Related papers: Efficient Near-Optimal Algorithm for Online Shorte…
We consider distributed online learning for joint regret with communication constraints. In this setting, there are multiple agents that are connected in a graph. Each round, an adversary first activates one of the agents to issue a…
We revisit the problem of \textit{online linear optimization} in case the set of feasible actions is accessible through an approximated linear optimization oracle with a factor $\alpha$ multiplicative approximation guarantee. This setting…
We present a general framework of designing efficient dynamic approximate algorithms for optimization on undirected graphs. In particular, we develop a technique that, given any problem that admits a certain notion of vertex sparsifiers,…
The causal bandit problem seeks to identify, through sequential experimentation, an intervention that maximizes the expected reward in a causal system modeled by a directed acyclic graph (DAG). Existing methods typically assume that the…
This paper studies kernelized bandits (also known as Gaussian process bandits) in an adversarial environment, where the reward functions in a known reproducing kernel Hilbert space (RKHS) may be adversarially chosen at each round. We show…
We develop the first general semi-bandit algorithm that simultaneously achieves $\mathcal{O}(\log T)$ regret for stochastic environments and $\mathcal{O}(\sqrt{T})$ regret for adversarial environments without knowledge of the regime or the…
We study a novel variant of online finite-horizon Markov Decision Processes with adversarially changing loss functions and initially unknown dynamics. In each episode, the learner suffers the loss accumulated along the trajectory realized…
The Greedy algorithm is the simplest heuristic in sequential decision problem that carelessly takes the locally optimal choice at each round, disregarding any advantages of exploring and/or information gathering. Theoretically, it is known…
We study the replacement paths problem in the $\mathsf{CONGEST}$ model of distributed computing. Given an $s$-$t$ shortest path $P$, the goal is to compute, for every edge $e$ in $P$, the shortest-path distance from $s$ to $t$ avoiding $e$.…
Multi-armed Bandit motivates methods with provable upper bounds on regret and also the counterpart lower bounds have been extensively studied in this context. Recently, Multi-agent Multi-armed Bandit has gained significant traction in…
Predicting the output of a dynamical system from streaming data is fundamental to real-time feedback control and decision-making. We first derive an autoregressive representation that relates future local outputs to asynchronous past…
Bandit Convex Optimization (BCO) is a fundamental framework for modeling sequential decision-making with partial information, where the only feedback available to the player is the one-point or two-point function values. In this paper, we…
Given a directed acyclic graph with positive edge-weights, two vertices s and t, and a threshold-weight L, we present a fully-polynomial time approximation-scheme for the problem of counting the s-t paths of length at most L. We extend the…
We derive near-optimal per-action regret bounds for sleeping bandits, in which both the sets of available arms and their losses in every round are chosen by an adversary. In a setting with $K$ total arms and at most $A$ available arms in…
We study the problem of dynamic regret minimization in online convex optimization, in which the objective is to minimize the difference between the cumulative loss of an algorithm and that of an arbitrary sequence of comparators. While the…
This paper introduces a general multi-agent bandit model in which each agent is facing a finite set of arms and may communicate with other agents through a central controller in order to identify, in pure exploration, or play, in regret…
Bandit convex optimization (BCO) is a general framework for online decision making under uncertainty. While tight regret bounds for general convex losses have been established, existing algorithms achieving these bounds have prohibitive…
Modern systems, such as digital platforms and service systems, increasingly rely on contextual bandits for online decision-making; however, their deployment can inadvertently create unfair exposure among arms, undermining long-term platform…
The Minimum Path Cover problem on directed acyclic graphs (DAGs) is a classical problem that provides a clear and simple mathematical formulation for several applications in different areas and that has an efficient algorithmic solution. In…
The standard assumption in reinforcement learning (RL) is that agents observe feedback for their actions immediately. However, in practice feedback is often observed in delay. This paper studies online learning in episodic Markov decision…