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We study optimal regret bounds for control in linear dynamical systems under adversarially changing strongly convex cost functions, given the knowledge of transition dynamics. This includes several well studied and fundamental frameworks…

Machine Learning · Computer Science 2019-09-12 Naman Agarwal , Elad Hazan , Karan Singh

We study the prediction with expert advice setting, where the aim is to produce a decision by combining the decisions generated by a set of experts, e.g., independently running algorithms. We achieve the min-max optimal dynamic regret under…

Machine Learning · Computer Science 2022-08-09 Hakan Gokcesu , Suleyman S. Kozat

We study an online forecasting setting in which, over $T$ rounds, $N$ strategic experts each report a forecast to a mechanism, the mechanism selects one forecast, and then the outcome is revealed. In any given round, each expert has a…

Machine Learning · Computer Science 2025-02-18 Junpei Komiyama , Nishant A. Mehta , Ali Mortazavi

The fairness-aware online learning framework has arisen as a powerful tool for the continual lifelong learning setting. The goal for the learner is to sequentially learn new tasks where they come one after another over time and the learner…

Machine Learning · Computer Science 2022-05-27 Chen Zhao , Feng Mi , Xintao Wu , Kai Jiang , Latifur Khan , Feng Chen

This paper addresses an online convex optimization problem where the cost function at each step depends on a history of past decisions (i.e., memory), and the decision maker has access to limited predictions of future cost values within a…

Optimization and Control · Mathematics 2025-12-29 Zhengmiao Wang , Zhi-Wei Liu , Ming Chi , Xiaoling Wang , Housheng Su , Lintao Ye

We address online linear optimization problems when the possible actions of the decision maker are represented by binary vectors. The regret of the decision maker is the difference between her realized loss and the best loss she would have…

Machine Learning · Computer Science 2013-04-02 Jean-Yves Audibert , Sébastien Bubeck , Gábor Lugosi

We consider the problem of online combinatorial optimization under semi-bandit feedback, where a learner has to repeatedly pick actions from a combinatorial decision set in order to minimize the total losses associated with its decisions.…

Machine Learning · Computer Science 2015-06-11 Gergely Neu

We revisit the problem of online learning with sleeping experts/bandits: in each time step, only a subset of the actions are available for the algorithm to choose from (and learn about). The work of Kleinberg et al. (2010) showed that there…

Machine Learning · Computer Science 2021-04-27 Ehsan Emamjomeh-Zadeh , Chen-Yu Wei , Haipeng Luo , David Kempe

Obtaining first-order regret bounds -- regret bounds scaling not as the worst-case but with some measure of the performance of the optimal policy on a given instance -- is a core question in sequential decision-making. While such bounds…

Machine Learning · Computer Science 2022-10-24 Andrew Wagenmaker , Yifang Chen , Max Simchowitz , Simon S. Du , Kevin Jamieson

This paper considers online convex optimization with long term constraints, where constraints can be violated in intermediate rounds, but need to be satisfied in the long run. The cumulative constraint violation is used as the metric to…

Machine Learning · Computer Science 2021-06-10 Xinlei Yi , Xiuxian Li , Tao Yang , Lihua Xie , Tianyou Chai , Karl H. Johansson

We study the problem of Online Convex Optimization (OCO) with memory, which allows loss functions to depend on past decisions and thus captures temporal effects of learning problems. In this paper, we introduce dynamic policy regret as the…

Machine Learning · Computer Science 2023-08-16 Peng Zhao , Yu-Hu Yan , Yu-Xiang Wang , Zhi-Hua Zhou

In this paper, we propose a learning approach to analyze dynamic systems with asymmetric information structure. Instead of adopting a game theoretic setting, we investigate an online quadratic optimization problem driven by system noises…

Optimization and Control · Mathematics 2018-11-05 Cheng Tan , Wing Shing Wong

Instruction Tuning involves finetuning a language model on a collection of instruction-formatted datasets in order to enhance the generalizability of the model to unseen tasks. Studies have shown the importance of balancing different task…

Computation and Language · Computer Science 2024-07-16 H S V N S Kowndinya Renduchintala , Sumit Bhatia , Ganesh Ramakrishnan

We resolve an open question from (Christiano, 2014b) posed in COLT'14 regarding the optimal dependency of the regret achievable for online local learning on the size of the label set. In this framework the algorithm is shown a pair of items…

Machine Learning · Computer Science 2015-08-25 Pranjal Awasthi , Moses Charikar , Kevin A. Lai , Andrej Risteski

This paper studies online nonstochastic control problems with adversarial and static constraints. We propose online nonstochastic control algorithms that achieve both sublinear regret and sublinear adversarial constraint violation while…

Machine Learning · Computer Science 2023-02-07 Xin Liu , Zixian Yang , Lei Ying

We study the problem of stochastic contextual bandits in the agnostic setting, where the goal is to compete with the best policy in a given class without assuming realizability or imposing model restrictions on losses or rewards. In this…

Machine Learning · Statistics 2026-04-06 Samuel Girard , Aurelien Bibaut , Arthur Gretton , Nathan Kallus , Houssam Zenati

We consider a variation on the problem of prediction with expert advice, where new forecasters that were unknown until then may appear at each round. As often in prediction with expert advice, designing an algorithm that achieves…

Machine Learning · Statistics 2017-09-01 Jaouad Mourtada , Odalric-Ambrym Maillard

In the realm of high-frequency data streams, achieving real-time learning within varying memory constraints is paramount. This paper presents Ferret, a comprehensive framework designed to enhance online accuracy of Online Continual Learning…

Machine Learning · Computer Science 2025-03-18 Yuhao Zhou , Yuxin Tian , Jindi Lv , Mingjia Shi , Yuanxi Li , Qing Ye , Shuhao Zhang , Jiancheng Lv

We consider online imitation learning (OIL), where the task is to find a policy that imitates the behavior of an expert via active interaction with the environment. We aim to bridge the gap between the theory and practice of policy…

Machine Learning · Computer Science 2022-08-02 Jonathan Wilder Lavington , Sharan Vaswani , Mark Schmidt

Agnostic online learning is classically solved via a reduction to the realizable setting, utilizing Littlestone's Standard Optimal Algorithm (SOA) as a base learner. However, the SOA is computationally intractable to execute even for a…

Machine Learning · Computer Science 2026-05-11 Idan Attias , Steve Hanneke , Arvind Ramaswami