English
Related papers

Related papers: Decision Making under Imperfect Recall: Algorithms…

200 papers

This paper investigates the challenges of optimal online policy learning under missing data. State-of-the-art algorithms implicitly assume that rewards are always observable. I show that when rewards are missing at random, the Upper…

Econometrics · Economics 2025-07-29 Filippo Palomba

We address the problem of active online assortment optimization problem with preference feedback, which is a framework for modeling user choices and subsetwise utility maximization. The framework is useful in various real-world applications…

Machine Learning · Computer Science 2024-03-01 Aadirupa Saha , Pierre Gaillard

We study the effect of imperfect memory on decision making in the context of a stochastic sequential action-reward problem. An agent chooses a sequence of actions which generate discrete rewards at different rates. She is allowed to make…

Probability · Mathematics 2019-09-20 Kuang Xu , Se-Young Yun

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

This paper studies a variant of two-player zero-sum matrix games, where, at each timestep, the row player selects row $i$, the column player selects column $j$, and the row player receives a noisy reward with expected value $A_{i,j}$, along…

Machine Learning · Computer Science 2025-05-27 Arnab Maiti , Kevin Jamieson , Lillian J. Ratliff

Existing studies on provably efficient algorithms for Markov games (MGs) almost exclusively build on the "optimism in the face of uncertainty" (OFU) principle. This work focuses on a different approach of posterior sampling, which is…

Machine Learning · Computer Science 2022-10-06 Wei Xiong , Han Zhong , Chengshuai Shi , Cong Shen , Tong Zhang

A long line of works characterizes the sample complexity of regret minimization in sequential decision-making by min-max programs. In the corresponding saddle-point game, the min-player optimizes the sampling distribution against an…

Machine Learning · Computer Science 2024-03-18 Johannes Kirschner , Seyed Alireza Bakhtiari , Kushagra Chandak , Volodymyr Tkachuk , Csaba Szepesvári

Traditional reinforcement learning usually assumes either episodic interactions with resets or continuous operation to minimize average or cumulative loss. While episodic settings have many theoretical results, resets are often unrealistic…

Optimization and Control · Mathematics 2026-01-13 Bianca Marin Moreno , Margaux Brégère , Pierre Gaillard , Nadia Oudjane

This study considers the partial monitoring problem with $k$-actions and $d$-outcomes and provides the first best-of-both-worlds algorithms, whose regrets are favorably bounded both in the stochastic and adversarial regimes. In particular,…

Machine Learning · Computer Science 2022-10-11 Taira Tsuchiya , Shinji Ito , Junya Honda

Despite the significant progress made by existing retrieval augmented language models (RALMs) in providing trustworthy responses and grounding in reliable sources, they often overlook effective alignment with human preferences. In the…

Computation and Language · Computer Science 2024-12-19 Zhuoran Jin , Hongbang Yuan , Tianyi Men , Pengfei Cao , Yubo Chen , Kang Liu , Jun Zhao

Model checking of strategic abilities for agents with memory is a notoriously hard problem, and very few attempts have been made to tackle it. In this paper, we present two important steps towards this goal. First, we take the partial-order…

Multiagent Systems · Computer Science 2025-10-21 Dilian Gurov , Filip Jamroga , Wojciech Jamroga , Mateusz Kamiński , Damian Kurpiewski , Wojciech Penczek , Teofil Sidoruk

We study online learning settings in which experts act strategically to maximize their influence on the learning algorithm's predictions by potentially misreporting their beliefs about a sequence of binary events. Our goal is twofold.…

Machine Learning · Computer Science 2020-07-02 Rupert Freeman , David M. Pennock , Chara Podimata , Jennifer Wortman Vaughan

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…

Machine Learning · Computer Science 2020-12-25 Aldo Pacchiano , Christoph Dann , Claudio Gentile , Peter Bartlett

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

Multi-turn, multi-agent LLM game evaluations often exhibit substantial run-to-run variance. In long-horizon interactions, small early deviations compound across turns and are amplified by multi-agent coupling. This biases win rate estimates…

For decision making under uncertainty, min-max regret has been established as a popular methodology to find robust solutions. In this approach, we compare the performance of our solution against the best possible performance had we known…

Optimization and Control · Mathematics 2021-11-25 Marc Goerigk , Michael Hartisch

We consider a bandit recommendations problem in which an agent's preferences (representing selection probabilities over recommended items) evolve as a function of past selections, according to an unknown $\textit{preference model}$. In each…

Machine Learning · Computer Science 2024-02-07 Arpit Agarwal , William Brown

The Competing Bandits framework is a recently emerging area that integrates multi-armed bandits in online learning with stable matching in game theory. While conventional models assume that all players and arms are constantly available, in…

Machine Learning · Computer Science 2026-03-23 Shinnosuke Uba , Yutaro Yamaguchi

In two-player zero-sum games, the learning dynamic based on optimistic Hedge achieves one of the best-known regret upper bounds among strongly-uncoupled learning dynamics. With an appropriately chosen learning rate, the social and…

Machine Learning · Computer Science 2025-10-14 Taira Tsuchiya

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