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We study the problem of online learning with a notion of regret defined with respect to a set of strategies. We develop tools for analyzing the minimax rates and for deriving regret-minimization algorithms in this scenario. While the…

Machine Learning · Statistics 2013-02-13 Wei Han , Alexander Rakhlin , Karthik Sridharan

Online learning methods yield sequential regret bounds under minimal assumptions and provide in-expectation risk bounds for statistical learning. However, despite the apparent advantage of online guarantees over their statistical…

Machine Learning · Computer Science 2023-08-16 Dirk van der Hoeven , Nikita Zhivotovskiy , Nicolò Cesa-Bianchi

Within the context of stochastic probing with commitment, we consider the online stochastic matching problem; that is, the one sided online bipartite matching problem where edges adjacent to an online node must be probed to determine if…

Data Structures and Algorithms · Computer Science 2021-01-07 Allan Borodin , Calum MacRury , Akash Rakheja

Online Contention Resolution Schemes (OCRS's) represent a modern tool for selecting a subset of elements, subject to resource constraints, when the elements are presented to the algorithm sequentially. OCRS's have led to some of the…

Data Structures and Algorithms · Computer Science 2024-04-03 Calum MacRury , Will Ma , Nathaniel Grammel

In the online matching on the line problem, the task is to match a set of requests $R$ online to a given set of servers $S$. The distance metric between any two points in $R\,\cup\, S$ is a line metric and the objective for the online…

Data Structures and Algorithms · Computer Science 2017-12-20 Antonios Antoniadis , Carsten Fischer , Andreas Tönnis

We study the problem of online learning in adversarial bandit problems under a partial observability model called off-policy feedback. In this sequential decision making problem, the learner cannot directly observe its rewards, but instead…

Machine Learning · Computer Science 2022-07-20 Germano Gabbianelli , Matteo Papini , Gergely Neu

Smoothed online learning has emerged as a popular framework to mitigate the substantial loss in statistical and computational complexity that arises when one moves from classical to adversarial learning. Unfortunately, for some spaces, it…

Machine Learning · Statistics 2024-03-20 Adam Block , Alexander Rakhlin , Max Simchowitz

We consider a setting where a system learns to rank a fixed set of $m$ items. The goal is produce good item rankings for users with diverse interests who interact online with the system for $T$ rounds. We consider a novel top-$1$ feedback…

Machine Learning · Computer Science 2016-08-24 Sougata Chaudhuri , Ambuj Tewari

We study the minimum-cost metric perfect matching problem under online i.i.d arrivals. We are given a fixed metric with a server at each of the points, and then requests arrive online, each drawn independently from a known probability…

Data Structures and Algorithms · Computer Science 2019-04-22 Anupam Gupta , Guru Guruganesh , Binghui Peng , David Wajc

We study the problem of Online Convex Optimization (OCO) with memory, which allows loss functions to depend on past decisions and thus captures temporal effects of learning problems. In this paper, we introduce dynamic policy regret as the…

Machine Learning · Computer Science 2023-08-16 Peng Zhao , Yu-Hu Yan , Yu-Xiang Wang , Zhi-Hua Zhou

We study the decades-old problem of online portfolio management and propose the first algorithm with logarithmic regret that is not based on Cover's Universal Portfolio algorithm and admits much faster implementation. Specifically Universal…

Machine Learning · Computer Science 2018-11-19 Haipeng Luo , Chen-Yu Wei , Kai Zheng

A key challenge in online learning is that classical algorithms can be slow to adapt to changing environments. Recent studies have proposed "meta" algorithms that convert any online learning algorithm to one that is adaptive to changing…

Machine Learning · Statistics 2017-11-08 Kwang-Sung Jun , Francesco Orabona , Stephen Wright , Rebecca Willett

In the matroid buyback problem, an algorithm observes a sequence of bids and must decide whether to accept each bid at the moment it arrives, subject to a matroid constraint on the set of accepted bids. Decisions to reject bids are…

Computer Science and Game Theory · Computer Science 2009-11-30 Ashwinkumar B. V. , Robert Kleinberg

This paper considers using predictions in the context of the online Joint Replenishment Problem with Deadlines (JRP-D). Prior work includes asymptotically optimal competitive ratios of $O(1)$ for the clairvoyant setting and $O(\sqrt{n})$ of…

Data Structures and Algorithms · Computer Science 2025-11-21 Michael Dinitz , Jeremy T. Fineman , Seeun William Umboh

We consider a natural model of online preference aggregation, where sets of preferred items $R_1, R_2, \ldots, R_t$ along with a demand for $k_t$ items in each $R_t$, appear online. Without prior knowledge of $(R_t, k_t)$, the learner…

Machine Learning · Computer Science 2020-11-06 Dimitris Fotakis , Thanasis Lianeas , Georgios Piliouras , Stratis Skoulakis

Constrained Online Convex Optimization (COCO) can be seen as a generalization of the standard Online Convex Optimization (OCO) framework. At each round, a cost function and constraint function are revealed after a learner chooses an action.…

Machine Learning · Computer Science 2025-05-30 Ricardo N. Ferreira , Cláudia Soares

We consider online fractional covering problems with a convex objective, where the covering constraints arrive over time. Formally, we want to solve $\min\,\{f(x) \mid Ax\ge \mathbf{1},\, x\ge 0\},$ where the objective function…

Data Structures and Algorithms · Computer Science 2014-12-30 Niv Buchbinder , Shahar Chen , Anupam Gupta , Viswanath Nagarajan , Joseph , Naor

In this paper, we analyze the problem of online convex optimization in different settings, including different feedback types (full-information/semi-bandit/bandit/etc) in either stochastic or non-stochastic setting and different notions of…

Machine Learning · Computer Science 2026-02-23 Mohammad Pedramfar , Vaneet Aggarwal

The hitting set problem is one of the fundamental problems in combinatorial optimization and is well-studied in offline setup. We consider the online hitting set problem, where only the set of points is known in advance, and objects are…

Computational Geometry · Computer Science 2024-10-02 Minati De , Ratnadip Mandal , Satyam Singh

In the setting of online algorithms, the input is initially not present but rather arrive one-by-one over time and after each input, the algorithm has to make a decision. Depending on the formulation of the problem, the algorithm might be…

Data Structures and Algorithms · Computer Science 2020-01-10 Mustafa Safa Ozdayi
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