Related papers: Improved Regret in Stochastic Decision-Theoretic O…
We design differentially private algorithms for the problem of prediction with expert advice under dynamic regret, also known as tracking the best expert. Our work addresses three natural types of adversaries, stochastic with shifting…
We study the Lipschitz bandit problem, where a learner sequentially maximizes an unknown Lipschitz function $f$ over a domain $\mathcal{X} \subset [0,1]^d$ using noisy pointwise evaluations. Existing regret bounds are either worst-case,…
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…
In this paper, we investigate one of the most fundamental nonconvex learning problems, ReLU regression, in the Differential Privacy (DP) model. Previous studies on private ReLU regression heavily rely on stringent assumptions, such as…
We derive the optimal differential privacy (DP) parameters of a mechanism that satisfies a given level of R\'enyi differential privacy (RDP). Our result is based on the joint range of two $f$-divergences that underlie the approximate and…
We consider a stochastic lost-sales inventory control system with a lead time $L$ over a planning horizon $T$. Supply is uncertain, and is a function of the order quantity (due to random yield/capacity, etc). We aim to minimize the…
We consider the problem of the Zinkevich (2003)-style dynamic regret minimization in online learning with exp-concave losses. We show that whenever improper learning is allowed, a Strongly Adaptive online learner achieves the dynamic regret…
In online learning, the dynamic regret metric chooses the reference (optimal) solution that may change over time, while the typical (static) regret metric assumes the reference solution to be constant over the whole time horizon. The…
This paper addresses the critical challenge of stochastic latent heterogeneity in online decision-making, where individuals' responses to actions vary not only with observable contexts but also with unobserved, randomly realized subgroups.…
We give an oracle-based algorithm for the adversarial contextual bandit problem, where either contexts are drawn i.i.d. or the sequence of contexts is known a priori, but where the losses are picked adversarially. Our algorithm is…
We introduce a novel theoretical framework for Return On Investment (ROI) maximization in repeated decision-making. Our setting is motivated by the use case of companies that regularly receive proposals for technological innovations and…
We address the online unconstrained submodular maximization problem (Online USM), in a setting with stochastic bandit feedback. In this framework, a decision-maker receives noisy rewards from a non monotone submodular function taking values…
We study stochastic convex optimization (SCO) with heavy-tailed gradients under pure $\varepsilon$-differential privacy (DP). Instead of assuming a bound on the worst-case Lipschitz parameter of the loss, we assume only a bounded $k$-th…
Privacy-preserving data analysis is a rising challenge in contemporary statistics, as the privacy guarantees of statistical methods are often achieved at the expense of accuracy. In this paper, we investigate the tradeoff between…
We introduce the $\texttt{$k$-experts}$ problem - a generalization of the classic Prediction with Expert's Advice framework. Unlike the classic version, where the learner selects exactly one expert from a pool of $N$ experts at each round,…
Sample-efficient offline reinforcement learning (RL) with linear function approximation has recently been studied extensively. Much of prior work has yielded the minimax-optimal bound of $\tilde{\mathcal{O}}(\frac{1}{\sqrt{K}})$, with $K$…
We study reinforcement learning with delayed state observation, where the agent observes the current state after some random number of time steps. We propose an algorithm that combines the augmentation method and the upper confidence bound…
We consider a variant of the online buffer management problem in network switches, called the $k$-frame throughput maximization problem ($k$-FTM). This problem models the situation where a large frame is fragmented into $k$ packets and…
We revisit the problem of linear regression under a differential privacy constraint. By consolidating existing pieces in the literature, we clarify the correct dependence of the feature, label and coefficient domains in the optimization…
A constrained version of the online convex optimization (OCO) problem is considered. With slotted time, for each slot, first an action is chosen. Subsequently the loss function and the constraint violation penalty evaluated at the chosen…