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We study a generalization of the online binary prediction with expert advice framework where at each round, the learner is allowed to pick $m\geq 1$ experts from a pool of $K$ experts and the overall utility is a modular or submodular…

Machine Learning · Computer Science 2023-05-25 Omid Sadeghi , Maryam Fazel

The parameters for a Markov Decision Process (MDP) often cannot be specified exactly. Uncertain MDPs (UMDPs) capture this model ambiguity by defining sets which the parameters belong to. Minimax regret has been proposed as an objective for…

Artificial Intelligence · Computer Science 2023-02-14 Marc Rigter , Bruno Lacerda , Nick Hawes

In reinforcement learning, experience replay stores past samples for further reuse. Prioritized sampling is a promising technique to better utilize these samples. Previous criteria of prioritization include TD error, recentness and…

Machine Learning · Computer Science 2021-11-10 Xu-Hui Liu , Zhenghai Xue , Jing-Cheng Pang , Shengyi Jiang , Feng Xu , Yang Yu

Recently, several studies (Zhou et al., 2021a; Zhang et al., 2021b; Kim et al., 2021; Zhou and Gu, 2022) have provided variance-dependent regret bounds for linear contextual bandits, which interpolates the regret for the worst-case regime…

Machine Learning · Computer Science 2023-02-22 Heyang Zhao , Jiafan He , Dongruo Zhou , Tong Zhang , Quanquan Gu

This paper considers the distributed online convex-concave optimization with constraint sets over a multiagent network, in which each agent autonomously generates a series of decision pairs through a designable mechanism to cooperatively…

Optimization and Control · Mathematics 2025-08-14 Wentao Zhang , Baoyong Zhang , Deming Yuan , Shengyuan Xu , Vincent K. N. Lau

Training models to effectively use test-time compute is crucial for improving the reasoning performance of LLMs. Current methods mostly do so via fine-tuning on search traces or running RL with 0/1 outcome reward, but do these approaches…

Deep reinforcement learning algorithms that estimate state and state-action value functions have been shown to be effective in a variety of challenging domains, including learning control strategies from raw image pixels. However,…

Machine Learning · Computer Science 2018-10-26 Peter Jin , Kurt Keutzer , Sergey Levine

This work considered an online distributed optimization problem, with a group of agents whose local objective functions vary with time. Moreover, the value of the objective function is revealed to the corresponding agent after the decision…

Optimization and Control · Mathematics 2021-08-16 Yipeng Pang , Guoqiang Hu

We investigate online convex optimization in changing environments, and choose the adaptive regret as the performance measure. The goal is to achieve a small regret over every interval so that the comparator is allowed to change over time.…

Machine Learning · Computer Science 2019-06-18 Lijun Zhang , Tie-Yan Liu , Zhi-Hua 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 the stochastic multi-armed bandit problem in the case when the arm samples are dependent over time and generated from so-called weak $\cC$-mixing processes. We establish a $\cC-$Mix Improved UCB agorithm and provide both…

Machine Learning · Statistics 2019-06-26 Oleksandr Zadorozhnyi , Gilles Blanchard , Alexandra Carpentier

Integrated assessment models have become the primary tools for comparing climate policies that seek to reduce greenhouse gas emissions. Policy comparisons have often been performed by considering a planner who seeks to make optimal…

Econometrics · Economics 2022-01-24 Stephen J. DeCanio , Charles F. Manski , Alan H. Sanstad

Adaptive gradient methods have become recently very popular, in particular as they have been shown to be useful in the training of deep neural networks. In this paper we have analyzed RMSProp, originally proposed for the training of deep…

Machine Learning · Computer Science 2017-11-29 Mahesh Chandra Mukkamala , Matthias Hein

Value function factorization methods have become a dominant approach for cooperative multiagent reinforcement learning under a centralized training and decentralized execution paradigm. By factorizing the optimal joint action-value function…

Machine Learning · Computer Science 2023-02-14 Yongsheng Mei , Hanhan Zhou , Tian Lan

We study a stochastic bandit algorithm motivated by retry-aware objectives that value the best outcome among multiple attempts, such as pass@$k$ and max@$k$. Given a posterior over arm values, ReMax chooses a sampling distribution that…

Machine Learning · Computer Science 2026-05-21 Bingkui Tong , Junpei Komiyama , Soichiro Nishimori , Paavo Parmas

We consider the setting of online logistic regression and consider the regret with respect to the 2-ball of radius B. It is known (see [Hazan et al., 2014]) that any proper algorithm which has logarithmic regret in the number of samples…

Machine Learning · Computer Science 2020-11-04 Rémi Jézéquel , Pierre Gaillard , Alessandro Rudi

To deal with changing environments, a new performance measure -- adaptive regret, defined as the maximum static regret over any interval, was proposed in online learning. Under the setting of online convex optimization, several algorithms…

Machine Learning · Computer Science 2021-05-17 Lijun Zhang , Guanghui Wang , Wei-Wei Tu , Zhi-Hua Zhou

We investigate the problem of cumulative regret minimization for individual sequence prediction with respect to the best expert in a finite family of size K under limited access to information. We assume that in each round, the learner can…

Statistics Theory · Mathematics 2022-10-06 El Mehdi Saad , G. Blanchard

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

Consider a queueing system consisting of multiple servers. Jobs arrive over time and enter a queue for service; the goal is to minimize the size of this queue. At each opportunity for service, at most one server can be chosen, and at most…

Systems and Control · Computer Science 2019-11-25 Subhashini Krishnasamy , Rajat Sen , Ramesh Johari , Sanjay Shakkottai