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Related papers: No-Regret Online Prediction with Strategic Experts

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We study online learning settings in which experts act strategically to maximize their influence on the learning algorithm's predictions by potentially misreporting their beliefs about a sequence of binary events. Our goal is twofold.…

Machine Learning · Computer Science 2020-07-02 Rupert Freeman , David M. Pennock , Chara Podimata , Jennifer Wortman Vaughan

We study an online forecasting setting in which, over $T$ rounds, $N$ strategic experts each report a forecast to a mechanism, the mechanism selects one forecast, and then the outcome is revealed. In any given round, each expert has a…

Machine Learning · Computer Science 2025-02-18 Junpei Komiyama , Nishant A. Mehta , Ali Mortazavi

Many prediction domains, such as ad placement, recommendation, trajectory prediction, and document summarization, require predicting a set or list of options. Such lists are often evaluated using submodular reward functions that measure…

Machine Learning · Computer Science 2013-05-14 Stephane Ross , Jiaji Zhou , Yisong Yue , Debadeepta Dey , J. Andrew Bagnell

In this paper, we study a variant of the framework of online learning using expert advice with limited/bandit feedback. We consider each expert as a learning entity, seeking to more accurately reflecting certain real-world applications. In…

Machine Learning · Computer Science 2017-02-21 Adish Singla , Hamed Hassani , Andreas Krause

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…

Machine Learning · Computer Science 2018-06-12 Tim Roughgarden , Joshua R. Wang

In this work, we aim to create a completely online algorithmic framework for prediction with expert advice that is translation-free and scale-free of the expert losses. Our goal is to create a generalized algorithm that is suitable for use…

Machine Learning · Computer Science 2020-09-10 Kaan Gokcesu , Hakan Gokcesu

We study the prediction with expert advice setting, where the aim is to produce a decision by combining the decisions generated by a set of experts, e.g., independently running algorithms. We achieve the min-max optimal dynamic regret under…

Machine Learning · Computer Science 2022-08-09 Hakan Gokcesu , Suleyman S. Kozat

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…

Machine Learning · Computer Science 2025-06-19 Francesco Emanuele Stradi , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti , Christian Kroer

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

Prediction with expert advice is a foundational problem in online learning. In instances with $T$ rounds and $n$ experts, the classical Multiplicative Weights Update method suffers at most $\sqrt{(T/2)\ln n}$ regret when $T$ is known…

Machine Learning · Computer Science 2022-03-16 Laura Greenstreet , Nicholas J. A. Harvey , Victor Sanches Portella

We introduce the $\texttt{$k$-experts}$ problem - a generalization of the classic Prediction with Expert's Advice framework. Unlike the classic version, where the learner selects exactly one expert from a pool of $N$ experts at each round,…

Information Theory · Computer Science 2022-02-18 Samrat Mukhopadhyay , Sourav Sahoo , Abhishek Sinha

We study a variant of decision-theoretic online learning in which the set of experts that are available to Learner can shrink over time. This is a restricted version of the well-studied sleeping experts problem, itself a generalization of…

Machine Learning · Computer Science 2019-10-31 Hamid Shayestehmanesh , Sajjad Azami , Nishant A. Mehta

We study an online mixed discrete and continuous optimization problem where a decision maker interacts with an unknown environment for a number of $T$ rounds. At each round, the decision maker needs to first jointly choose a discrete and a…

Optimization and Control · Mathematics 2024-08-27 Lintao Ye , Ming Chi , Zhi-Wei Liu , Xiaoling Wang , Vijay Gupta

For each of $T$ time steps, $m$ experts report probability distributions over $n$ outcomes; we wish to learn to aggregate these forecasts in a way that attains a no-regret guarantee. We focus on the fundamental and practical aggregation…

Machine Learning · Computer Science 2023-10-11 Eric Neyman , Tim Roughgarden

When dealing with time series with complex non-stationarities, low retrospective regret on individual realizations is a more appropriate goal than low prospective risk in expectation. Online learning algorithms provide powerful guarantees…

Machine Learning · Statistics 2011-06-30 Cosma Rohilla Shalizi , Abigail Z. Jacobs , Kristina Lisa Klinkner , Aaron Clauset

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

We study online learning problems in which a decision maker has to take a sequence of decisions subject to $m$ long-term constraints. The goal of the decision maker is to maximize their total reward, while at the same time achieving small…

Machine Learning · Computer Science 2022-09-16 Matteo Castiglioni , Andrea Celli , Alberto Marchesi , Giulia Romano , Nicola Gatti

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

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

We consider a variation on the problem of prediction with expert advice, where new forecasters that were unknown until then may appear at each round. As often in prediction with expert advice, designing an algorithm that achieves…

Machine Learning · Statistics 2017-09-01 Jaouad Mourtada , Odalric-Ambrym Maillard
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