Related papers: Fast EXP3 Algorithms
We study a variant of prediction with expert advice where the learner's action at round $t$ is only allowed to depend on losses on a specific subset of the rounds (where the structure of which rounds' losses are visible at time $t$ is…
This paper studies an online optimal resource reservation problem in communication networks with job transfers where the goal is to minimize the reservation cost while maintaining the blocking cost under a certain budget limit. To tackle…
Automated bidding to optimize online advertising with various constraints, e.g. ROI constraints and budget constraints, is widely adopted by advertisers. A key challenge lies in designing algorithms for non-truthful mechanisms with ROI…
We study the problem of constrained efficient global optimization, where both the objective and constraints are expensive black-box functions that can be learned with Gaussian processes. We propose CONFIG (CONstrained efFIcient Global…
We investigate a nonstochastic bandit setting in which the loss of an action is not immediately charged to the player, but rather spread over the subsequent rounds in an adversarial way. The instantaneous loss observed by the player at the…
This paper depicts algorithms for solving the decision Boolean Satisfiability Problem. An extreme problem is formulated to analyze the complexity of algorithms and the complexity for solving it. A novel and easy reformulation as a lottery…
In this paper, we present simple algorithms for Dueling Bandits. We prove that the algorithms have regret bounds for time horizon T of order O(T^rho ) with 1/2 <= rho <= 3/4, which importantly do not depend on any preference gap between…
Bayesian optimization is a framework for global search via maximum a posteriori updates rather than simulated annealing, and has gained prominence for decision-making under uncertainty. In this work, we cast Bayesian optimization as a…
We consider a multi-armed bandit problem where payoffs are a linear function of an observed stochastic contextual variable. In the scenario where there exists a gap between optimal and suboptimal rewards, several algorithms have been…
We study online aggregation of the predictions of experts, and first show new second-order regret bounds in the standard setting, which are obtained via a version of the Prod algorithm (and also a version of the polynomially weighted…
In many areas of medicine, security, and life sciences, we want to allocate limited resources to different sources in order to detect extreme values. In this paper, we study an efficient way to allocate these resources sequentially under…
In many sequential decision problems, an agent performs a repeated task. He then suffers regret and obtains information that he may use in the following rounds. However, sometimes the agent may also obtain information and avoid suffering…
Designing efficient general-purpose contextual bandit algorithms that work with large -- or even continuous -- action spaces would facilitate application to important scenarios such as information retrieval, recommendation systems, and…
Algorithmic \emph{replicability} has recently been introduced to address the need for reproducible experiments in machine learning. A \emph{replicable online learning} algorithm is one that takes the same sequence of decisions across…
We propose a simple model selection approach for algorithms in stochastic bandit and reinforcement learning problems. As opposed to prior work that (implicitly) assumes knowledge of the optimal regret, we only require that each base…
In bandit settings, optimizing long-term regret metrics requires exploration, which corresponds to sometimes taking myopically sub-optimal actions. When a long-lived principal merely recommends actions to be executed by a sequence of…
Discounted-sum games provide a formal model for the study of reinforcement learning, where the agent is enticed to get rewards early since later rewards are discounted. When the agent interacts with the environment, she may regret her…
We study the adaptive control of an unknown linear system with a quadratic cost function subject to safety constraints on both the states and actions. The challenges of this problem arise from the tension among safety, exploration,…
A run of the deferred acceptance (DA) algorithm may contain proposals that are sure to be rejected. We introduce the accelerated deferred acceptance algorithm that proceeds in a similar manner to DA but with sure-to-be rejected proposals…
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…