Related papers: Stochastic Shortest Path with Sparse Adversarial C…
We study online reinforcement learning in linear Markov decision processes with adversarial losses and bandit feedback, without prior knowledge on transitions or access to simulators. We introduce two algorithms that achieve improved regret…
We introduce a novel online learning framework that unifies and generalizes pre-established models, such as delayed and corrupted feedback, to encompass adversarial environments where action feedback evolves over time. In this setting, the…
This work elaborates on the important problem of (1) designing optimal randomized routing policies for reaching a target node t from a source note s on a weighted directed graph G and (2) defining distance measures between nodes…
We study the power of different types of adaptive (nonoblivious) adversaries in the setting of prediction with expert advice, under both full-information and bandit feedback. We measure the player's performance using a new notion of regret,…
In this paper, we revisit the problem of smoothed online learning, in which the online learner suffers both a hitting cost and a switching cost, and target two performance metrics: competitive ratio and dynamic regret with switching cost.…
We consider the adaptive shortest-path routing problem in wireless networks under unknown and stochastically varying link states. In this problem, we aim to optimize the quality of communication between a source and a destination through…
We study the problem of online learning in a class of Markov decision processes known as linearly solvable MDPs. In the stationary version of this problem, a learner interacts with its environment by directly controlling the state…
We design differentially private algorithms for the problem of prediction with expert advice under dynamic regret, also known as tracking the best expert. Our work addresses three natural types of adversaries, stochastic with shifting…
We study repeated bilateral trade where an adaptive $\sigma$-smooth adversary generates the valuations of sellers and buyers. We provide a complete characterization of the regret regimes for fixed-price mechanisms under different feedback…
In undirected graphs with real non-negative weights, we give a new randomized algorithm for the single-source shortest path (SSSP) problem with running time $O(m\sqrt{\log n \cdot \log\log n})$ in the comparison-addition model. This is the…
With the pervasiveness of Stochastic Shortest-Path (SSP) problems in high-risk industries, such as last-mile autonomous delivery and supply chain management, robust planning algorithms are crucial for ensuring successful task completion…
The quadratically regularized optimal transport problem is empirically known to have sparse solutions: its optimal coupling $\pi_{\varepsilon}$ has sparse support for small regularization parameter $\varepsilon$, in contrast to entropic…
The goal of Sparse Convex Optimization is to optimize a convex function $f$ under a sparsity constraint $s\leq s^*\gamma$, where $s^*$ is the target number of non-zero entries in a feasible solution (sparsity) and $\gamma\geq 1$ is an…
In this paper, we are motivated by two important applications: entropy-regularized optimal transport problem and road or IP traffic demand matrix estimation by entropy model. Both of them include solving a special type of optimization…
This paper addresses the problem of sparsity penalized least squares for applications in sparse signal processing, e.g. sparse deconvolution. This paper aims to induce sparsity more strongly than L1 norm regularization, while avoiding…
It is well-known that for sparse linear bandits, when ignoring the dependency on sparsity which is much smaller than the ambient dimension, the worst-case minimax regret is $\widetilde{\Theta}\left(\sqrt{dT}\right)$ where $d$ is the ambient…
Focusing on the expert problem in online learning, this paper studies the interpolation of several performance metrics via $\phi$-regret minimization, which measures the total loss of an algorithm by its regret with respect to an arbitrary…
In online learning an algorithm plays against an environment with losses possibly picked by an adversary at each round. The generality of this framework includes problems that are not adversarial, for example offline optimization, or saddle…
We initiate the study of dynamic regret minimization for goal-oriented reinforcement learning modeled by a non-stationary stochastic shortest path problem with changing cost and transition functions. We start by establishing a lower bound…
Policy optimization methods are one of the most widely used classes of Reinforcement Learning (RL) algorithms. Yet, so far, such methods have been mostly analyzed from an optimization perspective, without addressing the problem of…