English
Related papers

Related papers: Super-Exponential Regret for UCT, AlphaGo and Vari…

200 papers

Recent simultaneous works by Peng and Rubinstein [2024] and Dagan et al. [2024] have demonstrated the existence of a no-swap-regret learning algorithm that can reach $\epsilon$ average swap regret against an adversary in any extensive-form…

Computer Science and Game Theory · Computer Science 2024-06-21 Constantinos Daskalakis , Gabriele Farina , Noah Golowich , Tuomas Sandholm , Brian Hu Zhang

We study a general online linear optimization problem(OLO). At each round, a subset of objects from a fixed universe of $n$ objects is chosen, and a linear cost associated with the chosen subset is incurred. To measure the performance of…

Machine Learning · Statistics 2019-08-26 Sudeep Raja Putta , Abhishek Shetty

We investigate the problem of online convex optimization with unknown delays, in which the feedback of a decision arrives with an arbitrary delay. Previous studies have presented a delayed variant of online gradient descent (OGD), and…

Machine Learning · Computer Science 2021-03-23 Yuanyu Wan , Wei-Wei Tu , Lijun Zhang

This work studies external regret in sequential prediction games with both positive and negative payoffs. External regret measures the difference between the payoff obtained by the forecasting strategy and the payoff of the best action. In…

Statistics Theory · Mathematics 2007-06-13 Nicolo Cesa-Bianchi , Yishay Mansour , Gilles Stoltz

In two-player zero-sum games, the learning dynamic based on optimistic Hedge achieves one of the best-known regret upper bounds among strongly-uncoupled learning dynamics. With an appropriately chosen learning rate, the social and…

Machine Learning · Computer Science 2025-10-14 Taira Tsuchiya

In this paper, we study the problem of regret minimization for episodic Reinforcement Learning (RL) both in the model-free and the model-based setting. We focus on learning with general function classes and general model classes, and we…

Machine Learning · Computer Science 2022-03-04 Grigoris Velegkas , Zhuoran Yang , Amin Karbasi

Constrained Markov Decision Processes are a class of stochastic decision problems in which the decision maker must select a policy that satisfies auxiliary cost constraints. This paper extends upper confidence reinforcement learning for…

Machine Learning · Computer Science 2020-01-28 Liyuan Zheng , Lillian J. Ratliff

Unsupervised Environment Design (UED) seeks to automatically generate training curricula for reinforcement learning (RL) agents, with the goal of improving generalisation and zero-shot performance. However, designing effective curricula…

Machine Learning · Computer Science 2026-01-22 Harry Mead , Bruno Lacerda , Jakob Foerster , Nick Hawes

We provide improved gap-dependent regret bounds for reinforcement learning in finite episodic Markov decision processes. Compared to prior work, our bounds depend on alternative definitions of gaps. These definitions are based on the…

Machine Learning · Computer Science 2021-10-27 Christoph Dann , Teodor V. Marinov , Mehryar Mohri , Julian Zimmert

We analyze and evaluate an online gradient descent algorithm with adaptive per-coordinate adjustment of learning rates. Our algorithm can be thought of as an online version of batch gradient descent with a diagonal preconditioner. This…

Machine Learning · Computer Science 2010-02-26 Matthew Streeter , H. Brendan McMahan

We provide new lower bounds on the regret that must be suffered by adversarial bandit algorithms. The new results show that recent upper bounds that either (a) hold with high-probability or (b) depend on the total lossof the best arm or (c)…

Statistics Theory · Mathematics 2017-02-28 Sébastien Gerchinovitz , Tor Lattimore

This paper studies bandit convex optimization in non-stationary environments with two-point feedback, using dynamic regret as the performance measure. We propose an algorithm based on bandit mirror descent that extends naturally to…

Optimization and Control · Mathematics 2026-05-26 Chang He , Bo Jiang , Shuzhong Zhang

Universal online learning aims to achieve optimal regret guarantees without requiring prior knowledge of the curvature of online functions. Existing methods have established minimax-optimal regret bounds for universal online learning, where…

Machine Learning · Computer Science 2025-11-26 Peng Zhao , Yu-Hu Yan , Hang Yu , Zhi-Hua Zhou

We study the online calibration of multi-dimensional forecasts over an arbitrary convex set $\mathcal{P} \subset \mathbb{R}^d$ relative to an arbitrary norm $\Vert\cdot\Vert$. We connect this with the problem of external regret minimization…

Machine Learning · Computer Science 2025-05-28 Maxwell Fishelson , Noah Golowich , Mehryar Mohri , Jon Schneider

We study contextual bilateral trade under full feedback when trader valuations have bounded density but infinite variance. We first extend the self-bounding property of Bachoc et al. (ICML 2025) from bounded to real-valued valuations,…

Machine Learning · Statistics 2026-03-10 Hangyi Zhao

We show that Optimistic Hedge -- a common variant of multiplicative-weights-updates with recency bias -- attains ${\rm poly}(\log T)$ regret in multi-player general-sum games. In particular, when every player of the game uses Optimistic…

Machine Learning · Computer Science 2023-01-26 Constantinos Daskalakis , Maxwell Fishelson , Noah Golowich

We consider learning in an adversarial Markov Decision Process (MDP) where the loss functions can change arbitrarily over $K$ episodes and the state space can be arbitrarily large. We assume that the Q-function of any policy is linear in…

Machine Learning · Computer Science 2023-06-05 Yan Dai , Haipeng Luo , Chen-Yu Wei , Julian Zimmert

Modern tasks in reinforcement learning have large state and action spaces. To deal with them efficiently, one often uses predefined feature mapping to represent states and actions in a low-dimensional space. In this paper, we study…

Machine Learning · Computer Science 2021-02-24 Dongruo Zhou , Jiafan He , Quanquan Gu

Bilateral trade is a central problem in algorithmic economics, and recent work has explored how to design trading mechanisms using no-regret learning algorithms. However, no-regret learning is impossible when budget balance has to be…

Computer Science and Game Theory · Computer Science 2025-07-16 Anna Lunghi , Matteo Castiglioni , Alberto Marchesi

We consider online learning problems where the aim is to achieve regret which is efficient in the sense that it is the same order as the lowest regret amongst K experts. This is a substantially stronger requirement that achieving…

Machine Learning · Computer Science 2019-11-12 Daron Anderson , Douglas J. Leith
‹ Prev 1 3 4 5 6 7 10 Next ›