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A key challenge in online learning is that classical algorithms can be slow to adapt to changing environments. Recent studies have proposed "meta" algorithms that convert any online learning algorithm to one that is adaptive to changing…

Machine Learning · Statistics 2017-11-08 Kwang-Sung Jun , Francesco Orabona , Stephen Wright , Rebecca Willett

In this paper, we study the online shortest path problem in directed acyclic graphs (DAGs) under bandit feedback against an adaptive adversary. Given a DAG $G = (V, E)$ with a source node $v_{\mathsf{s}}$ and a sink node $v_{\mathsf{t}}$,…

Machine Learning · Computer Science 2025-04-04 Arnab Maiti , Zhiyuan Fan , Kevin Jamieson , Lillian J. Ratliff , Gabriele Farina

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 study the interplay between communication and feedback in a cooperative online learning setting, where a network of communicating agents learn a common sequential decision-making task through a feedback graph. We bound the network regret…

Machine Learning · Computer Science 2024-08-13 Nicolò Cesa-Bianchi , Tommaso R. Cesari , Riccardo Della Vecchia

We study a variant of online convex optimization where the player is permitted to switch decisions at most $S$ times in expectation throughout $T$ rounds. Similar problems have been addressed in prior work for the discrete decision set…

Machine Learning · Computer Science 2023-09-19 Uri Sherman , Tomer Koren

In this paper, we study a special bandit setting of online stochastic linear optimization, where only one-bit of information is revealed to the learner at each round. This problem has found many applications including online advertisement…

Machine Learning · Computer Science 2015-09-28 Lijun Zhang , Tianbao Yang , Rong Jin , Zhi-Hua Zhou

We consider a variant of the classical online linear optimization problem in which at every step, the online player receives a "hint" vector before choosing the action for that round. Rather surprisingly, it was shown that if the hint…

Machine Learning · Computer Science 2020-10-05 Aditya Bhaskara , Ashok Cutkosky , Ravi Kumar , Manish Purohit

We design differentially private algorithms for the problem of prediction with expert advice under dynamic regret, also known as tracking the best expert. Our work addresses three natural types of adversaries, stochastic with shifting…

Machine Learning · Computer Science 2025-03-14 Aadirupa Saha , Vinod Raman , Hilal Asi

We consider the framework of non-stationary stochastic optimization [Besbes et al, 2015] with squared error losses and noisy gradient feedback where the dynamic regret of an online learner against a time varying comparator sequence is…

Machine Learning · Computer Science 2020-10-02 Dheeraj Baby , Yu-Xiang Wang

We study the problem of online learning and online regret minimization when samples are drawn from a general unknown non-stationary process. We introduce the concept of a dynamic changing process with cost $K$, where the conditional…

Machine Learning · Computer Science 2023-11-14 Changlong Wu , Ananth Grama , Wojciech Szpankowski

We study online learning when partial feedback information is provided following every action of the learning process, and the learner incurs switching costs for changing his actions. In this setting, the feedback information system can be…

Machine Learning · Computer Science 2019-05-21 Anshuka Rangi , Massimo Franceschetti

Bandits with feedback graphs are powerful online learning models that interpolate between the full information and classic bandit problems, capturing many real-life applications. A recent work by Zhang et al. (2023) studies the contextual…

Machine Learning · Computer Science 2024-02-14 Mengxiao Zhang , Yuheng Zhang , Haipeng Luo , Paul Mineiro

Decentralized Online Learning (online learning in decentralized networks) attracts more and more attention, since it is believed that Decentralized Online Learning can help the data providers cooperatively better solve their online problems…

Machine Learning · Computer Science 2019-05-30 Yawei Zhao , Chen Yu , Peilin Zhao , Hanlin Tang , Shuang Qiu , Ji Liu

We revisit the problem of stochastic online learning with feedback graphs, with the goal of devising algorithms that are optimal, up to constants, both asymptotically and in finite time. We show that, surprisingly, the notion of optimal…

Machine Learning · Computer Science 2022-06-22 Teodor V. Marinov , Mehryar Mohri , Julian Zimmert

We consider the problem of online learning with non-convex losses. In terms of feedback, we assume that the learner observes - or otherwise constructs - an inexact model for the loss function encountered at each stage, and we propose a…

Machine Learning · Computer Science 2020-10-19 Amélie Héliou , Matthieu Martin , Panayotis Mertikopoulos , Thibaud Rahier

We study the problem of online learning with non-convex losses, where the learner has access to an offline optimization oracle. We show that the classical Follow the Perturbed Leader (FTPL) algorithm achieves optimal regret rate of…

Machine Learning · Computer Science 2019-09-24 Arun Sai Suggala , Praneeth Netrapalli

In combinatorial semi-bandits, a learner repeatedly selects from a combinatorial decision set of arms, receives the realized sum of rewards, and observes the rewards of the individual selected arms as feedback. In this paper, we extend this…

Machine Learning · Computer Science 2025-09-17 Yuxiao Wen

The problem of bandit with graph feedback generalizes both the multi-armed bandit (MAB) problem and the learning with expert advice problem by encoding in a directed graph how the loss vector can be observed in each round of the game. The…

Machine Learning · Computer Science 2023-08-07 Yuchen He , Chihao Zhang

We consider adversarial multi-armed bandit problems where the learner is allowed to observe losses of a number of arms beside the arm that it actually chose. We study the case where all non-chosen arms reveal their loss with a fixed but…

Machine Learning · Statistics 2026-04-29 Tomáš Kocák , Gergely Neu , Michal Valko

We investigate the problem of cumulative regret minimization for individual sequence prediction with respect to the best expert in a finite family of size K under limited access to information. We assume that in each round, the learner can…

Statistics Theory · Mathematics 2022-10-06 El Mehdi Saad , G. Blanchard