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We present methods for online linear optimization that take advantage of benign (as opposed to worst-case) sequences. Specifically if the sequence encountered by the learner is described well by a known "predictable process", the algorithms…

Machine Learning · Statistics 2014-05-27 Alexander Rakhlin , Karthik Sridharan

Online machine learning systems need to adapt to domain shifts. Meanwhile, acquiring label at every timestep is expensive. We propose a surprisingly simple algorithm that adaptively balances its regret and its number of label queries in…

Machine Learning · Computer Science 2021-03-01 Yining Chen , Haipeng Luo , Tengyu Ma , Chicheng Zhang

We consider the contextual bandit problem where at each time, the agent only has access to a noisy version of the context and the error variance (or an estimator of this variance). This setting is motivated by a wide range of applications…

Machine Learning · Statistics 2024-03-19 Yongyi Guo , Ziping Xu , Susan Murphy

In online learning an algorithm plays against an environment with losses possibly picked by an adversary at each round. The generality of this framework includes problems that are not adversarial, for example offline optimization, or saddle…

Machine Learning · Computer Science 2021-02-04 Ryan D'Orazio , Ruitong Huang

In many quantum tasks, there is an unknown quantum object that one wishes to learn. An online strategy for this task involves adaptively refining a hypothesis to reproduce such an object or its measurement statistics. A common evaluation…

Quantum Physics · Physics 2025-11-25 Akshay Bansal , Ian George , Soumik Ghosh , Jamie Sikora , Alice Zheng

We consider regret minimization in repeated games with a very large number of actions. Such games are inherent in the setting of AI Safety via Debate \cite{irving2018ai}, and more generally games whose actions are language-based. Existing…

Computer Science and Game Theory · Computer Science 2024-07-12 Xinyi Chen , Angelica Chen , Dean Foster , Elad Hazan

We study online classification when the learner has access to predictions about future examples. We design an online learner whose expected regret is never worse than the worst-case regret, gracefully improves with the quality of the…

Machine Learning · Computer Science 2024-05-24 Vinod Raman , Ambuj Tewari

A natural goal when designing online learning algorithms for non-stationary environments is to bound the regret of the algorithm in terms of the temporal variation of the input sequence. Intuitively, when the variation is small, it should…

Machine Learning · Computer Science 2021-12-08 Gautam Goel , Babak Hassibi

We consider combinatorial online learning with subset choices when only relative feedback information from subsets is available, instead of bandit or semi-bandit feedback which is absolute. Specifically, we study two regret minimisation…

Machine Learning · Computer Science 2020-02-28 Aadirupa Saha , Aditya Gopalan

We enable efficient and effective coordination in unpredictable environments, i.e., in environments whose future evolution is unknown a priori and even adversarial. We are motivated by the future of autonomy that involves multiple robots…

Systems and Control · Electrical Eng. & Systems 2023-02-21 Zirui Xu , Hongyu Zhou , Vasileios Tzoumas

This study considers online learning with general directed feedback graphs. For this problem, we present best-of-both-worlds algorithms that achieve nearly tight regret bounds for adversarial environments as well as poly-logarithmic regret…

Machine Learning · Computer Science 2022-12-29 Shinji Ito , Taira Tsuchiya , Junya Honda

We study the problem of making predictions of an adversarially chosen high-dimensional state that are unbiased subject to an arbitrary collection of conditioning events, with the goal of tailoring these events to downstream decision makers.…

Machine Learning · Computer Science 2023-10-30 Georgy Noarov , Ramya Ramalingam , Aaron Roth , Stephan Xie

We study the combinatorial semi-bandit problem where an agent selects a subset of base arms and receives individual feedback. While this generalizes the classical multi-armed bandit and has broad applicability, its scalability is limited by…

Machine Learning · Statistics 2025-10-27 Jung-hun Kim , Milan Vojnović , Min-hwan Oh

Pairwise learning is essential in machine learning, especially for problems involving loss functions defined on pairs of training examples. Online gradient descent (OGD) algorithms have been proposed to handle online pairwise learning,…

Machine Learning · Computer Science 2023-10-11 Hilal AlQuabeh , Bhaskar Mukhoty , Bin Gu

We introduce algorithms for online, full-information prediction that are competitive with contextual tree experts of unknown complexity, in both probabilistic and adversarial settings. We show that by incorporating a probabilistic framework…

Machine Learning · Computer Science 2018-05-23 Vidya Muthukumar , Mitas Ray , Anant Sahai , Peter L. Bartlett

A Multi-Agent Cooperative Learning (MACL) system is an artificial intelligence (AI) system where multiple learning agents work together to complete a common task. Recent empirical success of MACL systems in various domains (e.g. traffic…

Machine Learning · Computer Science 2023-10-31 Jialin Yi

We revisit the problem of \textit{online linear optimization} in case the set of feasible actions is accessible through an approximated linear optimization oracle with a factor $\alpha$ multiplicative approximation guarantee. This setting…

Machine Learning · Computer Science 2017-09-12 Dan Garber

We study online learning in unknown Markov games, a problem that arises in episodic multi-agent reinforcement learning where the actions of the opponents are unobservable. We show that in this challenging setting, achieving sublinear regret…

Machine Learning · Computer Science 2021-02-09 Yi Tian , Yuanhao Wang , Tiancheng Yu , Suvrit Sra

We study online learning settings in which experts act strategically to maximize their influence on the learning algorithm's predictions by potentially misreporting their beliefs about a sequence of binary events. Our goal is twofold.…

Machine Learning · Computer Science 2020-07-02 Rupert Freeman , David M. Pennock , Chara Podimata , Jennifer Wortman Vaughan

We study a multi-round mechanism design problem, where we interact with a set of agents over a sequence of rounds. We wish to design an incentive-compatible (IC) online learning scheme to maximize an application-specific objective within a…

Computer Science and Game Theory · Computer Science 2024-07-09 Joon Suk Huh , Kirthevasan Kandasamy