Related papers: Non-Stationary Online Resource Allocation: Learnin…
Traditionally, the problem of apportioning the seats of a legislative body has been viewed as a one-shot process with no dynamic considerations. While this approach is reasonable for some settings, dynamic aspects play an important role in…
We study the problem of online non-stochastic control (ONC), which is the control of a linear system under adversarial disturbances and adversarial cost functions, with the aim of minimizing the total cost incurred. A recent line of…
The goal of a learner, in standard online learning, is to have the cumulative loss not much larger compared with the best-performing function from some fixed class. Numerous algorithms were shown to have this gap arbitrarily close to zero,…
Online decision-makers often obtain predictions on future variables, such as arrivals, demands, inventories, and so on. These predictions can be generated from simple forecasting algorithms for univariate time-series, all the way to…
This paper presents a new framework for analyzing and designing no-regret algorithms for dynamic (possibly adversarial) systems. The proposed framework generalizes the popular online convex optimization framework and extends it to its…
We study risk-sensitive reinforcement learning (RL) based on an entropic risk measure in episodic non-stationary Markov decision processes (MDPs). Both the reward functions and the state transition kernels are unknown and allowed to vary…
We study an online mixed discrete and continuous optimization problem where a decision maker interacts with an unknown environment for a number of $T$ rounds. At each round, the decision maker needs to first jointly choose a discrete and a…
We study how a budget-constrained bidder should learn to adaptively bid in repeated first-price auctions to maximize her cumulative payoff. This problem arose due to an industry-wide shift from second-price auctions to first-price auctions…
Social and real-world considerations such as robustness, fairness, social welfare and multi-agent tradeoffs have given rise to multi-distribution learning paradigms, such as collaborative learning, group distributionally robust…
In this paper, we consider the problem of resource congestion control for competing online learning agents. On the basis of non-cooperative game as the model for the interaction between the agents, and the noisy online mirror ascent as the…
In this paper, we consider the problem of learning online to manage Demand Response (DR) resources. A typical DR mechanism requires the DR manager to assign a baseline to the participating consumer, where the baseline is an estimate of the…
Real world learning scenarios involve a nonstationary distribution of classes with sequential dependencies among the samples, in contrast to the standard machine learning formulation of drawing samples independently from a fixed, typically…
Making judicious channel access and transmission scheduling decisions is essential for improving performance as well as energy and spectral efficiency in multichannel wireless systems. This problem has been a subject of extensive study in…
One of the main strengths of online algorithms is their ability to adapt to arbitrary data sequences. This is especially important in nonparametric settings, where performance is measured against rich classes of comparator functions that…
What can an agent learn in a stochastic Multi-Armed Bandit (MAB) problem from a dataset that contains just a single sample for each arm? Surprisingly, in this work, we demonstrate that even in such a data-starved setting it may still be…
We present and prove properties of a new offline policy evaluator for an exploration learning setting which is superior to previous evaluators. In particular, it simultaneously and correctly incorporates techniques from importance…
While artificial intelligence (AI)-based decision-making systems are increasingly popular, significant concerns on the potential discrimination during the AI decision-making process have been observed. For example, the distribution of…
In this paper, we consider the general scenario of resource sharing in a decentralized system when the resource rewards/qualities are time-varying and unknown to the users, and using the same resource by multiple users leads to reduced…
We develop a decision making framework to cast the problem of learning a ranking policy for search or recommendation engines in a two-sided e-commerce marketplace as an expected reward optimization problem using observational data. As a…
We study a stochastic budget-allocation problem over $K$ tasks. At each round $t$, the learner chooses an allocation $X_t \in \Delta_K$. Task $k$ succeeds with probability $F_k(X_{t,k})$, where $F_1,\dots,F_K$ are nondecreasing…