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Algorithms for online learning typically require one or more boundedness assumptions: that the domain is bounded, that the losses are Lipschitz, or both. In this paper, we develop a new setting for online learning with unbounded domains and…
We study online convex optimization with constraints consisting of multiple functional constraints and a relatively simple constraint set, such as a Euclidean ball. As enforcing the constraints at each time step through projections is…
We revisit the challenge of designing online algorithms for the bandit convex optimization problem (BCO) which are also scalable to high dimensional problems. Hence, we consider algorithms that are \textit{projection-free}, i.e., based on…
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…
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…
Most learning algorithms with formal regret guarantees assume that all mistakes are recoverable and essentially rely on trying all possible behaviors. This approach is problematic when some mistakes are "catastrophic", i.e., irreparable. We…
Online learning to rank is a core problem in information retrieval and machine learning. Many provably efficient algorithms have been recently proposed for this problem in specific click models. The click model is a model of how the user…
Robust optimization (RO) is one of the key paradigms for solving optimization problems affected by uncertainty. Two principal approaches for RO, the robust counterpart method and the adversarial approach, potentially lead to excessively…
We introduce a transformation framework that can be utilized to develop online algorithms with low $\epsilon$-approximate regret in the random-order model from offline approximation algorithms. We first give a general reduction theorem that…
Combinatorial multi-armed bandits provide a fundamental online decision-making environment where a decision-maker interacts with an environment across $T$ time steps, each time selecting an action and learning the cost of that action. The…
Online kernel selection is a fundamental problem of online kernel methods.In this paper,we study online kernel selection with memory constraint in which the memory of kernel selection and online prediction procedures is limited to a fixed…
In online exploration systems where users with fixed preferences repeatedly arrive, it has recently been shown that O(1), i.e., bounded regret, can be achieved when the system is modeled as a linear contextual bandit. This result may be of…
We present Gaptron, a randomized first-order algorithm for online multiclass classification. In the full information setting we show expected mistake bounds with respect to the logistic loss, hinge loss, and the smooth hinge loss with…
We study the problem of online learning with non-convex losses, where the learner has access to an offline optimization oracle. We show that the classical Follow the Perturbed Leader (FTPL) algorithm achieves optimal regret rate of…
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…
A new algorithm for regret minimization in online convex optimization is described. The regret of the algorithm after $T$ time periods is $O(\sqrt{T \log T})$ - which is the minimum possible up to a logarithmic term. In addition, the new…
Given a set $V$ of $n$ objects, an online ranking system outputs at each time step a full ranking of the set, observes a feedback of some form and suffers a loss. We study the setting in which the (adversarial) feedback is an element in…
Imitation learning (IL) is a general learning paradigm for tackling sequential decision-making problems. Interactive imitation learning, where learners can interactively query for expert demonstrations, has been shown to achieve provably…
In this paper, we consider two paradigms that are developed to account for uncertainty in optimization models: robust optimization (RO) and joint estimation-optimization (JEO). We examine recent developments on efficient and scalable…
An online policy learning problem of linear control systems is studied. In this problem, the control system is known and linear, and a sequence of quadratic cost functions is revealed to the controller in hindsight, and the controller…