Related papers: Responding to Promises: No-regret learning against…

Existing algorithms for online conformal prediction -- guaranteeing marginal coverage in adversarial settings -- are variants of online gradient descent (OGD), but their analyses of worst-case coverage do not follow from the regret…

In many settings of interest, a policy is set by one party, the leader, in order to influence the action of another party, the follower, where the follower's response is determined by some private information. A natural question to ask is,…

Model-free reinforcement learning (RL) algorithms, such as Q-learning, directly parameterize and update value functions or policies without explicitly modeling the environment. They are typically simpler, more flexible to use, and thus more…

We study preference learning through recommendations in multi-agent game settings, where a moderator repeatedly interacts with agents whose utility functions are unknown. In each round, the moderator issues action recommendations and…

We study the well-known coded caching problem in an online learning framework, wherein requests arrive sequentially, and an online policy can update the cache contents based on the history of requests seen thus far. We introduce a caching…

We propose a novel online learning method for minimizing regret in large extensive-form games. The approach learns a function approximator online to estimate the regret for choosing a particular action. A no-regret algorithm uses these…

We present a reduction from reinforcement learning (RL) to no-regret online learning based on the saddle-point formulation of RL, by which "any" online algorithm with sublinear regret can generate policies with provable performance…

Online kernel selection is a fundamental problem of online kernel methods.In this paper,we study online kernel selection with memory constraint in which the memory of kernel selection and online prediction procedures is limited to a fixed…

Learning from repeated play in a fixed two-player zero-sum game is a classic problem in game theory and online learning. We consider a variant of this problem where the game payoff matrix changes over time, possibly in an adversarial…

We develop an online learning algorithm for identifying unlabeled data points that are most informative for training (i.e., active learning). By formulating the active learning problem as the prediction with sleeping experts problem, we…

This paper examines the convergence of no-regret learning in Cournot games with continuous actions. Cournot games are the essential model for many socio-economic systems, where players compete by strategically setting their output quantity.…

The literature on game-theoretic equilibrium finding predominantly focuses on single games or their repeated play. Nevertheless, numerous real-world scenarios feature playing a game sampled from a distribution of similar, but not identical…

We provide the first oracle efficient sublinear regret algorithms for adversarial versions of the contextual bandit problem. In this problem, the learner repeatedly makes an action on the basis of a context and receives reward for the…

We study Stackelberg equilibria in finitely repeated games, where the leader commits to a strategy that picks actions in each round and can be adaptive to the history of play (i.e. they commit to an algorithm). In particular, we study…

We study the problem of online learning in adversarial bandit problems under a partial observability model called off-policy feedback. In this sequential decision making problem, the learner cannot directly observe its rewards, but instead…

We study reinforcement learning (RL) for a class of continuous-time linear-quadratic (LQ) control problems for diffusions, where states are scalar-valued and running control rewards are absent but volatilities of the state processes depend…

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…

We consider online no-regret learning in unknown games with bandit feedback, where each player can only observe its reward at each time -- determined by all players' current joint action -- rather than its gradient. We focus on the class of…

We study the power of different types of adaptive (nonoblivious) adversaries in the setting of prediction with expert advice, under both full-information and bandit feedback. We measure the player's performance using a new notion of regret,…

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.…