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We propose the first reduction-based approach to obtaining long-term memory guarantees for online learning in the sense of Bousquet and Warmuth, 2002, by reducing the problem to achieving typical switching regret. Specifically, for the…

Machine Learning · Computer Science 2019-10-29 Kai Zheng , Haipeng Luo , Ilias Diakonikolas , Liwei Wang

Recent language models achieve impressive results in tasks involving complex multistep reasoning, but scaling these capabilities further traditionally requires expensive collection of more annotated data. In this work, we explore the…

Computation and Language · Computer Science 2024-10-25 Marek Kadlčík , Michal Štefánik

Learning in POMDPs is known to be significantly harder than in MDPs. In this paper, we consider the online learning problem for episodic POMDPs with unknown transition and observation models. We propose a Posterior Sampling-based…

Machine Learning · Computer Science 2024-10-24 Dengwang Tang , Dongze Ye , Rahul Jain , Ashutosh Nayyar , Pierluigi Nuzzo

Influence maximization, adaptive routing, and dynamic spectrum allocation all require choosing the right action from a large set of alternatives. Thanks to the advances in combinatorial optimization, these and many similar problems can be…

Machine Learning · Computer Science 2020-12-29 Alihan Hüyük , Cem Tekin

We explore the use of expert-guided bandit learning, which we refer to as online mixture-of-experts (OMoE). In this setting, given a context, a candidate committee of experts must determine how to aggregate their outputs to achieve optimal…

Machine Learning · Computer Science 2025-11-18 Larkin Liu , Jalal Etesami

We consider online sequential decision problems where an agent must balance exploration and exploitation. We derive a set of Bayesian `optimistic' policies which, in the stochastic multi-armed bandit case, includes the Thompson sampling…

Machine Learning · Statistics 2021-11-01 Brendan O'Donoghue , Tor Lattimore

Motivated by recent work on the experts problem in the streaming model, we consider the experts problem in the sliding window model. The sliding window model is a well-studied model that captures applications such as traffic monitoring,…

Machine Learning · Statistics 2026-01-08 Vladimir Braverman , Sumegha Garg , Chen Wang , David P. Woodruff , Samson Zhou

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

Bayesian methods promise to fix many shortcomings of deep learning, but they are impractical and rarely match the performance of standard methods, let alone improve them. In this paper, we demonstrate practical training of deep networks…

We study joint learning of network topology and a mixed opinion dynamics, in which agents may have different update rules. Such a model captures the diversity of real individual interactions. We propose a learning algorithm based on…

Social and Information Networks · Computer Science 2023-06-29 Yu Xing , Xudong Sun , Karl H. Johansson

Online imitation learning (IL) is an algorithmic framework that leverages interactions with expert policies for efficient policy optimization. Here policies are optimized by performing online learning on a sequence of loss functions that…

Machine Learning · Computer Science 2021-02-23 Xinyan Yan , Byron Boots , Ching-An Cheng

In the setting of online learning, Implicit algorithms turn out to be highly successful from a practical standpoint. However, the tightest regret analyses only show marginal improvements over Online Mirror Descent. In this work, we shed…

Machine Learning · Computer Science 2020-11-10 Nicolò Campolongo , Francesco Orabona

Thompson sampling (TS) has optimal regret and excellent empirical performance in multi-armed bandit problems. Yet, in Bayesian optimization, TS underperforms popular acquisition functions (e.g., EI, UCB). TS samples arms according to the…

Machine Learning · Statistics 2024-12-02 David Sweet

Thompson sampling is an algorithm for online decision problems where actions are taken sequentially in a manner that must balance between exploiting what is known to maximize immediate performance and investing to accumulate new information…

Machine Learning · Computer Science 2020-07-16 Daniel Russo , Benjamin Van Roy , Abbas Kazerouni , Ian Osband , Zheng Wen

We study online meta-learning with bandit feedback, with the goal of improving performance across multiple tasks if they are similar according to some natural similarity measure. As the first to target the adversarial online-within-online…

Machine Learning · Computer Science 2023-11-02 Mikhail Khodak , Ilya Osadchiy , Keegan Harris , Maria-Florina Balcan , Kfir Y. Levy , Ron Meir , Zhiwei Steven Wu

We present methods for online linear optimization that take advantage of benign (as opposed to worst-case) sequences. Specifically if the sequence encountered by the learner is described well by a known "predictable process", the algorithms…

Machine Learning · Statistics 2014-05-27 Alexander Rakhlin , Karthik Sridharan

Offline reinforcement learning enables agents to leverage large pre-collected datasets of environment transitions to learn control policies, circumventing the need for potentially expensive or unsafe online data collection. Significant…

Machine Learning · Computer Science 2022-03-17 Cong Lu , Philip J. Ball , Jack Parker-Holder , Michael A. Osborne , Stephen J. Roberts

In online learning, a decision maker repeatedly selects one of a set of actions, with the goal of minimizing the overall loss incurred. Following the recent line of research on algorithms endowed with additional predictive features, we…

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

This paper is in the field of stochastic Multi-Armed Bandits (MABs), i.e. those sequential selection techniques able to learn online using only the feedback given by the chosen option (a.k.a. $arm$). We study a particular case of the rested…

Machine Learning · Statistics 2024-11-28 Marco Fiandri , Alberto Maria Metelli , Francesco Trov`o
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