Related papers: Improved Regret in Stochastic Decision-Theoretic O…
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…
Differentially private (DP) stochastic convex optimization (SCO) is ubiquitous in trustworthy machine learning algorithm design. This paper studies the DP-SCO problem with streaming data sampled from a distribution and arrives sequentially.…
We present a modified tuning of the algorithm of Zimmert and Seldin [2020] for adversarial multiarmed bandits with delayed feedback, which in addition to the minimax optimal adversarial regret guarantee shown by Zimmert and Seldin…
In this paper, the problem of distributed optimization is studied via a network of agents. Each agent only has access to a stochastic gradient of its own objective function in the previous time, and can communicate with its neighbors via a…
The time-optimal $k$-server problem minimizes the time spent serving all requests instead of the distances traveled. We give a lower bound of $2k-1$ on the competitive ratio of any deterministic online algorithm for this problem, which…
Given a real-valued hypothesis class $\mathcal{H}$, we investigate under what conditions there is a differentially private algorithm which learns an optimal hypothesis from $\mathcal{H}$ given i.i.d. data. Inspired by recent results for the…
We study the framework of a dynamic decision-making scenario with resource constraints. In this framework, an agent, whose target is to maximize the total reward under the initial inventory, selects an action in each round upon observing a…
Privacy and communication constraints are two major bottlenecks in federated learning (FL) and analytics (FA). We study the optimal accuracy of mean and frequency estimation (canonical models for FL and FA respectively) under joint…
We adapt the analysis of policy gradient for continuous time $k$-armed stochastic bandits by Lattimore (2026) to the standard discrete time setup. As in continuous time, we prove that with learning rate $\eta =…
We demonstrate that, in the classical non-stochastic regret minimization problem with $d$ decisions, gains and losses to be respectively maximized or minimized are fundamentally different. Indeed, by considering the additional sparsity…
The theory of reinforcement learning has focused on two fundamental problems: achieving low regret, and identifying $\epsilon$-optimal policies. While a simple reduction allows one to apply a low-regret algorithm to obtain an…
We study a variant of prediction with expert advice where the learner's action at round $t$ is only allowed to depend on losses on a specific subset of the rounds (where the structure of which rounds' losses are visible at time $t$ is…
We study problem-dependent rates, i.e., generalization errors that scale near-optimally with the variance, the effective loss, or the gradient norms evaluated at the "best hypothesis." We introduce a principled framework dubbed "uniform…
Distributed online learning is gaining increased traction due to its unique ability to process large-scale datasets and streaming data. To address the growing public awareness and concern on privacy protection, plenty of algorithms have…
We consider the problem of online learning where the sequence of actions played by the learner must adhere to an unknown safety constraint at every round. The goal is to minimize regret with respect to the best safe action in hindsight…
Differential privacy (DP), provides a framework for provable privacy protection against arbitrary adversaries, while allowing the release of summary statistics and synthetic data. We address the problem of releasing a noisy real-valued…
Large tensor learning algorithms are typically computationally expensive and require storing a vast amount of data. In this paper, we propose a unified online Riemannian gradient descent (oRGrad) algorithm for tensor learning, which is…
This paper studies an online learning problem that seeks optimal testing policies for a stream of subjects, each of whom can be evaluated through a sequence of candidate tests drawn from a common pool. We refer to this problem as the Online…
Online learning has been in the spotlight from the machine learning society for a long time. To handle massive data in Big Data era, one single learner could never efficiently finish this heavy task. Hence, in this paper, we propose a novel…
We study the problem of preserving privacy while still providing high utility in sequential decision making scenarios in a changing environment. We consider abruptly changing environment: the environment remains constant during periods and…