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In the recent years, a number of parameter-free algorithms have been developed for online linear optimization over Hilbert spaces and for learning with expert advice. These algorithms achieve optimal regret bounds that depend on the unknown…

Machine Learning · Computer Science 2016-11-07 Francesco Orabona , Dávid Pál

Recent literature has made much progress in understanding \emph{online LQR}: a modern learning-theoretic take on the classical control problem in which a learner attempts to optimally control an unknown linear dynamical system with fully…

Machine Learning · Computer Science 2020-10-06 Max Simchowitz

The design of effective online caching policies is an increasingly important problem for content distribution networks, online social networks and edge computing services, among other areas. This paper proposes a new algorithmic toolbox for…

Networking and Internet Architecture · Computer Science 2022-10-21 Naram Mhaisen , George Iosifidis , Douglas Leith

A novel Follow-the-Perturbed-Leader type algorithm is proposed and analyzed for solving general long-term constrained optimization problems in an online manner, where the target and constraint functions are oblivious adversarially generated…

Optimization and Control · Mathematics 2025-10-02 Shijie Pan , Jianyu Xu , Wenjie Huang

We present a series of results regarding conceptually simple algorithms for bipartite matching in various online and related models. We first consider a deterministic adversarial model. The best approximation ratio possible for a one-pass…

Data Structures and Algorithms · Computer Science 2017-07-03 Allan Borodin , Denis Pankratov , Amirali Salehi-Abari

We propose a novel online learning method for minimizing regret in large extensive-form games. The approach learns a function approximator online to estimate the regret for choosing a particular action. A no-regret algorithm uses these…

Artificial Intelligence · Computer Science 2015-01-05 Kevin Waugh , Dustin Morrill , J. Andrew Bagnell , Michael Bowling

The theory of deep learning focuses almost exclusively on supervised learning, non-convex optimization using stochastic gradient descent, and overparametrized neural networks. It is common belief that the optimizer dynamics, network…

Machine Learning · Computer Science 2022-02-18 Xinyi Chen , Edgar Minasyan , Jason D. Lee , Elad Hazan

In this paper, we study oracle-efficient algorithms for beyond worst-case analysis of online learning. We focus on two settings. First, the smoothed analysis setting of [RST11,HRS22] where an adversary is constrained to generating samples…

Machine Learning · Computer Science 2022-11-23 Nika Haghtalab , Yanjun Han , Abhishek Shetty , Kunhe Yang

In several online prediction problems of recent interest the comparison class is composed of matrices with bounded entries. For example, in the online max-cut problem, the comparison class is matrices which represent cuts of a given graph…

Machine Learning · Computer Science 2012-04-03 Elad Hazan , Satyen Kale , Shai Shalev-Shwartz

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…

Computer Science and Game Theory · Computer Science 2022-07-05 Anthony DiGiovanni , Ambuj Tewari

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…

Machine Learning · Computer Science 2016-10-10 Wojciech Kotłowski , Wouter M. Koolen , Alan Malek

We consider a setting where a system learns to rank a fixed set of $m$ items. The goal is produce good item rankings for users with diverse interests who interact online with the system for $T$ rounds. We consider a novel top-$1$ feedback…

Machine Learning · Computer Science 2016-08-24 Sougata Chaudhuri , Ambuj Tewari

In this paper, we formalise order-robust optimisation as an instance of online learning minimising simple regret, and propose Vroom, a zero'th order optimisation algorithm capable of achieving vanishing regret in non-stationary…

Machine Learning · Computer Science 2019-10-23 Victor Gabillon , Rasul Tutunov , Michal Valko , Haitham Bou Ammar

We enable efficient and effective coordination in unpredictable environments, i.e., in environments whose future evolution is unknown a priori and even adversarial. We are motivated by the future of autonomy that involves multiple robots…

Systems and Control · Electrical Eng. & Systems 2023-02-21 Zirui Xu , Hongyu Zhou , Vasileios Tzoumas

We consider the problem of on-line prediction of real-valued labels, assumed bounded in absolute value by a known constant, of new objects from known labeled objects. The prediction algorithm's performance is measured by the squared…

Machine Learning · Computer Science 2007-05-23 Vladimir Vovk

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…

Machine Learning · Computer Science 2024-06-28 William Brown , Christos Papadimitriou , Tim Roughgarden

In this paper, we investigate the online non-convex optimization problem which generalizes the classic {online convex optimization problem by relaxing the convexity assumption on the cost function. For this type of problem, the classic…

Machine Learning · Computer Science 2017-09-14 Lin Yang , Cheng Tan , Wing Shing Wong

We consider learning in an adversarial Markov Decision Process (MDP) where the loss functions can change arbitrarily over $K$ episodes and the state space can be arbitrarily large. We assume that the Q-function of any policy is linear in…

Machine Learning · Computer Science 2023-06-05 Yan Dai , Haipeng Luo , Chen-Yu Wei , Julian Zimmert

We consider an online learning process to forecast a sequence of outcomes for nonconvex models. A typical measure to evaluate online learning algorithms is regret but such standard definition of regret is intractable for nonconvex models…

Machine Learning · Computer Science 2018-11-30 Sergul Aydore , Lee Dicker , Dean Foster

We study online linear optimization with matrix variables constrained by the operator norm, a setting where the geometry renders designing data-dependent and efficient adaptive algorithms challenging. The best-known adaptive regret bounds…

Optimization and Control · Mathematics 2026-02-10 Ruichen Jiang , Zakaria Mhammedi , Mehryar Mohri , Aryan Mokhtari