Related papers: Near Optimal Memory-Regret Tradeoff for Online Lea…

A central issue lying at the heart of online reinforcement learning (RL) is data efficiency. While a number of recent works achieved asymptotically minimal regret in online RL, the optimality of these results is only guaranteed in a…

We study a Markov matching market involving a planner and a set of strategic agents on the two sides of the market. At each step, the agents are presented with a dynamical context, where the contexts determine the utilities. The planner…

This study considers online learning with general directed feedback graphs. For this problem, we present best-of-both-worlds algorithms that achieve nearly tight regret bounds for adversarial environments as well as poly-logarithmic regret…

This paper shows how universal learning can be achieved with expert advice. To this aim, we specify an experts algorithm with the following characteristics: (a) it uses only feedback from the actions actually chosen (bandit setup), (b) it…

Regret bounds in online learning compare the player's performance to $L^*$, the optimal performance in hindsight with a fixed strategy. Typically such bounds scale with the square root of the time horizon $T$. The more refined concept of…

We consider the online version of the isotonic regression problem. Given a set of linearly ordered points (e.g., on the real line), the learner must predict labels sequentially at adversarially chosen positions and is evaluated by her total…

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…

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…

We consider the well-studied dueling bandit problem, where a learner aims to identify near-optimal actions using pairwise comparisons, under the constraint of differential privacy. We consider a general class of utility-based preference…

We study agents communicating over an underlying network by exchanging messages, in order to optimize their individual regret in a common nonstochastic multi-armed bandit problem. We derive regret minimization algorithms that guarantee for…

This paper describes a new parameter-free online learning algorithm for changing environments. In comparing against algorithms with the same time complexity as ours, we obtain a strongly adaptive regret bound that is a factor of at least…

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…

We present a new anytime algorithm that achieves near-optimal regret for any instance of finite stochastic partial monitoring. In particular, the new algorithm achieves the minimax regret, within logarithmic factors, for both "easy" and…

We develop a form Thompson sampling for online learning under full feedback - also known as prediction with expert advice - where the learner's prior is defined over the space of an adversary's future actions, rather than the space of…

We study online learning with oblivious losses and delays under a novel ``capacity constraint'' that limits how many past rounds can be tracked simultaneously for delayed feedback. Under ``clairvoyance'' (i.e., delay durations are revealed…

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…

We study the limiting behavior of the mixed strategies that result from optimal no-regret learning strategies in a repeated game setting where the stage game is any 2 by 2 competitive game. We consider optimal no-regret algorithms that are…

This paper considers the stability of online learning algorithms and its implications for learnability (bounded regret). We introduce a novel quantity called {\em forward regret} that intuitively measures how good an online learning…

Many real-life contractual relations differ completely from the clean, static model at the heart of principal-agent theory. Typically, they involve repeated strategic interactions of the principal and agent, taking place under uncertainty…

Reinforcement learning (RL) so far has limited real-world applications. One key challenge is that typical RL algorithms heavily rely on a reset mechanism to sample proper initial states; these reset mechanisms, in practice, are expensive to…