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We introduce data-driven decision-making algorithms that achieve state-of-the-art \emph{dynamic regret} bounds for non-stationary bandit settings. These settings capture applications such as advertisement allocation, dynamic pricing, and…

Machine Learning · Computer Science 2021-03-19 Wang Chi Cheung , David Simchi-Levi , Ruihao Zhu

We study online prediction where regret of the algorithm is measured against a benchmark defined via evolving constraints. This framework captures online prediction on graphs, as well as other prediction problems with combinatorial…

Machine Learning · Computer Science 2015-06-15 Alexander Rakhlin , Karthik Sridharan

We present a convolutional framework which significantly reduces the complexity and thus, the computational effort for distributed reinforcement learning control of dynamical systems governed by partial differential equations (PDEs).…

Machine Learning · Computer Science 2023-12-27 Sebastian Peitz , Jan Stenner , Vikas Chidananda , Oliver Wallscheid , Steven L. Brunton , Kunihiko Taira

This paper proposes a task planning framework for collaborative Human-Robot scenarios, specifically focused on assembling complex systems such as furniture. The human is characterized as an uncontrollable agent, implying for example that…

Robotics · Computer Science 2024-08-30 Giulio Giacomuzzo , Matteo Terreran , Siddarth Jain , Diego Romeres

Optimization problems characterized by both discrete and continuous variables are common across various disciplines, presenting unique challenges due to their complex solution landscapes and the difficulty of navigating mixed-variable…

Optimization and Control · Mathematics 2024-06-03 Haoyan Zhai , Qianli Hu , Jiangning Chen

This paper studies an online optimization problem with a finite prediction window of cost functions and additional switching costs on decisions. We propose two gradient-based online algorithms: Receding Horizon Gradient Descent (RHGD), and…

Optimization and Control · Mathematics 2020-03-10 Yingying Li , Guannan Qu , Na Li

We study the problem of making predictions of an adversarially chosen high-dimensional state that are unbiased subject to an arbitrary collection of conditioning events, with the goal of tailoring these events to downstream decision makers.…

Machine Learning · Computer Science 2023-10-30 Georgy Noarov , Ramya Ramalingam , Aaron Roth , Stephan Xie

We study sample efficient reinforcement learning (RL) under the general framework of interactive decision making, which includes Markov decision process (MDP), partially observable Markov decision process (POMDP), and predictive state…

Machine Learning · Computer Science 2023-07-03 Han Zhong , Wei Xiong , Sirui Zheng , Liwei Wang , Zhaoran Wang , Zhuoran Yang , Tong Zhang

Aggregate load modeling is of fundamental importance for systematic analysis and design of various demand response strategies. Instead of keeping track of the trajectories of individual loads, the aggregate modeling problem focuses on…

Systems and Control · Computer Science 2017-08-22 Lin Zhao , Wei Zhang

As a cornerstone in the Evolutionary Computation (EC) domain, Differential Evolution (DE) is known for its simplicity and effectiveness in handling challenging black-box optimization problems. While the advantages of DE are well-recognized,…

Neural and Evolutionary Computing · Computer Science 2025-03-27 Minyang Chen , Chenchen Feng , and Ran Cheng

The objective of many real-world tasks is complex and difficult to procedurally specify. This makes it necessary to use reward or imitation learning algorithms to infer a reward or policy directly from human data. Existing benchmarks for…

Machine Learning · Computer Science 2020-12-03 Pedro Freire , Adam Gleave , Sam Toyer , Stuart Russell

We propose a framework which generalizes "decision making with structured observations" by allowing robust (i.e. multivalued) models. In this framework, each model associates each decision with a convex set of probability distributions over…

Machine Learning · Computer Science 2025-06-27 Alexander Appel , Vanessa Kosoy

In this paper, we demonstrate that the explicit ADER approach as it is used inter alia in [1] can be seen as a special interpretation of the deferred correction (DeC) method as introduced in [2]. By using this fact, we are able to embed…

Numerical Analysis · Mathematics 2022-11-17 Maria Han Veiga , Philipp Öffner , Davide Torlo

Policy optimization methods have shown great promise in solving complex reinforcement and imitation learning tasks. While model-free methods are broadly applicable, they often require many samples to optimize complex policies. Model-based…

Artificial Intelligence · Computer Science 2017-11-23 Daniel Levy , Stefano Ermon

We study the problem of online learning in competitive settings in the context of two-sided matching markets. In particular, one side of the market, the agents, must learn about their preferences over the other side, the firms, through…

Artificial Intelligence · Computer Science 2022-06-07 Chinmay Maheshwari , Eric Mazumdar , Shankar Sastry

We develop a model selection approach to tackle reinforcement learning with adversarial corruption in both transition and reward. For finite-horizon tabular MDPs, without prior knowledge on the total amount of corruption, our algorithm…

Machine Learning · Computer Science 2024-12-31 Chen-Yu Wei , Christoph Dann , Julian Zimmert

A class of simultaneous equation models arise in the many domains where observed binary outcomes are themselves a consequence of the existing choices of of one of the agents in the model. These models are gaining increasing interest in the…

Econometrics · Economics 2025-12-30 Shakeeb Khan , Elie Tamer , Qingsong Yao

We consider adaptive decision-making problems where an agent optimizes a cumulative performance objective by repeatedly choosing among a finite set of options. Compared to the classical prediction-with-expert-advice set-up, we consider…

Machine Learning · Computer Science 2023-04-10 Michael Muehlebach

Clustering is central to many data-driven application domains and has been studied extensively in terms of distance functions and grouping algorithms. Relatively little work has focused on learning representations for clustering. In this…

Machine Learning · Computer Science 2016-05-26 Junyuan Xie , Ross Girshick , Ali Farhadi

This paper introduces a novel competitive mechanism into differential evolution (DE), presenting an effective DE variant named competitive DE (CDE). CDE features a simple yet efficient mutation strategy: DE/winner-to-best/1. Essentially,…

Neural and Evolutionary Computing · Computer Science 2024-06-11 Rui Zhong , Yang Cao , Enzhi Zhang , Masaharu Munetomo