Related papers: Efficient Near-Optimal Algorithm for Online Shorte…
This paper considers the distributed online bandit optimization problem with nonconvex loss functions over a time-varying digraph. This problem can be viewed as a repeated game between a group of online players and an adversary. At each…
We describe an approximate dynamic programming (ADP) approach to compute approximations of the optimal strategies and of the minimal losses that can be guaranteed in discounted repeated games with vector-valued losses. Such games…
We study adaptive regret bounds in terms of the variation of the losses (the so-called path-length bounds) for both multi-armed bandit and more generally linear bandit. We first show that the seemingly suboptimal path-length bound of (Wei…
Fast changing states or volatile environments pose a significant challenge to online optimization, which needs to perform rapid adaptation under limited observation. In this paper, we give query and regret optimal bandit algorithms under…
We study the stochastic shortest path problem with adversarial costs and known transition, and show that the minimax regret is $\widetilde{O}(\sqrt{DT^\star K})$ and $\widetilde{O}(\sqrt{DT^\star SA K})$ for the full-information setting and…
This paper studies bandit convex optimization in non-stationary environments with two-point feedback, using dynamic regret as the performance measure. We propose an algorithm based on bandit mirror descent that extends naturally to…
This paper proposes a linear bandit algorithm that is adaptive to environments at two different levels of hierarchy. At the higher level, the proposed algorithm adapts to a variety of types of environments. More precisely, it achieves…
We consider the problem of online convex optimization against an arbitrary adversary with bandit feedback, known as bandit convex optimization. We give the first $\tilde{O}(\sqrt{T})$-regret algorithm for this setting based on a novel…
We consider a decentralized multiplayer game, played over $T$ rounds, with a leader-follower hierarchy described by a directed acyclic graph. For each round, the graph structure dictates the order of the players and how players observe the…
We study multi-armed bandits under network interference, where each unit's reward depends on its own treatment and those of its neighbors in a given graph. This induces an exponentially large action space, making standard approaches…
DAG (directed acyclic graph) tasks are widely used to model parallel real-time workload. The real-time performance of a DAG task not only depends on its total workload, but also its graph structure. Intuitively, with the same total…
We revisit the problem of online learning with sleeping experts/bandits: in each time step, only a subset of the actions are available for the algorithm to choose from (and learn about). The work of Kleinberg et al. (2010) showed that there…
The framework of feedback graphs is a generalization of sequential decision-making with bandit or full information feedback. In this work, we study an extension where the directed feedback graph is stochastic, following a distribution…
We consider the problem of online regret minimization in linear bandits with access to prior observations (offline data) from the underlying bandit model. There are numerous applications where extensive offline data is often available, such…
We consider the adversarial multi-armed bandit problem under delayed feedback. We analyze variants of the Exp3 algorithm that tune their step-size using only information (about the losses and delays) available at the time of the decisions,…
This paper studies the response time bound of a DAG (directed acyclic graph) task. Recently, the idea of using multiple paths to bound the response time of a DAG task, instead of using a single longest path in previous results, was proposed…
This paper studies online shortest path routing over multi-hop networks. Link costs or delays are time-varying and modeled by independent and identically distributed random processes, whose parameters are initially unknown. The parameters,…
We consider online no-regret learning in unknown games with bandit feedback, where each player can only observe its reward at each time -- determined by all players' current joint action -- rather than its gradient. We focus on the class of…
We study the fully dynamic All-Pairs Shortest Paths (APSP) problem in undirected edge-weighted graphs. Given an $n$-vertex graph $G$ with non-negative edge lengths, that undergoes an online sequence of edge insertions and deletions, the…
We study dynamic regret minimization in unconstrained adversarial linear bandit problems. In this setting, a learner must minimize the cumulative loss relative to an arbitrary sequence of comparators…