Related papers: Minimax Optimality in Contextual Dynamic Pricing w…

We study non-convex delayed-noise online optimization problems by evaluating dynamic regret in the non-stationary setting when the loss functions are quasar-convex. In particular, we consider scenarios involving quasar-convex functions…

We study contextual bandit learning with an abstract policy class and continuous action space. We obtain two qualitatively different regret bounds: one competes with a smoothed version of the policy class under no continuity assumptions,…

Model selection in supervised learning provides costless guarantees as if the model that best balances bias and variance was known a priori. We study the feasibility of similar guarantees for cumulative regret minimization in the stochastic…

We study the regulation of algorithmic (non-)collusion amongst sellers in dynamic imperfect price competition by auditing their data as introduced by Hartline et al. [2024]. We develop an auditing method that tests whether a seller's…

We consider the dynamic assortment optimization problem under the multinomial logit model (MNL) with unknown utility parameters. The main question investigated in this paper is model mis-specification under the $\varepsilon$-contamination…

We study the Lipschitz bandit problem, where a learner sequentially maximizes an unknown Lipschitz function $f$ over a domain $\mathcal{X} \subset [0,1]^d$ using noisy pointwise evaluations. Existing regret bounds are either worst-case,…

This paper mainly addresses the distributed online optimization problem where the local objective functions are assumed to be convex or non-convex. First, the distributed algorithms are proposed for the convex and non-convex situations,…

We consider the problem where M agents collaboratively interact with an instance of a stochastic K-armed contextual bandit, where K>>M. The goal of the agents is to simultaneously minimize the cumulative regret over all the agents over a…

In performative prediction, the deployment of a predictive model triggers a shift in the data distribution. As these shifts are typically unknown ahead of time, the learner needs to deploy a model to get feedback about the distribution it…

We develop a minimax theory for operator learning, where the goal is to estimate an unknown operator between separable Hilbert spaces from finitely many noisy input-output samples. For uniformly bounded Lipschitz operators, we prove…

Online minimization of an unknown convex function over the interval $[0,1]$ is considered under first-order stochastic bandit feedback, which returns a random realization of the gradient of the function at each query point. Without knowing…

We study the dynamic assortment planning problem, where for each arriving customer, the seller offers an assortment of substitutable products and customer makes the purchase among offered products according to an uncapacitated multinomial…

We consider the problem of learning from training data obtained in different contexts, where the underlying context distribution is unknown and is estimated empirically. We develop a robust method that takes into account the uncertainty of…

We study nonparametric contextual bandits where Lipschitz mean reward functions may change over time. We first establish the minimax dynamic regret rate in this less understood setting in terms of number of changes $L$ and total-variation…

We address online learning in complex auction settings, such as sponsored search auctions, where the value of the bidder is unknown to her, evolving in an arbitrary manner and observed only if the bidder wins an allocation. We leverage the…

This paper studies a class of distributed online convex optimization problems for heterogeneous linear multi-agent systems. Agents in a network, knowing only their own outputs, need to minimize the time-varying costs through neighboring…

For statistical decision problems with finite parameter space, it is well-known that the upper value (minimax value) agrees with the lower value (maximin value). Only under a generalized notion of prior does such an equivalence carry over…

Much of modern learning theory has been split between two regimes: the classical offline setting, where data arrive independently, and the online setting, where data arrive adversarially. While the former model is often both computationally…

Motivated by programmatic advertising optimization, we consider the task of sequentially allocating budget across a set of resources. At every time step, a feasible allocation is chosen and only a corresponding random return is observed.…

We study the $K$-armed contextual dueling bandit problem, a sequential decision making setting in which the learner uses contextual information to make two decisions, but only observes \emph{preference-based feedback} suggesting that one…