherer , Debadeepta Dey