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We consider the problem of Imitation Learning (IL) by actively querying noisy expert for feedback. While imitation learning has been empirically successful, much of prior work assumes access to noiseless expert feedback which is not…
We consider the offline reinforcement learning problem, where the aim is to learn a decision making policy from logged data. Offline RL -- particularly when coupled with (value) function approximation to allow for generalization in large or…
Stochastic optimization is a widely used approach for optimization under uncertainty, where uncertain input parameters are modeled by random variables. Exact or approximation algorithms have been obtained for several fundamental problems in…
We consider online learning problems under a partial observability model capturing situations where the information conveyed to the learner is between full information and bandit feedback. In the simplest variant, we assume that in addition…
We study the hidden-action principal-agent problem in an online setting. In each round, the principal posts a contract that specifies the payment to the agent based on each outcome. The agent then makes a strategic choice of action that…
Most microeconomic models of interest involve optimizing a piecewise linear function. These include contract design in hidden-action principal-agent problems, selling an item in posted-price auctions, and bidding in first-price auctions.…
Online learning is a powerful tool for analyzing iterative algorithms. However, the classic adversarial setup sometimes fails to capture certain regularity in online problems in practice. Motivated by this, we establish a new setup, called…
We study online learning with bandit feedback (i.e. learner has access to only zeroth-order oracle) where cost/reward functions $\f_t$ admit a "pseudo-1d" structure, i.e. $\f_t(\w) = \loss_t(\pred_t(\w))$ where the output of $\pred_t$ is…
We investigate an optimization problem in a queueing system where the service provider selects the optimal service fee p and service capacity \mu to maximize the cumulative expected profit (the service revenue minus the capacity cost and…
Recent literature has made much progress in understanding \emph{online LQR}: a modern learning-theoretic take on the classical control problem in which a learner attempts to optimally control an unknown linear dynamical system with fully…
Motivated by the predictable nature of real-life in data streams, we study online regression when the learner has access to predictions about future examples. In the extreme case, called transductive online learning, the sequence of…
Unconstrained Online Linear Optimization (OLO) is a practical problem setting to study the training of machine learning models. Existing works proposed a number of potential-based algorithms, but in general the design of these potential…
We present new algorithms for optimizing non-smooth, non-convex stochastic objectives based on a novel analysis technique. This improves the current best-known complexity for finding a $(\delta,\epsilon)$-stationary point from…
We study the multiclass online learning problem where a forecaster makes a sequence of predictions using the advice of $n$ experts. Our main contribution is to analyze the regime where the best expert makes at most $b$ mistakes and to show…
Hard-label classification is usually trained with smooth surrogate losses, most prominently softmax cross-entropy. We isolate an asymptotic mechanism by which this mismatch between smooth surrogate and discrete labels produces power-law…
In this paper, we demonstrate how to learn the objective function of a decision-maker while only observing the problem input data and the decision-maker's corresponding decisions over multiple rounds. We present exact algorithms for this…
Over-parametrized deep neural networks trained by stochastic gradient descent are successful in performing many tasks of practical relevance. One aspect of over-parametrization is the possibility that the student network has a larger…
Reinforcement learning with outcome-based feedback faces a fundamental challenge: when rewards are only observed at trajectory endpoints, how do we assign credit to the right actions? This paper provides the first comprehensive analysis of…
Reinforcement learning has witnessed significant advancements, particularly with the emergence of model-based approaches. Among these, $Q$-learning has proven to be a powerful algorithm in model-free settings. However, the extension of…
We study the problem of online learning in a class of Markov decision processes known as linearly solvable MDPs. In the stationary version of this problem, a learner interacts with its environment by directly controlling the state…