Related papers: Confidence Sequences for Generalized Linear Models…

We propose a framework which generalizes "decision making with structured observations" by allowing robust (i.e. multivalued) models. In this framework, each model associates each decision with a convex set of probability distributions over…

We consider the problem of minimizing different notions of swap regret in online optimization. These forms of regret are tightly connected to correlated equilibrium concepts in games, and have been more recently shown to guarantee…

We study the adversarial online learning problem and create a completely online algorithmic framework that has data dependent regret guarantees in both full expert feedback and bandit feedback settings. We study the expected performance of…

We study an online forecasting setting in which, over $T$ rounds, $N$ strategic experts each report a forecast to a mechanism, the mechanism selects one forecast, and then the outcome is revealed. In any given round, each expert has a…

We study the problem of expert advice under partial bandit feedback setting and create a sequential minimax optimal algorithm. Our algorithm works with a more general partial monitoring setting, where, in contrast to the classical bandit…

Contextual sequential decision problems with categorical or numerical observations are ubiquitous and Generalized Linear Bandits (GLB) offer a solid theoretical framework to address them. In contrast to the case of linear bandits, existing…

This paper develops asymptotic theory for estimation of parameters in regression models for binomial response time series where serial dependence is present through a latent process. Use of generalized linear model (GLM) estimating…

We present a unified likelihood ratio-based confidence sequence (CS) for any (self-concordant) generalized linear model (GLM) that is guaranteed to be convex and numerically tight. We show that this is on par or improves upon known CSs for…

Advanced neural language models (NLMs) are widely used in sequence generation tasks because they are able to produce fluent and meaningful sentences. They can also be used to generate fake reviews, which can then be used to attack online…

A central capability of intelligent systems is the ability to continuously build upon previous experiences to speed up and enhance learning of new tasks. Two distinct research paradigms have studied this question. Meta-learning views this…

We consider the problem of online learning where the sequence of actions played by the learner must adhere to an unknown safety constraint at every round. The goal is to minimize regret with respect to the best safe action in hindsight…

We consider the recently proposed reinforcement learning (RL) framework of Contextual Markov Decision Processes (CMDP), where the agent interacts with a (potentially adversarial) sequence of episodic tabular MDPs. In addition, a context…

Large language models (LLMs) have been increasingly employed for (interactive) decision-making, via the development of LLM-based autonomous agents. Despite their emerging successes, the performance of LLM agents in decision-making has not…

In financial investing, universal portfolios are a means of constructing portfolios which guarantee a certain level of performance relative to a baseline, while making no statistical assumptions about the future market data. They fall under…

This paper studies model-based reinforcement learning (RL) for regret minimization. We focus on finite-horizon episodic RL where the transition model $P$ belongs to a known family of models $\mathcal{P}$, a special case of which is when…

In this paper we propose a novel experimental design-based algorithm to minimize regret in online stochastic linear and combinatorial bandits. While existing literature tends to focus on optimism-based algorithms--which have been shown to…

We consider prediction with expert advice when the loss vectors are assumed to lie in a set described by the sum of atomic norm balls. We derive a regret bound for a general version of the online mirror descent (OMD) algorithm that uses a…

We study a generalization of the online binary prediction with expert advice framework where at each round, the learner is allowed to pick $m\geq 1$ experts from a pool of $K$ experts and the overall utility is a modular or submodular…

We are interested in probabilistic prediction in online settings in which data does not follow a probability distribution. Our work seeks to achieve two goals: (1) producing valid probabilities that accurately reflect model confidence; and…

We study the problem of uncertainty quantification via prediction sets, in an online setting where the data distribution may vary arbitrarily over time. Recent work develops online conformal prediction techniques that leverage regret…