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We study online learning in \emph{constrained MDPs} (CMDPs), focusing on the goal of attaining sublinear strong regret and strong cumulative constraint violation. Differently from their standard (weak) counterparts, these metrics do not…

Machine Learning · Computer Science 2024-10-04 Francesco Emanuele Stradi , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti

We study the problem of non-constrained, discrete-time, online distributed optimization in a multi-agent system where some of the agents do not follow the prescribed update rule either due to failures or malicious intentions. None of the…

Optimization and Control · Mathematics 2022-04-12 Sourav Sahoo , Anand Gokhale , Rachel Kalpana Kalaimani

Decision-focused learning (DFL) is an increasingly popular paradigm for training predictive models whose outputs are used in decision-making tasks. Instead of merely optimizing for predictive accuracy, DFL trains models to directly minimize…

Machine Learning · Computer Science 2026-03-10 Aymeric Capitaine , Maxime Haddouche , Eric Moulines , Michael I. Jordan , Etienne Boursier , Alain Durmus

We study the problem of planning under model uncertainty in an online meta-reinforcement learning (RL) setting where an agent is presented with a sequence of related tasks with limited interactions per task. The agent can use its experience…

Artificial Intelligence · Computer Science 2023-01-02 Khimya Khetarpal , Claire Vernade , Brendan O'Donoghue , Satinder Singh , Tom Zahavy

We study online prediction where regret of the algorithm is measured against a benchmark defined via evolving constraints. This framework captures online prediction on graphs, as well as other prediction problems with combinatorial…

Machine Learning · Computer Science 2015-06-15 Alexander Rakhlin , Karthik Sridharan

We formalize sequential decision-making with information acquisition as the probing-augmented user-centric selection (PUCS) framework, where a learner first probes a subset of arms to obtain side information on resources and rewards, and…

Machine Learning · Computer Science 2025-08-19 Tianyi Xu , Yiting Chen , Henger Li , Zheyong Bian , Emiliano Dall'Anese , Zizhan Zheng

We consider the problem of binary prediction with expert advice in settings where experts have agency and seek to maximize their credibility. This paper makes three main contributions. First, it defines a model to reason formally about…

Computer Science and Game Theory · Computer Science 2021-03-16 Tim Roughgarden , Okke Schrijvers

Recently, much work has been done on extending the scope of online learning and incremental stochastic optimization algorithms. In this paper we contribute to this effort in two ways: First, based on a new regret decomposition and a…

Machine Learning · Computer Science 2017-09-12 Pooria Joulani , András György , Csaba Szepesvári

This paper investigates regret minimization, statistical inference, and their interplay in high-dimensional online decision-making based on the sparse linear context bandit model. We integrate the $\varepsilon$-greedy bandit algorithm for…

Machine Learning · Computer Science 2025-05-20 Congyuan Duan , Wanteng Ma , Jiashuo Jiang , Dong Xia

We consider the problem of controlling a possibly unknown linear dynamical system with adversarial perturbations, adversarially chosen convex loss functions, and partially observed states, known as non-stochastic control. We introduce a…

Machine Learning · Computer Science 2020-06-26 Max Simchowitz , Karan Singh , Elad Hazan

We study online conformal prediction for non-stationary data streams subject to unknown distribution drift. While most prior work studied this problem under adversarial settings and/or assessed performance in terms of gaps of time-averaged…

Statistics Theory · Mathematics 2026-03-06 Jiadong Liang , Zhimei Ren , Yuxin Chen

This paper studies bandit problems where an agent has access to offline data that might be utilized to potentially improve the estimation of each arm's reward distribution. A major obstacle in this setting is the existence of compound…

Machine Learning · Computer Science 2023-12-21 Wen Huang , Xintao Wu

We consider adaptive decision-making problems where an agent optimizes a cumulative performance objective by repeatedly choosing among a finite set of options. Compared to the classical prediction-with-expert-advice set-up, we consider…

Machine Learning · Computer Science 2023-04-10 Michael Muehlebach

We consider a variant of the classical online linear optimization problem in which at every step, the online player receives a "hint" vector before choosing the action for that round. Rather surprisingly, it was shown that if the hint…

Machine Learning · Computer Science 2020-10-05 Aditya Bhaskara , Ashok Cutkosky , Ravi Kumar , Manish Purohit

We consider a two-agent MDP framework where agents repeatedly solve a task in a collaborative setting. We study the problem of designing a learning algorithm for the first agent (A1) that facilitates a successful collaboration even in cases…

Machine Learning · Computer Science 2019-06-21 Goran Radanovic , Rati Devidze , David C. Parkes , Adish Singla

We study Online Convex Optimization (OCO) with adversarial constraints, where an online algorithm must make sequential decisions to minimize both convex loss functions and cumulative constraint violations. We focus on a setting where the…

Machine Learning · Statistics 2025-03-14 Jordan Lekeufack , Michael I. Jordan

In learning theory, the performance of an online policy is commonly measured in terms of the static regret metric, which compares the cumulative loss of an online policy to that of an optimal benchmark in hindsight. In the definition of…

Information Theory · Computer Science 2022-08-23 Ativ Joshi , Abhishek Sinha

We consider the problem of online fair division of indivisible goods to players when there are a finite number of types of goods and player values are drawn from distributions with unknown means. Our goal is to maximize social welfare…

Computer Science and Game Theory · Computer Science 2024-12-10 Ariel D. Procaccia , Benjamin Schiffer , Shirley Zhang

We investigate brokerage between traders from an online learning perspective. At any round $t$, two traders arrive with their private valuations, and the broker proposes a trading price. Unlike other bilateral trade problems already studied…

Machine Learning · Computer Science 2023-10-19 Nataša Bolić , Tommaso Cesari , Roberto Colomboni

In digital health and EdTech, recommendation systems face a significant challenge: users often choose impulsively, in ways that conflict with the platform's long-term payoffs. This misalignment makes it difficult to effectively learn to…

Machine Learning · Computer Science 2024-02-22 Arpit Agarwal , Rad Niazadeh , Prathamesh Patil