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Meta reinforcement learning sets a distribution over a set of tasks on which the agent can train at will, then is asked to learn an optimal policy for any test task efficiently. In this paper, we consider a finite set of tasks modeled…

Machine Learning · Computer Science 2024-06-05 Mirco Mutti , Aviv Tamar

Deep neural networks (DNNs) suffer from noisy-labeled data because of the risk of overfitting. To avoid the risk, in this paper, we propose a novel DNN training method with sample selection based on adaptive k-set selection, which selects k…

Machine Learning · Computer Science 2021-04-06 H. Song , N. Mitsuo , S. Uchida , D. Suehiro

The expected regret of any reinforcement learning algorithm is lower bounded by $\Omega\left(\sqrt{DXAT}\right)$ for undiscounted returns, where $D$ is the diameter of the Markov decision process, $X$ the size of the state space, $A$ the…

Machine Learning · Computer Science 2024-06-10 Lucas Weber , Ana Bušić , Jiamin Zhu

In performative prediction, the deployment of a predictive model triggers a shift in the data distribution. As these shifts are typically unknown ahead of time, the learner needs to deploy a model to get feedback about the distribution it…

Machine Learning · Computer Science 2022-07-19 Meena Jagadeesan , Tijana Zrnic , Celestine Mendler-Dünner

We consider the framework of non-stationary Online Convex Optimization where a learner seeks to control its dynamic regret against an arbitrary sequence of comparators. When the loss functions are strongly convex or exp-concave, we…

Machine Learning · Computer Science 2021-11-24 Dheeraj Baby , Hilaf Hasson , Yuyang Wang

To cope with changing environments, recent developments in online learning have introduced the concepts of adaptive regret and dynamic regret independently. In this paper, we illustrate an intrinsic connection between these two concepts by…

Machine Learning · Computer Science 2018-06-05 Lijun Zhang , Tianbao Yang , Rong Jin , Zhi-Hua Zhou

Online learning and model reference adaptive control have many interesting intersections. One area where they differ however is in how the algorithms are analyzed and what objective or metric is used to discriminate "good" algorithms from…

Systems and Control · Electrical Eng. & Systems 2025-01-24 Travis E. Gibson , Sawal Acharya

In this work, we give a statistical characterization of the $\gamma$-regret for arbitrary structured bandit problems, the regret which arises when comparing against a benchmark that is $\gamma$ times the optimal solution. The…

Machine Learning · Computer Science 2023-07-24 Margalit Glasgow , Alexander Rakhlin

We consider the problem of learning to optimize an unknown Markov decision process (MDP). We show that, if the MDP can be parameterized within some known function class, we can obtain regret bounds that scale with the dimensionality, rather…

Machine Learning · Statistics 2014-11-04 Ian Osband , Benjamin Van Roy

Regret minimization is a powerful tool for solving large-scale extensive-form games. State-of-the-art methods rely on minimizing regret locally at each decision point. In this work we derive a new framework for regret minimization on…

Computer Science and Game Theory · Computer Science 2018-09-11 Gabriele Farina , Christian Kroer , Tuomas Sandholm

Extracting a small subset of representative tuples from a large database is an important task in multi-criteria decision making. The regret-minimizing set (RMS) problem is recently proposed for representative discovery from databases.…

Data Structures and Algorithms · Computer Science 2020-07-21 Yanhao Wang , Michael Mathioudakis , Yuchen Li , Kian-Lee Tan

We study a collaborative multi-agent stochastic linear bandit setting, where $N$ agents that form a network communicate locally to minimize their overall regret. In this setting, each agent has its own linear bandit problem (its own reward…

Machine Learning · Computer Science 2022-05-16 Ahmadreza Moradipari , Mohammad Ghavamzadeh , Mahnoosh Alizadeh

In clinical trials and other applications, we often see regions of the feature space that appear to exhibit interesting behaviour, but it is unclear whether these observed phenomena are reflected at the population level. Focusing on a…

Statistics Theory · Mathematics 2023-09-21 Henry W. J. Reeve , Timothy I. Cannings , Richard J. Samworth

We study the problem of making predictions of an adversarially chosen high-dimensional state that are unbiased subject to an arbitrary collection of conditioning events, with the goal of tailoring these events to downstream decision makers.…

Machine Learning · Computer Science 2023-10-30 Georgy Noarov , Ramya Ramalingam , Aaron Roth , Stephan Xie

We study continuous-time online learning where data are generated by a diffusion process with unknown coefficients. The learner employs a two-layer neural network, continuously updating its parameters in a non-anticipative manner. The…

Machine Learning · Computer Science 2026-04-14 Erhan Bayraktar , Bingyan Han , Ziqing Zhang

We consider the online version of the isotonic regression problem. Given a set of linearly ordered points (e.g., on the real line), the learner must predict labels sequentially at adversarially chosen positions and is evaluated by her total…

Machine Learning · Computer Science 2016-10-10 Wojciech Kotłowski , Wouter M. Koolen , Alan Malek

Regret minimization is a powerful tool for solving large-scale problems; it was recently used in breakthrough results for large-scale extensive-form game solving. This was achieved by composing simplex regret minimizers into an overall…

Machine Learning · Computer Science 2019-02-19 Gabriele Farina , Christian Kroer , Tuomas Sandholm

Large Reasoning Models (LRMs) exhibit backtracking and self-verification mechanisms that enable them to revise intermediate steps and reach correct solutions, yielding strong performance on complex logical benchmarks. We hypothesize that…

Machine Learning · Computer Science 2026-05-25 Hoang Phan , Quang H. Nguyen , Hung T. Q. Le , Xiusi Chen , Heng Ji , Khoa D. Doan

We study agents communicating over an underlying network by exchanging messages, in order to optimize their individual regret in a common nonstochastic multi-armed bandit problem. We derive regret minimization algorithms that guarantee for…

Machine Learning · Computer Science 2019-11-19 Yogev Bar-On , Yishay Mansour

The k-regret query aims to return a size-k subset S of a database D such that, for any query user that selects a data object from this size-k subset S rather than from database D, her regret ratio is minimized. The regret ratio here is…

Databases · Computer Science 2018-09-12 Jianzhong Qi , Fei Zuo , Hanan Samet , Jia Cheng Yao
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