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We consider the problem of offline reinforcement learning from human feedback (RLHF) with pairwise comparisons proposed by Zhu et al. (2023), where the implicit reward is a linear function of an unknown parameter. Given an offline dataset,…

Machine Learning · Computer Science 2026-01-23 Zhirui Chen , Vincent Y. F. Tan

This paper considers the distributed bandit convex optimization problem with time-varying constraints. In this problem, the global loss function is the average of all the local convex loss functions, which are unknown beforehand. Each agent…

Systems and Control · Electrical Eng. & Systems 2025-04-25 Kunpeng Zhang , Lei Xu , Xinlei Yi , Guanghui Wen , Lihua Xie , Tianyou Chai , Tao Yang

Reinforcement Learning algorithms that learn from human feedback (RLHF) need to be efficient in terms of statistical complexity, computational complexity, and query complexity. In this work, we consider the RLHF setting where the feedback…

Machine Learning · Computer Science 2024-03-14 Runzhe Wu , Wen Sun

In this paper, we consider the problem of sequentially optimizing a black-box function $f$ based on noisy samples and bandit feedback. We assume that $f$ is smooth in the sense of having a bounded norm in some reproducing kernel Hilbert…

Machine Learning · Statistics 2018-06-01 Jonathan Scarlett , Ilijia Bogunovic , Volkan Cevher

This paper introduces \textit{online bilevel optimization} in which a sequence of time-varying bilevel problems is revealed one after the other. We extend the known regret bounds for online single-level algorithms to the bilevel setting.…

Optimization and Control · Mathematics 2024-07-10 Davoud Ataee Tarzanagh , Parvin Nazari , Bojian Hou , Li Shen , Laura Balzano

We study the problem of online generalized linear regression in the stochastic setting, where the label is generated from a generalized linear model with possibly unbounded additive noise. We provide a sharp analysis of the classical…

Machine Learning · Computer Science 2023-03-28 Heyang Zhao , Dongruo Zhou , Jiafan He , Quanquan Gu

Bilateral trade models the problem of intermediating between two rational agents -- a seller and a buyer -- both characterized by a private valuation for an item they want to trade. We study the online learning version of the problem, in…

Computer Science and Game Theory · Computer Science 2024-09-04 Martino Bernasconi , Matteo Castiglioni , Andrea Celli , Federico Fusco

Modeling human preferences is crucial for aligning foundation models with human values. Traditional reward modeling methods, such as the Bradley-Terry (BT) reward model, fall short in expressiveness, particularly in addressing intransitive…

Artificial Intelligence · Computer Science 2025-06-12 Yifan Zhang , Ge Zhang , Yue Wu , Kangping Xu , Quanquan Gu

In many quantum tasks, there is an unknown quantum object that one wishes to learn. An online strategy for this task involves adaptively refining a hypothesis to reproduce such an object or its measurement statistics. A common evaluation…

Quantum Physics · Physics 2025-11-25 Akshay Bansal , Ian George , Soumik Ghosh , Jamie Sikora , Alice Zheng

Regret minimization is a powerful tool for solving large-scale extensive-form games. State-of-the-art methods rely on minimizing regret locally at each decision point. In this work we derive a new framework for regret minimization on…

Computer Science and Game Theory · Computer Science 2018-09-11 Gabriele Farina , Christian Kroer , Tuomas Sandholm

We present tools for the analysis of Follow-The-Regularized-Leader (FTRL), Dual Averaging, and Mirror Descent algorithms when the regularizer (equivalently, prox-function or learning rate schedule) is chosen adaptively based on the data.…

Machine Learning · Computer Science 2015-11-10 H. Brendan McMahan

The theory of deep learning focuses almost exclusively on supervised learning, non-convex optimization using stochastic gradient descent, and overparametrized neural networks. It is common belief that the optimizer dynamics, network…

Machine Learning · Computer Science 2022-02-18 Xinyi Chen , Edgar Minasyan , Jason D. Lee , Elad Hazan

We prove the familiar Lazy Online Gradient Descent algorithm is universal on polytope domains. That means it gets $O(1)$ pseudo-regret against i.i.d opponents, while simultaneously achieving the well-known $O(\sqrt N)$ worst-case regret…

Machine Learning · Computer Science 2022-09-01 Daron Anderson , Douglas Leith

This paper focuses on the online saddle point problem, which involves a sequence of two-player time-varying convex-concave games. Considering the nonstationarity of the environment, we adopt the duality gap and the dynamic Nash equilibrium…

Machine Learning · Computer Science 2025-06-27 Qing-xin Meng , Jian-wei Liu

We study the problem of expert advice under partial bandit feedback setting and create a sequential minimax optimal algorithm. Our algorithm works with a more general partial monitoring setting, where, in contrast to the classical bandit…

Machine Learning · Computer Science 2022-04-15 Kaan Gokcesu , Hakan Gokcesu

Bandit algorithms have been predominantly analyzed in the convex setting with function-value based stationary regret as the performance measure. In this paper, motivated by online reinforcement learning problems, we propose and analyze…

Machine Learning · Statistics 2019-09-12 Abhishek Roy , Krishnakumar Balasubramanian , Saeed Ghadimi , Prasant Mohapatra

In this paper, we study the offline and online settings of reinforcement learning from human feedback (RLHF) with KL-regularization -- a widely used objective function in large language model alignment -- under the $\epsilon$ local…

Machine Learning · Computer Science 2025-10-16 Yulian Wu , Rushil Thareja , Praneeth Vepakomma , Francesco Orabona

In this paper, we develop a simple and fast online algorithm for solving a class of binary integer linear programs (LPs) arisen in general resource allocation problem. The algorithm requires only one single pass through the input data and…

Data Structures and Algorithms · Computer Science 2020-07-07 Xiaocheng Li , Chunlin Sun , Yinyu Ye

This letter studies the problem of online multi-step-ahead prediction for unknown linear stochastic systems. Using conditional distribution theory, we derive an optimal parameterization of the prediction policy as a linear function of…

Machine Learning · Computer Science 2025-11-18 Jiachen Qian , Yang Zheng

In this paper, we study the problem of online sparse linear regression (OSLR) where the algorithms are restricted to accessing only $k$ out of $d$ attributes per instance for prediction, which was proved to be NP-hard. Previous work gave…

Machine Learning · Computer Science 2025-11-03 Junfan Li , Shizhong Liao , Zenglin Xu , Liqiang Nie
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