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We study online conformal prediction for non-stationary data streams subject to unknown distribution drift. While most prior work studied this problem under adversarial settings and/or assessed performance in terms of gaps of time-averaged…

Statistics Theory · Mathematics 2026-03-06 Jiadong Liang , Zhimei Ren , Yuxin Chen

We investigate robust model-free reinforcement learning algorithms designed for environments that may be dynamic or even adversarial. Traditional state-based policies often struggle to accommodate the challenges imposed by the presence of…

Machine Learning · Computer Science 2023-11-02 Udaya Ghai , Arushi Gupta , Wenhan Xia , Karan Singh , Elad Hazan

We study the problem of worst case regret in piecewise stationary multi armed bandits. While the minimax theory for stationary bandits is well established, understanding analogous limits in time-varying settings is challenging. Existing…

Machine Learning · Computer Science 2025-11-11 Gal Mendelson , Eyal Tadmor

Real-world control applications in complex and uncertain environments require adaptability to handle model uncertainties and robustness against disturbances. This paper presents an online, output-feedback, critic-only, model-based…

Systems and Control · Electrical Eng. & Systems 2023-04-04 Tochukwu Elijah Ogri , S. M. Nahid Mahmud , Zachary I. Bell , Rushikesh Kamalapurkar

We consider the problem of controlling a possibly unknown linear dynamical system with adversarial perturbations, adversarially chosen convex loss functions, and partially observed states, known as non-stochastic control. We introduce a…

Machine Learning · Computer Science 2020-06-26 Max Simchowitz , Karan Singh , Elad Hazan

Most known regret bounds for reinforcement learning are either episodic or assume an environment without traps. We derive a regret bound without making either assumption, by allowing the algorithm to occasionally delegate an action to an…

Machine Learning · Computer Science 2019-07-22 Vanessa Kosoy

We present an approach for the quantification of the usefulness of transfer in reinforcement learning via regret bounds for a multi-agent setting. Considering a number of $\aleph$ agents operating in the same Markov decision process,…

Machine Learning · Computer Science 2025-11-14 Adrienne Tuynman , Ronald Ortner

This work studies the problem of sequential control in an unknown, nonlinear dynamical system, where we model the underlying system dynamics as an unknown function in a known Reproducing Kernel Hilbert Space. This framework yields a general…

Machine Learning · Computer Science 2020-06-23 Sham Kakade , Akshay Krishnamurthy , Kendall Lowrey , Motoya Ohnishi , Wen Sun

Offline reinforcement learning (RL) suffers from the distribution shift between the offline dataset and the online environment. In multi-agent RL (MARL), this distribution shift may arise from the nonstationary opponents in the online…

Machine Learning · Computer Science 2025-02-25 Tao Li , Juan Guevara , Xinhong Xie , Quanyan Zhu

Transformers have demonstrated exceptional in-context learning capabilities, yet the theoretical understanding of the underlying mechanisms remains limited. A recent work (Elhage et al., 2021) identified a ``rich'' in-context mechanism…

Machine Learning · Computer Science 2025-01-30 Mingze Wang , Ruoxi Yu , Weinan E , Lei Wu

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…

Optimization and Control · Mathematics 2026-05-26 Chang He , Bo Jiang , Shuzhong Zhang

This paper considers an online reinforcement learning algorithm that leverages pre-collected data (passive memory) from the environment for online interaction. We show that using passive memory improves performance and further provide…

Machine Learning · Computer Science 2024-10-21 Anay Pattanaik , Lav R. Varshney

In adversarial multi-armed bandits, two performance measures are commonly used: static regret, which compares the learner to the best fixed arm, and dynamic regret, which compares it to the best sequence of arms. While optimal algorithms…

Machine Learning · Computer Science 2026-02-18 Jian Qian , Chen-Yu Wei

In many real-world decision making problems, reaching an optimal decision requires taking into account a variable number of objects around the agent. Autonomous driving is a domain in which this is especially relevant, since the number of…

Machine Learning · Computer Science 2020-08-13 Maria Hügle , Gabriel Kalweit , Branka Mirchevska , Moritz Werling , Joschka Boedecker

We study model-free reinforcement learning (RL) algorithms in episodic non-stationary constrained Markov Decision Processes (CMDPs), in which an agent aims to maximize the expected cumulative reward subject to a cumulative constraint on the…

Machine Learning · Computer Science 2023-03-13 Honghao Wei , Arnob Ghosh , Ness Shroff , Lei Ying , Xingyu Zhou

In this paper, we address tracking of a time-varying parameter with unknown dynamics. We formalize the problem as an instance of online optimization in a dynamic setting. Using online gradient descent, we propose a method that sequentially…

Machine Learning · Computer Science 2016-03-17 Aryan Mokhtari , Shahin Shahrampour , Ali Jadbabaie , Alejandro Ribeiro

In-context learning enables transformer models to generalize to new tasks based solely on input prompts, without any need for weight updates. However, existing training paradigms typically rely on large, unstructured datasets that are…

Offline Reinforcement Learning (RL) enables policy learning without active interactions, making it especially appealing for self-driving tasks. Recent successes of Transformers inspire casting offline RL as sequence modeling, which,…

Machine Learning · Computer Science 2024-10-08 Zenan Li , Fan Nie , Qiao Sun , Fang Da , Hang Zhao

Deep reinforcement learning has achieved impressive successes yet often requires a very large amount of interaction data. This result is perhaps unsurprising, as using complicated function approximation often requires more data to fit, and…

Machine Learning · Computer Science 2020-11-20 Jonathan N. Lee , Aldo Pacchiano , Vidya Muthukumar , Weihao Kong , Emma Brunskill

We present an online learning analysis of minimax adaptive control for the case where the uncertainty includes a finite set of linear dynamical systems. Precisely, for each system inside the uncertainty set, we define the model-based regret…

Systems and Control · Electrical Eng. & Systems 2023-09-12 Venkatraman Renganathan , Andrea Iannelli , Anders Rantzer