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In online learning, the data is provided in a sequential order, and the goal of the learner is to make online decisions to minimize overall regrets. This note is concerned with continuous-time models and algorithms for several online…

Machine Learning · Statistics 2024-05-20 Lexing Ying

We consider an online two-stage stochastic optimization with long-term constraints over a finite horizon of $T$ periods. At each period, we take the first-stage action, observe a model parameter realization and then take the second-stage…

Machine Learning · Computer Science 2024-01-03 Piao Hu , Jiashuo Jiang , Guodong Lyu , Hao Su

Algorithmic recourse provides individuals who receive undesirable outcomes from machine learning systems with minimum-cost improvements to achieve a desirable outcome. However, machine learning models often get updated, so the recourse may…

Machine Learning · Computer Science 2026-04-28 Kshitij Kayastha , Vasilis Gkatzelis , Shahin Jabbari

The online assignment problem plays an important role in operational research and computer science which is why immense attention has been given to improving its solution quality. Due to the incomplete information about the input, it is…

Computational Complexity · Computer Science 2022-08-09 Clarence Gabriel R. Kasilag , Pollux M. Rey , Jhoirene B. Clemente

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

We consider an online two-stage stochastic optimization with long-term constraints over a finite horizon of $T$ periods. At each period, we take the first-stage action, observe a model parameter realization and then take the second-stage…

Machine Learning · Computer Science 2024-05-21 Jiashuo Jiang

We revisit the problem of online learning with sleeping experts/bandits: in each time step, only a subset of the actions are available for the algorithm to choose from (and learn about). The work of Kleinberg et al. (2010) showed that there…

Machine Learning · Computer Science 2021-04-27 Ehsan Emamjomeh-Zadeh , Chen-Yu Wei , Haipeng Luo , David Kempe

Online sequence prediction is the problem of predicting the next element of a sequence given previous elements. This problem has been extensively studied in the context of individual sequence prediction, where no prior assumptions are made…

Machine Learning · Computer Science 2012-06-22 Elad Eban , Aharon Birnbaum , Shai Shalev-Shwartz , Amir Globerson

We introduce a new protocol for prediction with expert advice in which each expert evaluates the learner's and his own performance using a loss function that may change over time and may be different from the loss functions used by the…

Machine Learning · Computer Science 2009-03-23 Alexey Chernov , Vladimir Vovk

Designing online algorithms with machine learning predictions is a recent technique beyond the worst-case paradigm for various practically relevant online problems (scheduling, caching, clustering, ski rental, etc.). While most previous…

Data Structures and Algorithms · Computer Science 2023-12-25 Enikő Kevi , Kim-Thang Nguyen

Online algorithms make decisions based on past inputs. In general, the decision may depend on the entire history of inputs. If many computers run the same online algorithm with the same input stream but are started at different times, they…

Data Structures and Algorithms · Computer Science 2022-10-14 Maciej Pacut , Mahmoud Parham , Joel Rybicki , Stefan Schmid , Jukka Suomela , Aleksandr Tereshchenko

We investigate the concept of algorithmic replicability introduced by Impagliazzo et al. 2022, Ghazi et al. 2021, Ahn et al. 2024 in an online setting. In our model, the input sequence received by the online learner is generated from…

Machine Learning · Computer Science 2024-11-22 Saba Ahmadi , Siddharth Bhandari , Avrim Blum

We study the problem of online binary classification where strategic agents can manipulate their observable features in predefined ways, modeled by a manipulation graph, in order to receive a positive classification. We show this setting…

Machine Learning · Computer Science 2024-06-26 Saba Ahmadi , Avrim Blum , Kunhe Yang

This paper considers two fundamental sequential decision-making problems: the problem of prediction with expert advice and the multi-armed bandit problem. We focus on stochastic regimes in which an adversary may corrupt losses, and we…

Machine Learning · Statistics 2021-09-24 Shinji Ito

We propose a new model for augmenting algorithms with predictions by requiring that they are formally learnable and instance robust. Learnability ensures that predictions can be efficiently constructed from a reasonable amount of past data.…

Machine Learning · Computer Science 2021-07-05 Thomas Lavastida , Benjamin Moseley , R. Ravi , Chenyang Xu

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

This paper addresses an online convex optimization problem where the cost function at each step depends on a history of past decisions (i.e., memory), and the decision maker has access to limited predictions of future cost values within a…

Optimization and Control · Mathematics 2025-12-29 Zhengmiao Wang , Zhi-Wei Liu , Ming Chi , Xiaoling Wang , Housheng Su , Lintao Ye

We study the problem of nonstochastic bandits with expert advice, extending the setting from finitely many experts to any countably infinite set: A learner aims to maximize the total reward by taking actions sequentially based on bandit…

Machine Learning · Computer Science 2021-03-29 X. Flora Meng , Tuhin Sarkar , Munther A. Dahleh

We consider online reinforcement learning in episodic Markov decision process (MDP) with unknown transition function and stochastic rewards drawn from some fixed but unknown distribution. The learner aims to learn the optimal policy and…

Machine Learning · Computer Science 2024-03-12 Vincent Leon , S. Rasoul Etesami

This paper considers a variant of the online paging problem, where the online algorithm has access to multiple predictors, each producing a sequence of predictions for the page arrival times. The predictors may have occasional prediction…

Data Structures and Algorithms · Computer Science 2020-11-20 Yuval Emek , Shay Kutten , Yangguang Shi