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Contextual online decision-making problems with constraints appear in a wide range of real-world applications, such as adaptive experimental design under safety constraints, personalized recommendation with resource limits, and dynamic…

Machine Learning · Statistics 2025-05-23 Haichen Hu , David Simchi-Levi , Navid Azizan

We consider online learning problems under a partial observability model capturing situations where the information conveyed to the learner is between full information and bandit feedback. In the simplest variant, we assume that in addition…

Machine Learning · Computer Science 2026-04-28 Tomas Kocak , Gergely Neu , Michal Valko , Remi Munos

We study batch learning with log-loss in the individual setting, where the outcome sequence is deterministic. Because empirical statistics are not directly applicable in this regime, obtaining regret guarantees for batch learning has long…

Information Theory · Computer Science 2025-11-18 Yaniv Fogel , Meir Feder

We study online prediction for marginally stable, partially observed linear dynamical systems under nonstochastic disturbances. Our objective is to minimize the cumulative squared prediction loss and compete with the best-in-hindsight…

Machine Learning · Computer Science 2026-05-07 Chih-Fan Pai , Yang Zheng

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

We study a broad class of assortment optimization problems in an offline and data-driven setting. In such problems, a firm lacks prior knowledge of the underlying choice model, and aims to determine an optimal assortment based on historical…

Machine Learning · Computer Science 2025-10-03 Juncheng Dong , Weibin Mo , Zhengling Qi , Cong Shi , Ethan X. Fang , Vahid Tarokh

We study offline reinforcement learning (RL), which aims to learn an optimal policy based on a dataset collected a priori. Due to the lack of further interactions with the environment, offline RL suffers from the insufficient coverage of…

Machine Learning · Computer Science 2022-05-06 Ying Jin , Zhuoran Yang , Zhaoran Wang

This work pioneers regret analysis of risk-sensitive reinforcement learning in partially observable environments with hindsight observation, addressing a gap in theoretical exploration. We introduce a novel formulation that integrates…

Machine Learning · Computer Science 2024-02-29 Tonghe Zhang , Yu Chen , Longbo Huang

We consider an online learning problem with one-sided feedback, in which the learner is able to observe the true label only for positively predicted instances. On each round, $k$ instances arrive and receive classification outcomes…

Machine Learning · Computer Science 2022-06-10 Yahav Bechavod , Aaron Roth

A central issue lying at the heart of online reinforcement learning (RL) is data efficiency. While a number of recent works achieved asymptotically minimal regret in online RL, the optimality of these results is only guaranteed in a…

Machine Learning · Computer Science 2025-04-30 Zihan Zhang , Yuxin Chen , Jason D. Lee , Simon S. Du

We consider online reinforcement learning in episodic Markov decision process (MDP) with unknown transition function and stochastic rewards drawn from some fixed but unknown distribution. The learner aims to learn the optimal policy and…

Machine Learning · Computer Science 2024-03-12 Vincent Leon , S. Rasoul Etesami

The goal of a learner in standard online learning is to maintain an average loss close to the loss of the best-performing single function in some class. In many real-world problems, such as rating or ranking items, there is no single best…

Machine Learning · Computer Science 2013-03-18 Edward Moroshko , Koby Crammer

The problem of efficient quantum state learning, also called shadow tomography, aims to comprehend an unknown $d$-dimensional quantum state through POVMs. Yet, these states are rarely static; they evolve due to factors such as measurements,…

Machine Learning · Computer Science 2024-09-18 Xinyi Chen , Elad Hazan , Tongyang Li , Zhou Lu , Xinzhao Wang , Rui Yang

Partial-label learning is a kind of weakly-supervised learning with inexact labels, where for each training example, we are given a set of candidate labels instead of only one true label. Recently, various approaches on partial-label…

Machine Learning · Computer Science 2022-08-30 Zhenguo Wu , Jiaqi Lv , Masashi Sugiyama

We study reinforcement learning in MDPs whose transition function is stochastic at most steps but may behave adversarially at a fixed subset of $\Lambda$ steps per episode. This model captures environments that are stable except at a few…

Machine Learning · Computer Science 2026-02-11 Ofir Schlisselberg , Tal Lancewicki , Yishay Mansour

The problem of piecewise affine (PWA) regression and planning is of foundational importance to the study of online learning, control, and robotics, where it provides a theoretically and empirically tractable setting to study systems…

Machine Learning · Statistics 2024-03-20 Adam Block , Max Simchowitz , Russ Tedrake

This work focuses on the setting of dynamic regret in the context of online learning with full information. In particular, we analyze regret bounds with respect to the temporal variability of the loss functions. By assuming that the…

Machine Learning · Computer Science 2021-02-16 Nicolò Campolongo , Francesco Orabona

Online machine learning systems need to adapt to domain shifts. Meanwhile, acquiring label at every timestep is expensive. We propose a surprisingly simple algorithm that adaptively balances its regret and its number of label queries in…

Machine Learning · Computer Science 2021-03-01 Yining Chen , Haipeng Luo , Tengyu Ma , Chicheng Zhang

We study various discrete nonlinear combinatorial optimization problems in an online learning framework. In the first part, we address the question of whether there are negative results showing that getting a vanishing (or even vanishing…

Data Structures and Algorithms · Computer Science 2020-06-24 Evripidis Bampis , Dimitris Christou , Bruno Escoffier , Nguyen Kim Thang

The fairness-aware online learning framework has arisen as a powerful tool for the continual lifelong learning setting. The goal for the learner is to sequentially learn new tasks where they come one after another over time and the learner…

Machine Learning · Computer Science 2022-05-27 Chen Zhao , Feng Mi , Xintao Wu , Kai Jiang , Latifur Khan , Feng Chen
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