Related papers: Transductive and Learning-Augmented Online Regress…
Online learning in arbitrary, and possibly adversarial, environments has been extensively studied in sequential decision-making, and it is closely connected to equilibrium computation in game theory. Most existing online learning algorithms…
This paper revisits the online learning approach to inverse linear optimization studied by B\"armann et al. (2017), where the goal is to infer an unknown linear objective function of an agent from sequential observations of the agent's…
Online learning is a powerful tool for analyzing iterative algorithms. However, the classic adversarial setup sometimes fails to capture certain regularity in online problems in practice. Motivated by this, we establish a new setup, called…
The regret bound of dynamic online learning algorithms is often expressed in terms of the variation in the function sequence ($V_T$) and/or the path-length of the minimizer sequence after $T$ rounds. For strongly convex and smooth…
Spurred by the enthusiasm surrounding the "Big Data" paradigm, the mathematical and algorithmic tools of online optimization have found widespread use in problems where the trade-off between data exploration and exploitation plays a…
In online learning, a decision maker repeatedly selects one of a set of actions, with the goal of minimizing the overall loss incurred. Following the recent line of research on algorithms endowed with additional predictive features, we…
We provide an online learning algorithm that obtains regret $G\|w_\star\|\sqrt{T\log(\|w_\star\|G\sqrt{T})} + \|w_\star\|^2 + G^2$ on $G$-Lipschitz convex losses for any comparison point $w_\star$ without knowing either $G$ or…
In the problem of online learning for changing environments, data are sequentially received one after another over time, and their distribution assumptions may vary frequently. Although existing methods demonstrate the effectiveness of…
This paper studies model-based bandit and reinforcement learning (RL) with nonlinear function approximations. We propose to study convergence to approximate local maxima because we show that global convergence is statistically intractable…
Gradient-variation online learning aims to achieve regret guarantees that scale with variations in the gradients of online functions, which has been shown to be crucial for attaining fast convergence in games and robustness in stochastic…
Predicting the output of a dynamical system from streaming data is fundamental to real-time feedback control and decision-making. We first derive an autoregressive representation that relates future local outputs to asynchronous past…
We study the problem of online binary classification in settings where strategic agents can modify their observable features to receive a positive classification. We model the set of feasible manipulations by a directed graph over the…
We consider the problem of online prediction for an unknown, non-explosive linear stochastic system. With a known system model, the optimal predictor is the celebrated Kalman filter. In the case of unknown systems, existing approaches based…
In this paper, we investigate the existence of online learning algorithms with bandit feedback that simultaneously guarantee $O(1)$ regret compared to a given comparator strategy, and $\tilde{O}(\sqrt{T})$ regret compared to any fixed…
In this paper, we address the following problem: Given an offline demonstration dataset from an imperfect expert, what is the best way to leverage it to bootstrap online learning performance in MDPs. We first propose an Informed Posterior…
We study the problem of learning Markov decision processes with finite state and action spaces when the transition probability distributions and loss functions are chosen adversarially and are allowed to change with time. We introduce an…
Analytical models developed in offline settings with pre-prepared data are typically used to predict students' performance. However, when data are available over time, this learning method is not suitable anymore. Online learning is…
Most methods for decision-theoretic online learning are based on the Hedge algorithm, which takes a parameter called the learning rate. In most previous analyses the learning rate was carefully tuned to obtain optimal worst-case…
We consider the fundamental problem of prediction with expert advice where the experts are "optimizable": there is a black-box optimization oracle that can be used to compute, in constant time, the leading expert in retrospect at any point…
We study the problem of online learning with primary and secondary losses. For example, a recruiter making decisions of which job applicants to hire might weigh false positives and false negatives equally (the primary loss) but the…