Related papers: No-regret Algorithms for Fair Resource Allocation
In this paper, we consider a distributed online convex optimization problem over a time-varying multi-agent network. The goal of this network is to minimize a global loss function through local computation and communication with neighbors.…
We introduce and study a multi-class online resource allocation problem with group fairness guarantees. The problem involves allocating a fixed amount of resources to a sequence of agents, each belonging to a specific group. The primary…
We study the problem of guaranteeing low regret in repeated games against an opponent with unknown membership in one of several classes. We add the constraint that our algorithm is non-exploitable, in that the opponent lacks an incentive to…
We study online learning in the random-order model, where the multiset of loss functions is chosen adversarially but revealed in a uniformly random order. By extending the batch-to-online transformation of Dong and Yoshida (2023), we show…
This paper considers distributed online convex optimization with adversarial constraints. In this setting, a network of agents makes decisions at each round, and then only a portion of the loss function and a coordinate block of the…
We consider a family of learning strategies for online optimization problems that evolve in continuous time and we show that they lead to no regret. From a more traditional, discrete-time viewpoint, this continuous-time approach allows us…
Algorithmic decision-making in societal contexts, such as retail pricing, loan administration, recommendations on online platforms, etc., can be framed as stochastic optimization under bandit feedback, which typically requires…
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…
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…
We consider a basic problem at the interface of two fundamental fields: submodular optimization and online learning. In the online unconstrained submodular maximization (online USM) problem, there is a universe $[n]=\{1,2,...,n\}$ and a…
We consider the problem of online regret minimization in linear bandits with access to prior observations (offline data) from the underlying bandit model. There are numerous applications where extensive offline data is often available, such…
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…
We present a reduction from reinforcement learning (RL) to no-regret online learning based on the saddle-point formulation of RL, by which "any" online algorithm with sublinear regret can generate policies with provable performance…
M${}^{\natural}$-concave functions, a.k.a. gross substitute valuation functions, play a fundamental role in many fields, including discrete mathematics and economics. In practice, perfect knowledge of M${}^{\natural}$-concave functions is…
We study a stochastic budget-allocation problem over $K$ tasks. At each round $t$, the learner chooses an allocation $X_t \in \Delta_K$. Task $k$ succeeds with probability $F_k(X_{t,k})$, where $F_1,\dots,F_K$ are nondecreasing…
We study an online linear programming (OLP) problem under a random input model in which the columns of the constraint matrix along with the corresponding coefficients in the objective function are generated i.i.d. from an unknown…
The online bipartite matching problem, extensively studied in the literature, deals with the allocation of online arriving vertices (items) to a predetermined set of offline vertices (agents). However, little attention has been given to the…
This paper studies a distributed online constrained optimization problem over time-varying unbalanced digraphs without explicit subgradients. In sharp contrast to the existing algorithms, we design a novel consensus-based distributed online…
We consider an online prediction problem in the context of network caching. Assume that multiple users are connected to several caches via a bipartite network. At any time slot, each user may request an arbitrary file chosen from a large…
Price discrimination, which refers to the strategy of setting different prices for different customer groups, has been widely used in online retailing. Although it helps boost the collected revenue for online retailers, it might create…