Related papers: Improved Projection-free Online Continuous Submodu…

In this paper, we study reinforcement learning in Markov Decision Processes with Probabilistic Reward Machines (PRMs), a form of non-Markovian reward commonly found in robotics tasks. We design an algorithm for PRMs that achieves a regret…

We study reinforcement learning (RL) for a class of continuous-time linear-quadratic (LQ) control problems for diffusions, where states are scalar-valued and running control rewards are absent but volatilities of the state processes depend…

Reinforcement learning (RL) in large environments often suffers from severe computational bottlenecks, as conventional regret minimization algorithms require repeated, costly calls to planning and statistical estimation oracles. While…

Given a collection of monotone submodular functions, the goal of Two-Stage Submodular Maximization (2SSM) [Balkanski et al., 2016] is to restrict the ground set so an objective selected u.a.r. from the collection attains a high maximal…

This paper proposes a modular approach that combines the online convex optimization framework and reference governors to solve a constrained control problem featuring time-varying and a priori unknown cost functions. Compared to existing…

In this paper, we consider the problem of distributed online convex optimization, where a group of agents collaborate to track the global minimizers of a sum of time-varying objective functions in an online manner. Specifically, we propose…

We consider online learning problems in the realizable setting, where there is a zero-loss solution, and propose new Differentially Private (DP) algorithms that obtain near-optimal regret bounds. For the problem of online prediction from…

Recently, several universal methods have been proposed for online convex optimization which can handle convex, strongly convex and exponentially concave cost functions simultaneously. However, most of these algorithms have been designed…

We consider the problem of distributed online optimization, with a group of learners connected via a dynamic communication graph. The goal of the learners is to track the global minimizer of a sum of time-varying loss functions in a…

In the paper, we propose a class of accelerated stochastic gradient-free and projection-free (a.k.a., zeroth-order Frank-Wolfe) methods to solve the constrained stochastic and finite-sum nonconvex optimization. Specifically, we propose an…

We present an algorithm based on the \emph{Optimism in the Face of Uncertainty} (OFU) principle which is able to learn Reinforcement Learning (RL) modeled by Markov decision process (MDP) with finite state-action space efficiently. By…

We consider the classic online learning and stochastic multi-armed bandit (MAB) problems, when at each step, the online policy can probe and find out which of a small number ($k$) of choices has better reward (or loss) before making its…

The Frank-Wolfe optimization algorithm has recently regained popularity for machine learning applications due to its projection-free property and its ability to handle structured constraints. However, in the stochastic learning setting, it…

We study unconstrained Online Linear Optimization with Lipschitz losses. Motivated by the pursuit of instance optimality, we propose a new algorithm that simultaneously achieves ($i$) the AdaGrad-style second order gradient adaptivity; and…

Learning in POMDPs is known to be significantly harder than in MDPs. In this paper, we consider the online learning problem for episodic POMDPs with unknown transition and observation models. We propose a Posterior Sampling-based…

Regret minimization in streaming multi-armed bandits (MABs) has been studied extensively in recent years. In the single-pass setting with $K$ arms and $T$ trials, a regret lower bound of $\Omega(T^{2/3})$ has been proved for any algorithm…

Although online convex optimization (OCO) under arbitrary delays has received increasing attention recently, previous studies focus on stationary environments with the goal of minimizing static regret. In this paper, we investigate the…

Motivated by applications to online learning in sparse estimation and Bayesian optimization, we consider the problem of online unconstrained nonsubmodular minimization with delayed costs in both full information and bandit feedback…

This paper introduces a novel agent-based approach for enhancing existing portfolio strategies using Proximal Policy Optimization (PPO). Rather than focusing solely on traditional portfolio construction, our approach aims to improve an…

In this paper, we propose the first computationally efficient projection-free algorithm for bandit convex optimization (BCO). We show that our algorithm achieves a sublinear regret of $O(nT^{4/5})$ (where $T$ is the horizon and $n$ is the…