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We study the problem of transfer-learning in the setting of stochastic linear bandit tasks. We consider that a low dimensional linear representation is shared across the tasks, and study the benefit of learning this representation in the…

Machine Learning · Statistics 2023-08-16 Leonardo Cella , Karim Lounici , Grégoire Pacreau , Massimiliano Pontil

We develop a framework for designing simple and efficient policies for a family of online allocation and pricing problems, that includes online packing, budget-constrained probing, dynamic pricing, and online contextual bandits with…

Optimization and Control · Mathematics 2020-08-03 Alberto Vera , Siddhartha Banerjee , Itai Gurvich

We consider the setting of online linear regression for arbitrary deterministic sequences, with the square loss. We are interested in the aim set by Bartlett et al. (2015): obtain regret bounds that hold uniformly over all competitor…

Machine Learning · Statistics 2019-02-26 Pierre Gaillard , Sébastien Gerchinovitz , Malo Huard , Gilles Stoltz

We consider algorithms for "smoothed online convex optimization" problems, a variant of the class of online convex optimization problems that is strongly related to metrical task systems. Prior literature on these problems has focused on…

Data Structures and Algorithms · Computer Science 2015-08-18 Lachlan L. H. Andrew , Siddharth Barman , Katrina Ligett , Minghong Lin , Adam Meyerson , Alan Roytman , Adam Wierman

We address the online unconstrained submodular maximization problem (Online USM), in a setting with stochastic bandit feedback. In this framework, a decision-maker receives noisy rewards from a non monotone submodular function taking values…

Machine Learning · Computer Science 2025-02-13 Julien Zhou , Pierre Gaillard , Thibaud Rahier , Julyan Arbel

Consider the sequential optimization of a continuous, possibly non-convex, and expensive to evaluate objective function $f$. The problem can be cast as a Gaussian Process (GP) bandit where $f$ lives in a reproducing kernel Hilbert space…

Machine Learning · Statistics 2021-08-23 Sattar Vakili , Nacime Bouziani , Sepehr Jalali , Alberto Bernacchia , Da-shan Shiu

This paper explores the realm of infinite horizon average reward Constrained Markov Decision Processes (CMDPs). To the best of our knowledge, this work is the first to delve into the regret and constraint violation analysis of average…

Machine Learning · Computer Science 2024-10-31 Qinbo Bai , Washim Uddin Mondal , Vaneet Aggarwal

Online bilevel optimization (OBO) has emerged as a powerful framework for many machine learning problems. Prior works have developed several algorithms that minimize the standard bilevel local regret or the window-averaged bilevel local…

Machine Learning · Computer Science 2026-05-12 Tingkai Jia , Haiguang Wang , Cheng Chen

Online learning aims to perform nearly as well as the best hypothesis in hindsight. For some hypothesis classes, though, even finding the best hypothesis offline is challenging. In such offline cases, local search techniques are often…

Artificial Intelligence · Computer Science 2012-06-18 Michael Bowling , Martin Zinkevich

Bayesian optimization (BO) with preference-based feedback has recently garnered significant attention due to its emerging applications. We refer to this problem as Bayesian Optimization from Human Feedback (BOHF), which differs from…

Machine Learning · Computer Science 2025-05-30 Aya Kayal , Sattar Vakili , Laura Toni , Da-shan Shiu , Alberto Bernacchia

To efficiently solve online problems with complicated constraints, projection-free algorithms including online frank-wolfe (OFW) and its variants have received significant interest recently. However, in the general case, existing efficient…

Machine Learning · Computer Science 2024-06-25 Yuanyu Wan , Lijun Zhang

We study online learnability of a wide class of problems, extending the results of (Rakhlin, Sridharan, Tewari, 2010) to general notions of performance measure well beyond external regret. Our framework simultaneously captures such…

Machine Learning · Statistics 2011-03-25 Alexander Rakhlin , Karthik Sridharan , Ambuj Tewari

We propose the algorithms for online convex optimization which lead to cumulative squared constraint violations of the form $\sum\limits_{t=1}^T\big([g(x_t)]_+\big)^2=O(T^{1-\beta})$, where $\beta\in(0,1)$. Previous literature has focused…

Machine Learning · Computer Science 2019-02-08 Jianjun Yuan , Andrew Lamperski

This paper studies two fundamental problems in regularized Graphon Mean-Field Games (GMFGs). First, we establish the existence of a Nash Equilibrium (NE) of any $\lambda$-regularized GMFG (for $\lambda\geq 0$). This result relies on weaker…

Computer Science and Game Theory · Computer Science 2023-10-13 Fengzhuo Zhang , Vincent Y. F. Tan , Zhaoran Wang , Zhuoran Yang

This paper studies reinforcement learning from human feedback (RLHF) for aligning large language models with human preferences. While RLHF has demonstrated promising results, many algorithms are highly sensitive to misspecifications in the…

Machine Learning · Computer Science 2025-10-30 Erhan Xu , Kai Ye , Hongyi Zhou , Luhan Zhu , Francesco Quinzan , Chengchun Shi

Reinforcement Learning from Human Feedback (RLHF) has become a popular approach to align language models (LMs) with human preferences. This method involves collecting a large dataset of human pairwise preferences across various text…

Machine Learning · Computer Science 2024-10-24 Antoine Scheid , Etienne Boursier , Alain Durmus , Michael I. Jordan , Pierre Ménard , Eric Moulines , Michal Valko

This paper considers online convex optimization over a complicated constraint set, which typically consists of multiple functional constraints and a set constraint. The conventional online projection algorithm (Zinkevich, 2003) can be…

Optimization and Control · Mathematics 2020-05-19 Hao Yu , Michael J. Neely

Sequential learning problems are common in several fields of research and practical applications. Examples include dynamic pricing and assortment, design of auctions and incentives and permeate a large number of sequential treatment…

Machine Learning · Statistics 2024-03-26 Claudio Cardoso Flores , Marcelo Cunha Medeiros

Sparse regularized regression methods are now widely used in genome-wide association studies (GWAS) to address the multiple testing burden that limits discovery of potentially important predictors. Linear mixed models (LMMs) have become an…

Methodology · Statistics 2022-06-27 Julien St-Pierre , Karim Oualkacha , Sahir Rai Bhatnagar

Nowadays, online learning is an appealing learning paradigm, which is of great interest in practice due to the recent emergence of large scale applications such as online advertising placement and online web ranking. Standard online…

Machine Learning · Computer Science 2019-11-27 Biyi Fang , Diego Klabjan