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We study the repeated optimal stopping problem, in which the same optimal stopping instance with an unknown distribution is solved repeatedly over $T$ rounds. We aim to simultaneously achieve strong per-round performance guarantees relative…

Data Structures and Algorithms · Computer Science 2026-05-18 Tsubasa Harada , Yasushi Kawase , Hanna Sumita

We study the problem of online learning with a notion of regret defined with respect to a set of strategies. We develop tools for analyzing the minimax rates and for deriving regret-minimization algorithms in this scenario. While the…

Machine Learning · Statistics 2013-02-13 Wei Han , Alexander Rakhlin , Karthik Sridharan

Online learning with delayed feedback has received increasing attention recently due to its several applications in distributed, web-based learning problems. In this paper we provide a systematic study of the topic, and analyze the effect…

Machine Learning · Computer Science 2015-07-02 Pooria Joulani , András György , Csaba Szepesvári

We present a new recommendation setting for picking out two items from a given set to be highlighted to a user, based on contextual input. These two items are presented to a user who chooses one of them, possibly stochastically, with a bias…

Machine Learning · Computer Science 2016-01-26 Daniel Barsky , Koby Crammer

Commonly used caching policies, such as LRU (Least Recently Used) or LFU (Least Frequently Used), exhibit optimal performance only under specific traffic patterns. Even advanced machine learning-based methods, which detect patterns in…

Machine Learning · Computer Science 2024-06-18 Damiano Carra , Giovanni Neglia

We address the problem of simultaneously learning and control in an online receding horizon control setting. We consider the control of an unknown linear dynamical system with general cost functions and affine constraints on the control…

Optimization and Control · Mathematics 2022-11-02 Deepan Muthirayan , Jianjun Yuan , Pramod P. Khargonekar

We consider the online linear optimization problem, where at every step the algorithm plays a point $x_t$ in the unit ball, and suffers loss $\langle c_t, x_t\rangle$ for some cost vector $c_t$ that is then revealed to the algorithm. Recent…

Machine Learning · Computer Science 2021-11-10 Aditya Bhaskara , Ashok Cutkosky , Ravi Kumar , Manish Purohit

We introduce a novel anytime Batched Thompson sampling policy for multi-armed bandits where the agent observes the rewards of her actions and adjusts her policy only at the end of a small number of batches. We show that this policy…

Machine Learning · Computer Science 2021-10-04 Cem Kalkanli , Ayfer Ozgur

In the random-order model for online learning, the sequence of losses is chosen upfront by an adversary and presented to the learner after a random permutation. Any random-order input is \emph{asymptotically} equivalent to a stochastic…

Machine Learning · Computer Science 2025-10-06 Martino Bernasconi , Andrea Celli , Riccardo Colini-Baldeschi , Federico Fusco , Stefano Leonardi , Matteo Russo

We study Online Convex Optimization (OCO) with adversarial constraints, where an online algorithm must make sequential decisions to minimize both convex loss functions and cumulative constraint violations. We focus on a setting where the…

Machine Learning · Statistics 2025-03-14 Jordan Lekeufack , Michael I. Jordan

We consider a variant of the online caching problem where the items exhibit dependencies among each other: an item can reside in the cache only if all its dependent items are also in the cache. The dependency relations can form any directed…

Data Structures and Algorithms · Computer Science 2024-01-31 Julien Dallot , Amirmehdi Jafari Fesharaki , Maciej Pacut , Stefan Schmid

This paper proposes a theoretical analysis of recommendation systems in an online setting, where items are sequentially recommended to users over time. In each round, a user, randomly picked from a population of $m$ users, requests a…

Machine Learning · Statistics 2020-10-26 Kaito Ariu , Narae Ryu , Se-Young Yun , Alexandre Proutière

We investigate the concept of algorithmic replicability introduced by Impagliazzo et al. 2022, Ghazi et al. 2021, Ahn et al. 2024 in an online setting. In our model, the input sequence received by the online learner is generated from…

Machine Learning · Computer Science 2024-11-22 Saba Ahmadi , Siddharth Bhandari , Avrim Blum

In repeated interaction problems with adaptive agents, our objective often requires anticipating and optimizing over the space of possible agent responses. We show that many problems of this form can be cast as instances of online…

Machine Learning · Computer Science 2024-06-28 William Brown , Christos Papadimitriou , Tim Roughgarden

A Multi-Agent Cooperative Learning (MACL) system is an artificial intelligence (AI) system where multiple learning agents work together to complete a common task. Recent empirical success of MACL systems in various domains (e.g. traffic…

Machine Learning · Computer Science 2023-10-31 Jialin Yi

We study the model-based undiscounted reinforcement learning for partially observable Markov decision processes (POMDPs). The oracle we consider is the optimal policy of the POMDP with a known environment in terms of the average reward over…

Machine Learning · Computer Science 2022-07-19 Yi Xiong , Ningyuan Chen , Xuefeng Gao , Xiang Zhou

In the online non-stochastic control problem, an agent sequentially selects control inputs for a linear dynamical system when facing unknown and adversarially selected convex costs and disturbances. A common metric for evaluating control…

Optimization and Control · Mathematics 2025-04-24 Vijeth Hebbar , Cédric Langbort

Understanding how to efficiently learn while adhering to safety constraints is essential for using online reinforcement learning in practical applications. However, proving rigorous regret bounds for safety-constrained reinforcement…

Machine Learning · Statistics 2025-04-29 Benjamin Schiffer , Lucas Janson

We propose a general framework for studying adaptive regret bounds in the online learning framework, including model selection bounds and data-dependent bounds. Given a data- or model-dependent bound we ask, "Does there exist some algorithm…

Machine Learning · Computer Science 2020-02-14 Dylan J. Foster , Alexander Rakhlin , Karthik Sridharan

An online policy learning problem of linear control systems is studied. In this problem, the control system is known and linear, and a sequence of quadratic cost functions is revealed to the controller in hindsight, and the controller…

Optimization and Control · Mathematics 2021-01-27 Mohammad Akbari , Bahman Gharesifard , Tamas Linder
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