Related papers: Online Decision Making with History-Average Depend…
We derive a new analysis of Follow The Regularized Leader (FTRL) for online learning with delayed bandit feedback. By separating the cost of delayed feedback from that of bandit feedback, our analysis allows us to obtain new results in…
Follow-The-Regularized-Leader (FTRL) is known as an effective and versatile approach in online learning, where appropriate choice of the learning rate is crucial for smaller regret. To this end, we formulate the problem of adjusting FTRL's…
Designing randomized online algorithms that perform reliably not only in expectation but also under unfavorable realizations of randomness is a fundamental challenge in online decision-making. In this paper, we study this challenge in…
This paper considers the stability of online learning algorithms and its implications for learnability (bounded regret). We introduce a novel quantity called {\em forward regret} that intuitively measures how good an online learning…
A central capability of intelligent systems is the ability to continuously build upon previous experiences to speed up and enhance learning of new tasks. Two distinct research paradigms have studied this question. Meta-learning views this…
This paper studies an online optimization problem with a finite prediction window of cost functions and additional switching costs on decisions. We propose two gradient-based online algorithms: Receding Horizon Gradient Descent (RHGD), and…
Most methods for decision-theoretic online learning are based on the Hedge algorithm, which takes a parameter called the learning rate. In most previous analyses the learning rate was carefully tuned to obtain optimal worst-case…
We study the problem of online learning and online regret minimization when samples are drawn from a general unknown non-stationary process. We introduce the concept of a dynamic changing process with cost $K$, where the conditional…
We design and analyze algorithms for online linear optimization that have optimal regret and at the same time do not need to know any upper or lower bounds on the norm of the loss vectors. Our algorithms are instances of the Follow the…
In this work we provide provable regret guarantees for an online meta-learning control algorithm in an iterative control setting, where in each iteration the system to be controlled is a linear deterministic system that is different and…
This paper examines the Random Utility Model (RUM) in repeated stochastic choice settings where decision-makers lack full information about payoffs. We propose a gradient-based learning algorithm that embeds RUM into an online…
We consider the problem of online learning in Linear Quadratic Control systems whose state transition and state-action transition matrices $A$ and $B$ may be initially unknown. We devise an online learning algorithm and provide guarantees…
Online algorithms make decisions based on past inputs. In general, the decision may depend on the entire history of inputs. If many computers run the same online algorithm with the same input stream but are started at different times, they…
In this work we consider a variant of adversarial online learning where in each round one picks $B$ out of $N$ arms and incurs cost equal to the $\textit{minimum}$ of the costs of each arm chosen. We propose an algorithm called Follow the…
Online learning algorithms for dynamical systems provide finite time guarantees for control in the presence of sequentially revealed cost functions. We pose the classical linear quadratic tracking problem in the framework of online…
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…
We consider an online two-stage stochastic optimization with long-term constraints over a finite horizon of $T$ periods. At each period, we take the first-stage action, observe a model parameter realization and then take the second-stage…
We study dynamic regret minimization in non-stationary online learning, with a primary focus on follow-the-regularized-leader (FTRL) methods. FTRL is important for curved losses and for understanding adaptive optimizers such as Adam, yet…
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…
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…