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This paper considers the stability of online learning algorithms and its implications for learnability (bounded regret). We introduce a novel quantity called {\em forward regret} that intuitively measures how good an online learning…

Machine Learning · Computer Science 2012-11-28 Ankan Saha , Prateek Jain , Ambuj Tewari

The design of effective online caching policies is an increasingly important problem for content distribution networks, online social networks and edge computing services, among other areas. This paper proposes a new algorithmic toolbox for…

Networking and Internet Architecture · Computer Science 2022-10-21 Naram Mhaisen , George Iosifidis , Douglas Leith

In this work, we explore online convex optimization (OCO) and introduce a new condition and analysis that provides fast rates by exploiting the curvature of feasible sets. In online linear optimization, it is known that if the average…

Machine Learning · Computer Science 2025-02-18 Taira Tsuchiya , Shinji Ito

In this paper, we study the problem of regret minimization for episodic Reinforcement Learning (RL) both in the model-free and the model-based setting. We focus on learning with general function classes and general model classes, and we…

Machine Learning · Computer Science 2022-03-04 Grigoris Velegkas , Zhuoran Yang , Amin Karbasi

In multi-objective decision-making with hierarchical preferences, lexicographic bandits provide a natural framework for optimizing multiple objectives in a prioritized order. In this setting, a learner repeatedly selects arms and observes…

Machine Learning · Computer Science 2025-11-11 Bo Xue , Yuanyu Wan , Zhichao Lu , Qingfu Zhang

Online learning has traditionally focused on the expected rewards. In this paper, a risk-averse online learning problem under the performance measure of the mean-variance of the rewards is studied. Both the bandit and full information…

Machine Learning · Statistics 2019-03-15 Sattar Vakili , Alexis Boukouvalas , Qing Zhao

We consider the classic online learning and stochastic multi-armed bandit (MAB) problems, when at each step, the online policy can probe and find out which of a small number ($k$) of choices has better reward (or loss) before making its…

Data Structures and Algorithms · Computer Science 2022-11-08 Aditya Bhaskara , Sreenivas Gollapudi , Sungjin Im , Kostas Kollias , Kamesh Munagala

Strategic classification studies learning in settings where self-interested users can strategically modify their features to obtain favorable predictive outcomes. A key working assumption, however, is that "favorable" always means…

Machine Learning · Computer Science 2022-06-22 Sagi Levanon , Nir Rosenfeld

We study an instance of online non-parametric classification in the realizable setting. In particular, we consider the classical 1-nearest neighbor algorithm, and show that it achieves sublinear regret - that is, a vanishing mistake rate -…

Machine Learning · Computer Science 2023-07-04 Sanjoy Dasgupta , Geelon So

Combinatorial multi-armed bandits provide a fundamental online decision-making environment where a decision-maker interacts with an environment across $T$ time steps, each time selecting an action and learning the cost of that action. The…

Machine Learning · Computer Science 2026-04-13 Gerdus Benadè , Rathish Das , Thomas Lavastida

This study considers online learning with general directed feedback graphs. For this problem, we present best-of-both-worlds algorithms that achieve nearly tight regret bounds for adversarial environments as well as poly-logarithmic regret…

Machine Learning · Computer Science 2022-12-29 Shinji Ito , Taira Tsuchiya , Junya Honda

We investigate the problem of online convex optimization with unknown delays, in which the feedback of a decision arrives with an arbitrary delay. Previous studies have presented a delayed variant of online gradient descent (OGD), and…

Machine Learning · Computer Science 2021-03-23 Yuanyu Wan , Wei-Wei Tu , Lijun Zhang

The Adversarial Markov Decision Process (AMDP) is a learning framework that deals with unknown and varying tasks in decision-making applications like robotics and recommendation systems. A major limitation of the AMDP formalism, however, is…

Machine Learning · Statistics 2024-05-06 Sang Bin Moon , Abolfazl Hashemi

This paper studies online optimization from a high-level unified theoretical perspective. We not only generalize both Optimistic-DA and Optimistic-MD in normed vector space, but also unify their analysis methods for dynamic regret. Regret…

Machine Learning · Computer Science 2022-02-15 Qing-xin Meng , Jian-wei Liu

Due to the drastic gap in complexity between sequential and batch statistical learning, recent work has studied a smoothed sequential learning setting, where Nature is constrained to select contexts with density bounded by 1/{\sigma} with…

Machine Learning · Statistics 2022-05-27 Adam Block , Max Simchowitz

Online prediction from experts is a fundamental problem in machine learning and several works have studied this problem under privacy constraints. We propose and analyze new algorithms for this problem that improve over the regret bounds of…

Machine Learning · Computer Science 2023-07-03 Hilal Asi , Vitaly Feldman , Tomer Koren , Kunal Talwar

We revisit the problem of private online learning, in which a learner receives a sequence of $T$ data points and has to respond at each time-step a hypothesis. It is required that the entire stream of output hypotheses should satisfy…

Machine Learning · Computer Science 2025-11-11 Bo Li , Wei Wang , Peng Ye

Recent literature has made much progress in understanding \emph{online LQR}: a modern learning-theoretic take on the classical control problem in which a learner attempts to optimally control an unknown linear dynamical system with fully…

Machine Learning · Computer Science 2020-10-06 Max Simchowitz

We study an online linear classification problem, in which the data is generated by strategic agents who manipulate their features in an effort to change the classification outcome. In rounds, the learner deploys a classifier, and an…

Machine Learning · Computer Science 2017-10-24 Jinshuo Dong , Aaron Roth , Zachary Schutzman , Bo Waggoner , Zhiwei Steven Wu

We study a variant of online convex optimization where the player is permitted to switch decisions at most $S$ times in expectation throughout $T$ rounds. Similar problems have been addressed in prior work for the discrete decision set…

Machine Learning · Computer Science 2023-09-19 Uri Sherman , Tomer Koren