Related papers: On the Regret of Coded Caching with Adversarial Re…
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…
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…
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…
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…
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…
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…
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.,…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…