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We consider a retailer selling a single product with limited on-hand inventory over a finite selling season. Customer demand arrives according to a Poisson process, the rate of which is influenced by a single action taken by the retailer…

Machine Learning · Computer Science 2013-06-28 Zizhuo Wang , Shiming Deng , Yinyu Ye

In online learning, a decision maker repeatedly selects one of a set of actions, with the goal of minimizing the overall loss incurred. Following the recent line of research on algorithms endowed with additional predictive features, we…

The Power-Relaxed Greedy Algorithm (PRGA) was introduced as a generalization of the so called Relaxed Greedy Algorithm, introduced by DeVore and Temlyakov, by replacing the relaxation parameter $1/m$ with $1/m^\alpha$, with the aim of…

Functional Analysis · Mathematics 2026-02-03 Pablo M. Berná , Andrea García

We investigate the problem of cumulative regret minimization for individual sequence prediction with respect to the best expert in a finite family of size K under limited access to information. We assume that in each round, the learner can…

Statistics Theory · Mathematics 2022-10-06 El Mehdi Saad , G. Blanchard

We consider the problem of learning the optimal policy for Markov decision processes with safety constraints. We formulate the problem in a reach-avoid setup. Our goal is to design online reinforcement learning algorithms that ensure safety…

Machine Learning · Computer Science 2026-01-21 Abhijit Mazumdar , Rafal Wisniewski , Manuela L. Bujorianu

Policy gradient reinforcement learning techniques enable an agent to directly learn an optimal action policy through the interactions with the environment. Nevertheless, despite its advantages, it sometimes suffers from slow convergence…

Information Theory · Computer Science 2020-08-05 Mohammad G. Khoshkholgh , Halim Yanikomeroglu

We consider the capacitated clustering problem in general metric spaces where the goal is to identify $k$ clusters and minimize the sum of the radii of the clusters (we call this the Capacitated-$k$-sumRadii problem). We are interested in…

Data Structures and Algorithms · Computer Science 2024-01-15 Ragesh Jaiswal , Amit Kumar , Jatin Yadav

Motivated by applications in crowdsourced entity resolution in database, signed edge prediction in social networks and correlation clustering, Mazumdar and Saha [NIPS 2017] proposed an elegant theoretical model for studying clustering with…

Machine Learning · Computer Science 2021-06-22 Pan Peng , Jiapeng Zhang

We consider k-Facility Location games, where n strategic agents report their locations on the real line, and a mechanism maps them to k facilities. Each agent seeks to minimize his connection cost, given by a nonnegative increasing function…

Computer Science and Game Theory · Computer Science 2013-05-16 Dimitris Fotakis , Christos Tzamos

We propose a strategy to achieve the fastest convergence in the Wang-Landau algorithm with varying modification factors. With this strategy, the convergence of a simulation is at least as good as the conventional Monte Carlo algorithm, i.e.…

Statistical Mechanics · Physics 2008-10-24 Chenggang Zhou , Jia Su

State-of-the-art reinforcement learning (RL) algorithms typically use random sampling (e.g., $\epsilon$-greedy) for exploration, but this method fails on hard exploration tasks like Montezuma's Revenge. To address the challenge of…

Machine Learning · Computer Science 2022-11-21 Eric Chen , Zhang-Wei Hong , Joni Pajarinen , Pulkit Agrawal

The $k$-batch greedy strategy is an approximate algorithm to solve optimization problems where the optimal solution is hard to obtain. Starting with the empty set, the $k$-batch greedy strategy adds a batch of $k$ elements to the current…

Optimization and Control · Mathematics 2016-03-23 Yajing Liu , Zhenliang Zhang , Edwin K. P. Chong , Ali Pezeshki

Today mobile users learn and share their traffic observations via crowdsourcing platforms (e.g., Google Maps and Waze). Yet such platforms myopically recommend the currently shortest path to users, and selfish users are unwilling to travel…

Computer Science and Game Theory · Computer Science 2024-05-07 Hongbo Li , Lingjie Duan

We devise an online learning algorithm -- titled Switching via Monotone Adapted Regret Traces (SMART) -- that adapts to the data and achieves regret that is instance optimal, i.e., simultaneously competitive on every input sequence compared…

Machine Learning · Computer Science 2024-02-28 Siddhartha Banerjee , Alankrita Bhatt , Christina Lee Yu

Goal-Conditioned Reinforcement Learning (RL) problems often have access to sparse rewards where the agent receives a reward signal only when it has achieved the goal, making policy optimization a difficult problem. Several works augment…

Machine Learning · Computer Science 2023-10-11 Siddhant Agarwal , Ishan Durugkar , Peter Stone , Amy Zhang

This work concerns the general issue of combined optimality in terms of time and space complexity. In this context, we study the problem of (exact) counting resource-limited and passively mobile nodes in the model of population protocols,…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-11-23 James Aspnes , Joffroy Beauquier , Janna Burman , Devan Sohier

We address the problem of federated learning (FL) where users are distributed and partitioned into clusters. This setup captures settings where different groups of users have their own objectives (learning tasks) but by aggregating their…

Machine Learning · Statistics 2021-06-10 Avishek Ghosh , Jichan Chung , Dong Yin , Kannan Ramchandran

As machine learning has moved towards leveraging large models as priors for downstream tasks, the community has debated the right form of prior for solving reinforcement learning (RL) problems. If one were to try to prefetch as much…

Machine Learning · Computer Science 2026-02-13 Chongyi Zheng , Royina Karegoudra Jayanth , Benjamin Eysenbach

Any reinforcement learning algorithm that applies to all Markov decision processes (MDPs) will suffer $\Omega(\sqrt{SAT})$ regret on some MDP, where $T$ is the elapsed time and $S$ and $A$ are the cardinalities of the state and action…

Machine Learning · Statistics 2014-11-04 Ian Osband , Benjamin Van Roy

We consider learning a trading agent acting on behalf of the treasury of a firm earning revenue in a foreign currency (FC) and incurring expenses in the home currency (HC). The goal of the agent is to maximize the expected HC at the end of…

Machine Learning · Computer Science 2022-02-28 Diksha Garg , Pankaj Malhotra , Anil Bhatia , Sanjay Bhat , Lovekesh Vig , Gautam Shroff