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We describe mechanisms for the allocation of a scarce resource among multiple users in a way that is efficient, fair, and strategy-proof, but when users do not know their resource requirements. The mechanism is repeated for multiple rounds…

Machine Learning · Statistics 2020-12-17 Kirthevasan Kandasamy , Gur-Eyal Sela , Joseph E Gonzalez , Michael I Jordan , Ion Stoica

We consider multiple parallel Markov decision processes (MDPs) coupled by global constraints, where the time varying objective and constraint functions can only be observed after the decision is made. Special attention is given to how well…

Optimization and Control · Mathematics 2017-09-12 Xiaohan Wei , Hao Yu , Michael J. Neely

We study a generalization of the problem of online learning in adversarial linear contextual bandits by incorporating loss functions that belong to a reproducing kernel Hilbert space, which allows for a more flexible modeling of complex…

Machine Learning · Statistics 2023-10-04 Gergely Neu , Julia Olkhovskaya , Sattar Vakili

We consider the problem of Imitation Learning (IL) by actively querying noisy expert for feedback. While imitation learning has been empirically successful, much of prior work assumes access to noiseless expert feedback which is not…

Machine Learning · Computer Science 2023-07-12 Ayush Sekhari , Karthik Sridharan , Wen Sun , Runzhe Wu

Existing online learning algorithms for adversarial Markov Decision Processes achieve ${O}(\sqrt{T})$ regret after $T$ rounds of interactions even if the loss functions are chosen arbitrarily by an adversary, with the caveat that the…

Machine Learning · Computer Science 2023-10-27 Tiancheng Jin , Junyan Liu , Chloé Rouyer , William Chang , Chen-Yu Wei , Haipeng Luo

We consider the problem of learning an unknown subset $N_\text{target}$ of a domain in an online setting. In each round $t$, the learner predicts a set of items ${N}_t$ and receives one of two types of feedback, each with equal probability:…

Machine Learning · Computer Science 2026-05-12 Lee Cohen , Yishay Mansour , Shay Moran , Han Shao

We consider a two-agent MDP framework where agents repeatedly solve a task in a collaborative setting. We study the problem of designing a learning algorithm for the first agent (A1) that facilitates a successful collaboration even in cases…

Machine Learning · Computer Science 2019-06-21 Goran Radanovic , Rati Devidze , David C. Parkes , Adish Singla

In this paper, we provide a general framework for studying multi-agent online learning problems in the presence of delays and asynchronicities. Specifically, we propose and analyze a class of adaptive dual averaging schemes in which agents…

Machine Learning · Computer Science 2022-04-19 Yu-Guan Hsieh , Franck Iutzeler , Jérôme Malick , Panayotis Mertikopoulos

We consider the problem of contextual bandits where actions are subsets of a ground set and mean rewards are modeled by an unknown monotone submodular function that belongs to a class $\mathcal{F}$. We allow time-varying matroid constraints…

Machine Learning · Computer Science 2021-12-07 Dean P. Foster , Alexander Rakhlin

Online strategic classification studies settings in which agents strategically modify their features to obtain favorable predictions. For example, given a classifier that determines loan approval based on credit scores, applicants may open…

Machine Learning · Computer Science 2026-02-09 Chase Hutton , Adam Melrod , Han Shao

We consider online convex optimization with a zero-order oracle feedback. In particular, the decision maker does not know the explicit representation of the time-varying cost functions, or their gradients. At each time step, she observes…

Optimization and Control · Mathematics 2020-05-05 Tatiana Tatarenko , Maryam Kamgarpour

Motivated by online advertising auctions, we consider repeated Vickrey auctions where goods of unknown value are sold sequentially and bidders only learn (potentially noisy) information about a good's value once it is purchased. We adopt an…

Computer Science and Game Theory · Computer Science 2015-11-19 Jonathan Weed , Vianney Perchet , Philippe Rigollet

We study online learning in contextual pay-per-click auctions where at each of the $T$ rounds, the learner receives some context along with a set of ads and needs to make an estimate on their click-through rate (CTR) in order to run a…

Machine Learning · Computer Science 2023-10-10 Mengxiao Zhang , Haipeng Luo

We study a variant of prediction with expert advice where the learner's action at round $t$ is only allowed to depend on losses on a specific subset of the rounds (where the structure of which rounds' losses are visible at time $t$ is…

Machine Learning · Computer Science 2024-07-02 Khashayar Gatmiry , Jon Schneider

Most traditional online learning algorithms are based on variants of mirror descent or follow-the-leader. In this paper, we present an online algorithm based on a completely different approach, tailored for transductive settings, which…

Machine Learning · Computer Science 2013-09-12 Nicolò Cesa-Bianchi , Ohad Shamir

We introduce and analyze AdaTask, a multitask online learning algorithm that adapts to the unknown structure of the tasks. When the $N$ tasks are stochastically activated, we show that the regret of AdaTask is better, by a factor that can…

Machine Learning · Computer Science 2023-10-30 Pierre Laforgue , Andrea Della Vecchia , Nicolò Cesa-Bianchi , Lorenzo Rosasco

We study nonstationary Online Linear Programming (OLP), where $n$ orders arrive sequentially with reward-resource consumption pairs that form a sequence of independent, but not necessarily identically distributed, random vectors. At the…

Data Structures and Algorithms · Computer Science 2026-03-17 Haoran Xu , Owen Shen , Peter Glynn , Yinyu Ye , Patrick Jaillet

In digital health and EdTech, recommendation systems face a significant challenge: users often choose impulsively, in ways that conflict with the platform's long-term payoffs. This misalignment makes it difficult to effectively learn to…

Machine Learning · Computer Science 2024-02-22 Arpit Agarwal , Rad Niazadeh , Prathamesh Patil

Recent literature on online learning has focused on developing adaptive algorithms that take advantage of a regularity of the sequence of observations, yet retain worst-case performance guarantees. A complementary direction is to develop…

Machine Learning · Computer Science 2015-01-27 Ali Jadbabaie , Alexander Rakhlin , Shahin Shahrampour , Karthik Sridharan

We consider the widely studied problem of coded caching under non-uniform requests where users independently request files according to some underlying popularity distribution in each slot. This work is a first step towards analyzing this…

Information Theory · Computer Science 2023-12-11 Anupam Nayak , Sheel Shah , Nikhil Karamchandani