Related papers: Online Combinatorial Optimization with Graphical D…
In this paper, we investigate the framework of Online Convex Optimization (OCO) for online learning. OCO offers a very powerful online learning framework for many applications. In this context, we study a specific framework of OCO called…
Matrix factorization (MF) is a versatile learning method that has found wide applications in various data-driven disciplines. Still, many MF algorithms do not adequately scale with the size of available datasets and/or lack…
The success of machine learning solutions for reasoning about discrete structures has brought attention to its adoption within combinatorial optimization algorithms. Such approaches generally rely on supervised learning by leveraging…
The gradient mapping norm is a strong and easily verifiable stopping criterion for first-order methods on composite problems. When the objective exhibits the quadratic growth property, the gradient mapping norm minimization problem can be…
We investigate the power of randomized algorithms for the maximum cardinality matching (MCM) and the maximum weight matching (MWM) problems in the online preemptive model. In this model, the edges of a graph are revealed one by one and the…
We consider the reinforcement learning problem for the constrained Markov decision process (CMDP), which plays a central role in satisfying safety or resource constraints in sequential learning and decision-making. In this problem, we are…
This paper focuses on designing edge-weighted networks, whose robustness is characterized by maximizing algebraic connectivity, or the second smallest eigenvalue of the Laplacian matrix. This problem is motivated by cooperative vehicle…
Reinforcement learning with outcome-based feedback faces a fundamental challenge: when rewards are only observed at trajectory endpoints, how do we assign credit to the right actions? This paper provides the first comprehensive analysis of…
We study online algorithms with predictions using distributional advice, a type of prediction that arises when leveraging expert knowledge or historical data. To demonstrate the usefulness and versatility of this framework, we focus on the…
We consider the adversarial online multi-task reinforcement learning setting, where in each of $K$ episodes the learner is given an unknown task taken from a finite set of $M$ unknown finite-horizon MDP models. The learner's objective is to…
We study the problem of selling $n$ heterogeneous items to a single buyer, whose values for different items are dependent. Under arbitrary dependence, Hart and Nisan show that no simple mechanism can achieve a non-negligible fraction of the…
We study reinforcement learning (RL) with linear function approximation where the underlying transition probability kernel of the Markov decision process (MDP) is a linear mixture model (Jia et al., 2020; Ayoub et al., 2020; Zhou et al.,…
We study a competitive online optimization problem with multiple inventories. In the problem, an online decision maker seeks to optimize the allocation of multiple capacity-limited inventories over a slotted horizon, while the allocation…
Combinatorial Auctions are a central problem in Algorithmic Mechanism Design: pricing and allocating goods to buyers with complex preferences in order to maximize some desired objective (e.g., social welfare, revenue, or profit). The…
To overcome the curses of dimensionality and modeling of Dynamic Programming (DP) methods to solve Markov Decision Process (MDP) problems, Reinforcement Learning (RL) methods are adopted in practice. Contrary to traditional RL algorithms…
The online algorithm design was proposed to handle the caching problem when the future information is unknown. And currently, it draws more and more attentions from the researchers from the areas of microgrid, where the production of…
In this paper, we propose a practical online method for solving a class of distributionally robust optimization (DRO) with non-convex objectives, which has important applications in machine learning for improving the robustness of neural…
Social and real-world considerations such as robustness, fairness, social welfare and multi-agent tradeoffs have given rise to multi-distribution learning paradigms, such as collaborative learning, group distributionally robust…
We study online convex optimization under stochastic sub-gradient observation faults, where we introduce adaptive algorithms with minimax optimal regret guarantees. We specifically study scenarios where our sub-gradient observations can be…
This paper studies an online learning problem that seeks optimal testing policies for a stream of subjects, each of whom can be evaluated through a sequence of candidate tests drawn from a common pool. We refer to this problem as the Online…