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Machine learning (ML) algorithms are remarkably good at approximating complex non-linear relationships. Most ML training processes, however, are designed to deliver ML tools with good average performance, but do not offer any guarantees…
We consider a reinforcement learning setting in which the deployment environment is different from the training environment. Applying a robust Markov decision processes formulation, we extend the distributionally robust $Q$-learning…
Online linear programming plays an important role in both revenue management and resource allocation, and recent research has focused on developing efficient first-order online learning algorithms. Despite the empirical success of…
We revisit the problem of computing with noisy information considered in Feige et al. 1994, which includes computing the OR function from noisy queries, and computing the MAX, SEARCH and SORT functions from noisy pairwise comparisons. For…
In this paper, we study a class of online optimization problems with long-term budget constraints where the objective functions are not necessarily concave (nor convex) but they instead satisfy the Diminishing Returns (DR) property.…
Smoothed online learning has emerged as a popular framework to mitigate the substantial loss in statistical and computational complexity that arises when one moves from classical to adversarial learning. Unfortunately, for some spaces, it…
We propose an Online Learning with Local Permutations (OLLP) setting, in which the learner is allowed to slightly permute the \emph{order} of the loss functions generated by an adversary. On one hand, this models natural situations where…
We present a learning-augmented online algorithm for the preemptive FIFO buffer management problem, where packets arrive online to a finite-capacity buffer, must be transmitted in FIFO order, and the algorithm may preemptively discard…
Online-learning literature has focused on designing algorithms that ensure sub-linear growth of the cumulative long-term constraint violations. The drawback of this guarantee is that strictly feasible actions may cancel out constraint…
We study the problem of full-information online learning in the "bounded recall" setting popular in the study of repeated games. An online learning algorithm $\mathcal{A}$ is $M$-$\textit{bounded-recall}$ if its output at time $t$ can be…
In this paper, we study the online learning algorithm without explicit regularization terms. This algorithm is essentially a stochastic gradient descent scheme in a reproducing kernel Hilbert space (RKHS). The polynomially decaying step…
We propose a new variant of online learning that we call "ambiguous online learning". In this setting, the learner is allowed to produce multiple predicted labels. Such an "ambiguous prediction" is considered correct when at least one of…
We study the online dynamics of learning in fully connected soft committee machines in the student-teacher scenario. The locally optimal modulation function, which determines the learning algorithm, is obtained from a variational argument…
Online quantum state learning is a recently proposed problem by Aaronson et al. (2018), where the learner sequentially predicts $n$-qubit quantum states based on given measurements on states and noisy outcomes. In the previous work, the…
The field of quickest change detection (QCD) focuses on the design and analysis of online algorithms that estimate the time at which a significant event occurs. In this paper, design and analysis are cast in a Bayesian framework, where QCD…
Smoothed online combinatorial optimization considers a learner who repeatedly chooses a combinatorial decision to minimize an unknown changing cost function with a penalty on switching decisions in consecutive rounds. We study smoothed…
Achieving both optimality and safety under unknown system dynamics is a central challenge in real-world deployment of agents. To address this, we introduce a notion of maximum safe dynamics learning, where sufficient exploration is…
A recent line of work has shown a surprising connection between multicalibration, a multi-group fairness notion, and omniprediction, a learning paradigm that provides simultaneous loss minimization guarantees for a large family of loss…
The theory of deep learning focuses almost exclusively on supervised learning, non-convex optimization using stochastic gradient descent, and overparametrized neural networks. It is common belief that the optimizer dynamics, network…
We consider the problem of contextual bandits and imitation learning, where the learner lacks direct knowledge of the executed action's reward. Instead, the learner can actively query an expert at each round to compare two actions and…