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In online exploration systems where users with fixed preferences repeatedly arrive, it has recently been shown that O(1), i.e., bounded regret, can be achieved when the system is modeled as a linear contextual bandit. This result may be of…

Machine Learning · Computer Science 2023-07-03 Enoch Hyunwook Kang , P. R. Kumar

Regret bounds in online learning compare the player's performance to $L^*$, the optimal performance in hindsight with a fixed strategy. Typically such bounds scale with the square root of the time horizon $T$. The more refined concept of…

Machine Learning · Computer Science 2018-02-12 Zeyuan Allen-Zhu , Sébastien Bubeck , Yuanzhi Li

We study the problem of adaptively controlling a known discrete-time nonlinear system subject to unmodeled disturbances. We prove the first finite-time regret bounds for adaptive nonlinear control with matched uncertainty in the stochastic…

Machine Learning · Computer Science 2020-11-30 Nicholas M. Boffi , Stephen Tu , Jean-Jacques E. Slotine

We study an online mixed discrete and continuous optimization problem where a decision maker interacts with an unknown environment for a number of $T$ rounds. At each round, the decision maker needs to first jointly choose a discrete and a…

Optimization and Control · Mathematics 2024-08-27 Lintao Ye , Ming Chi , Zhi-Wei Liu , Xiaoling Wang , Vijay Gupta

We study an online market-making problem in which a learner sequentially posts bid and ask prices for a single asset while interacting with traders holding private valuations. Unlike existing online learning formulations that assume fully…

Machine Learning · Computer Science 2026-05-20 Davide Maran , Marcello Restelli

Online learning algorithms are designed to learn even when their input is generated by an adversary. The widely-accepted formal definition of an online algorithm's ability to learn is the game-theoretic notion of regret. We argue that the…

Machine Learning · Computer Science 2012-07-03 Raman Arora , Ofer Dekel , Ambuj Tewari

We consider the problem of combining and learning over a set of adversarial bandit algorithms with the goal of adaptively tracking the best one on the fly. The CORRAL algorithm of Agarwal et al. (2017) and its variants (Foster et al.,…

Machine Learning · Computer Science 2022-02-15 Haipeng Luo , Mengxiao Zhang , Peng Zhao , Zhi-Hua Zhou

We consider a new setting of online clustering of contextual cascading bandits, an online learning problem where the underlying cluster structure over users is unknown and needs to be learned from a random prefix feedback. More precisely, a…

Machine Learning · Computer Science 2019-02-04 Shuai Li

In this paper we study the mincut problem in the online setting. We consider two distinct models: A) competitive analysis and B) regret analysis. In the competitive setting we consider the vertex arrival model; whenever a new vertex arrives…

Data Structures and Algorithms · Computer Science 2020-08-17 Avah Banerjee , Guoli Ding

We consider the problem of \textit{online sparse linear approximation}, where one predicts the best sparse approximation of a sequence of measurements in terms of linear combination of columns of a given measurement matrix. Such online…

Machine Learning · Computer Science 2025-01-08 Samrat Mukhopadhyay , Debasmita Mukherjee

This paper considers the stability of online learning algorithms and its implications for learnability (bounded regret). We introduce a novel quantity called {\em forward regret} that intuitively measures how good an online learning…

Machine Learning · Computer Science 2012-11-28 Ankan Saha , Prateek Jain , Ambuj Tewari

We provide the first sub-linear space and sub-linear regret algorithm for online learning with expert advice (against an oblivious adversary), addressing an open question raised recently by Srinivas, Woodruff, Xu and Zhou (STOC 2022). We…

Data Structures and Algorithms · Computer Science 2022-11-09 Binghui Peng , Fred Zhang

We consider a system consisting of a single transmitter/receiver pair and $N$ channels over which they may communicate. Packets randomly arrive to the transmitter's queue and wait to be successfully sent to the receiver. The transmitter may…

Performance · Computer Science 2020-05-15 Thomas Stahlbuhk , Brooke Shrader , Eytan Modiano

This paper considers online convex optimization with long term constraints, where constraints can be violated in intermediate rounds, but need to be satisfied in the long run. The cumulative constraint violation is used as the metric to…

Machine Learning · Computer Science 2021-06-10 Xinlei Yi , Xiuxian Li , Tao Yang , Lihua Xie , Tianyou Chai , Karl H. Johansson

We introduce contextual queueing bandits, a new context-aware framework for scheduling while simultaneously learning unknown service rates. Individual jobs carry heterogeneous contextual features, based on which the agent chooses a job and…

Machine Learning · Computer Science 2026-05-19 Seoungbin Bae , Garyeong Kang , Dabeen Lee

This paper studies online nonstochastic control problems with adversarial and static constraints. We propose online nonstochastic control algorithms that achieve both sublinear regret and sublinear adversarial constraint violation while…

Machine Learning · Computer Science 2023-02-07 Xin Liu , Zixian Yang , Lei Ying

We study online learning with oblivious losses and delays under a novel ``capacity constraint'' that limits how many past rounds can be tracked simultaneously for delayed feedback. Under ``clairvoyance'' (i.e., delay durations are revealed…

Machine Learning · Computer Science 2025-06-27 Alexander Ryabchenko , Idan Attias , Daniel M. Roy

We consider the problem of transfer learning in an online setting. Different tasks are presented sequentially and processed by a within-task algorithm. We propose a lifelong learning strategy which refines the underlying data representation…

Machine Learning · Statistics 2019-10-14 Pierre Alquier , The Tien Mai , Massimiliano Pontil

We consider the problem of learning personalized decision policies from observational bandit feedback data across multiple heterogeneous data sources. In our approach, we introduce a novel regret analysis that establishes finite-sample…

Machine Learning · Computer Science 2024-10-14 Aldo Gael Carranza , Susan Athey

Online learning and model reference adaptive control have many interesting intersections. One area where they differ however is in how the algorithms are analyzed and what objective or metric is used to discriminate "good" algorithms from…

Systems and Control · Electrical Eng. & Systems 2025-01-24 Travis E. Gibson , Sawal Acharya