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We consider a resource-aware variant of the classical multi-armed bandit problem: In each round, the learner selects an arm and determines a resource limit. It then observes a corresponding (random) reward, provided the (random) amount of…

Machine Learning · Computer Science 2022-10-18 Viktor Bengs , Eyke Hüllermeier

The Lipschitz multi-armed bandit (MAB) problem generalizes the classical multi-armed bandit problem by assuming one is given side information consisting of a priori upper bounds on the difference in expected payoff between certain pairs of…

Data Structures and Algorithms · Computer Science 2009-11-09 Robert Kleinberg , Aleksandrs Slivkins

Regret in Large Language Models refers to their explicit regret expression when presented with evidence contradicting their previously generated misinformation. Studying the regret mechanism is crucial for enhancing model reliability and…

Computation and Language · Computer Science 2025-06-19 Xiangxiang Cui , Shu Yang , Tianjin Huang , Wanyu Lin , Lijie Hu , Di Wang

This paper studies classification with an abstention option in the online setting. In this setting, examples arrive sequentially, the learner is given a hypothesis class $\mathcal H$, and the goal of the learner is to either predict a label…

Machine Learning · Computer Science 2016-09-29 Chicheng Zhang , Kamalika Chaudhuri

We consider revenue maximization in online auction/pricing problems. A seller sells an identical item in each period to a new buyer, or a new set of buyers. For the online posted pricing problem, we show regret bounds that scale with the…

Computer Science and Game Theory · Computer Science 2018-09-13 Sébastien Bubeck , Nikhil R. Devanur , Zhiyi Huang , Rad Niazadeh

Motivated by online retail, we consider the problem of selling one item (e.g., an ad slot) to two non-excludable buyers (say, a merchant and a brand). This problem captures, for example, situations where a merchant and a brand cooperatively…

Computer Science and Game Theory · Computer Science 2025-05-26 Gagan Aggarwal , Ashwinkumar Badanidiyuru , Paul Dütting , Federico Fusco

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

We study a new learning protocol, termed partial-feedback online learning, where each instance admits a set of acceptable labels, but the learner observes only one acceptable label per round. We highlight that, while classical version space…

Machine Learning · Computer Science 2026-04-03 Shihao Shao , Cong Fang , Zhouchen Lin , Dacheng Tao

We address online linear optimization problems when the possible actions of the decision maker are represented by binary vectors. The regret of the decision maker is the difference between her realized loss and the best loss she would have…

Machine Learning · Computer Science 2013-04-02 Jean-Yves Audibert , Sébastien Bubeck , Gábor Lugosi

In this paper, we study the role of feedback in online learning with switching costs. It has been shown that the minimax regret is $\widetilde{\Theta}(T^{2/3})$ under bandit feedback and improves to $\widetilde{\Theta}(\sqrt{T})$ under…

Machine Learning · Computer Science 2023-06-19 Duo Cheng , Xingyu Zhou , Bo Ji

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

We study the problem of online multiclass classification in a setting where the learner's feedback is determined by an arbitrary directed graph. While including bandit feedback as a special case, feedback graphs allow a much richer set of…

Machine Learning · Computer Science 2024-02-20 Dirk van der Hoeven , Federico Fusco , Nicolò Cesa-Bianchi

In this paper, we generalize the problem of single-index model to the context of continual learning in which a learner is challenged with a sequence of tasks one by one and the dataset of each task is revealed in an online fashion. We…

Machine Learning · Statistics 2022-08-26 The Tien Mai

We consider the problem of online multiclass classification with partial feedback, where an algorithm predicts a class for a new instance in each round and only receives its correctness. Although several methods have been developed for this…

Machine Learning · Computer Science 2019-02-05 Takuo Kaneko , Issei Sato , Masashi Sugiyama

Consider the domain of multiclass classification within the adversarial online setting. What is the price of relying on bandit feedback as opposed to full information? To what extent can an adaptive adversary amplify the loss compared to an…

Machine Learning · Computer Science 2024-02-13 Yuval Filmus , Steve Hanneke , Idan Mehalel , Shay Moran

Many online decision problems over combinatorial actions are addressed via convex relaxations, leading to online convex optimization with piecewise linear objectives and induced polyhedral structure. We show that regret in such problems is…

A natural goal when designing online learning algorithms for non-stationary environments is to bound the regret of the algorithm in terms of the temporal variation of the input sequence. Intuitively, when the variation is small, it should…

Machine Learning · Computer Science 2021-12-08 Gautam Goel , Babak Hassibi

In this paper we study the mincut problem in the online setting. We consider two distinct models: A) competitive analysis and B) regret analysis. In the competitive setting we consider the vertex arrival model; whenever a new vertex arrives…

Data Structures and Algorithms · Computer Science 2020-08-17 Avah Banerjee , Guoli Ding

We study online learning of finite Markov decision process (MDP) problems when a side information vector is available. The problem is motivated by applications such as clinical trials, recommendation systems, etc. Such applications have an…

Machine Learning · Computer Science 2014-06-27 Yasin Abbasi-Yadkori , Gergely Neu

We present the first regret bound for classical online Q-learning in infinite-horizon discounted Markov decision processes (MDPs), without relying on optimism or bonus terms. We first analyze Boltzmann Q-learning with decaying temperature…

Machine Learning · Computer Science 2026-05-18 Rahul Singh , Siddharth Chandak , Eric Moulines , Vivek S. Borkar , Nicholas Bambos