Related papers: Federated Online and Bandit Convex Optimization
We consider dynamic pricing with many products under an evolving but low-dimensional demand model. Assuming the temporal variation in cross-elasticities exhibits low-rank structure based on fixed (latent) features of the products, we show…
We consider the problem of learning in single-player and multiplayer multiarmed bandit models. Bandit problems are classes of online learning problems that capture exploration versus exploitation tradeoffs. In a multiarmed bandit model,…
We explore whether quantum advantages can be found for the zeroth-order online convex optimization problem, which is also known as bandit convex optimization with multi-point feedback. In this setting, given access to zeroth-order oracles…
We introduce an online convex optimization algorithm which utilizes projected subgradient descent with optimal adaptive learning rates. Our method provides second-order minimax-optimal dynamic regret guarantee (i.e. dependent on the sum of…
We study the problem of controlling a linear dynamical system with adversarial perturbations where the only feedback available to the controller is the scalar loss, and the loss function itself is unknown. For this problem, with either a…
We study the distribution of regret in stochastic multi-armed bandits and episodic reinforcement learning through a unified framework. We formalize a distributional regret bound as a probabilistic guarantee that holds uniformly over all…
Traditional online learning models are typically initialized from scratch. By contrast, contemporary real-world applications often have access to historical datasets that can potentially enhanced the online learning processes. We study how…
Practical online learning tasks are often naturally defined on unconstrained domains, where optimal algorithms for general convex losses are characterized by the notion of comparator adaptivity. In this paper, we design such algorithms in…
This paper introduces consensus-based primal-dual methods for distributed online optimization where the time-varying system objective function $f_t(\mathbf{x})$ is given as the sum of local agents' objective functions, i.e.,…
We study the problem of stochastic bandits with adversarial corruptions in the cooperative multi-agent setting, where $V$ agents interact with a common $K$-armed bandit problem, and each pair of agents can communicate with each other to…
A well-studied generalization of the standard online convex optimization (OCO) framework is constrained online convex optimization (COCO). In COCO, on every round, a convex cost function and a convex constraint function are revealed to the…
In this paper, we study the role of feedback in online learning with switching costs. It has been shown that the minimax regret is $\widetilde{\Theta}(T^{2/3})$ under bandit feedback and improves to $\widetilde{\Theta}(\sqrt{T})$ under…
We study a generalization of the Online Convex Optimization (OCO) framework with time-varying adversarial constraints. In this setting, at each round, the learner selects an action from a convex decision set $X$, after which both a convex…
This paper studies online shortest path routing over multi-hop networks. Link costs or delays are time-varying and modeled by independent and identically distributed random processes, whose parameters are initially unknown. The parameters,…
We study linear contextual bandits with access to a large, confounded, offline dataset that was sampled from some fixed policy. We show that this problem is closely related to a variant of the bandit problem with side information. We…
We address learning Nash equilibria in convex games under the payoff information setting. We consider the case in which the game pseudo-gradient is monotone but not necessarily strictly monotone. This relaxation of strict monotonicity…
As a prevalent distributed learning paradigm, Federated Learning (FL) trains a global model on a massive amount of devices with infrequent communication. This paper investigates a class of composite optimization and statistical recovery…
This paper studies bandit problems where an agent has access to offline data that might be utilized to potentially improve the estimation of each arm's reward distribution. A major obstacle in this setting is the existence of compound…
In this paper, we consider an online distributed composite optimization problem over a time-varying multi-agent network that consists of multiple interacting nodes, where the objective function of each node consists of two parts: a loss…
In online learning, the data is provided in a sequential order, and the goal of the learner is to make online decisions to minimize overall regrets. This note is concerned with continuous-time models and algorithms for several online…