Related papers: A Short Note on a Variant of the Squint Algorithm

In online learning the performance of an algorithm is typically compared to the performance of a fixed function from some class, with a quantity called regret. Forster proposed a last-step min-max algorithm which was somewhat simpler than…

We consider combinatorial semi-bandits over a set of arms ${\cal X} \subset \{0,1\}^d$ where rewards are uncorrelated across items. For this problem, the algorithm ESCB yields the smallest known regret bound $R(T) = {\cal O}\Big( {d (\ln…

We present an algorithm for strongly refuting smoothed instances of all Boolean CSPs. The smoothed model is a hybrid between worst and average-case input models, where the input is an arbitrary instance of the CSP with only the negation…

We consider the online linear optimization problem, where at every step the algorithm plays a point $x_t$ in the unit ball, and suffers loss $\langle c_t, x_t\rangle$ for some cost vector $c_t$ that is then revealed to the algorithm. Recent…

We consider the problem of online linear regression in the stochastic setting. We derive high probability regret bounds for online ridge regression and the forward algorithm. This enables us to compare online regression algorithms more…

Ensemble sampling serves as a practical approximation to Thompson sampling when maintaining an exact posterior distribution over model parameters is computationally intractable. In this paper, we establish a regret bound that ensures…

Leveraging algorithmic stability to derive sharp generalization bounds is a classic and powerful approach in learning theory. Since Vapnik and Chervonenkis [1974] first formalized the idea for analyzing SVMs, it has been utilized to study…

The trade-off between regret and computational cost is a fundamental problem for online kernel regression, and previous algorithms worked on the trade-off can not keep optimal regret bounds at a sublinear computational complexity. In this…

We introduce a transformation framework that can be utilized to develop online algorithms with low $\epsilon$-approximate regret in the random-order model from offline approximation algorithms. We first give a general reduction theorem that…

We consider the framework of non-stationary stochastic optimization [Besbes et al, 2015] with squared error losses and noisy gradient feedback where the dynamic regret of an online learner against a time varying comparator sequence is…

We revisit the classical online portfolio selection problem. It is widely assumed that a trade-off between computational complexity and regret is unavoidable, with Cover's Universal Portfolios algorithm, SOFT-BAYES and ADA-BARRONS currently…

This paper studies the one-shot behavior of no-regret algorithms for stochastic bandits. Although many algorithms are known to be asymptotically optimal with respect to the expected regret, over a single run, their pseudo-regret seems to…

We study the repeated optimal stopping problem, in which the same optimal stopping instance with an unknown distribution is solved repeatedly over $T$ rounds. We aim to simultaneously achieve strong per-round performance guarantees relative…

Logistic regression, the Support Vector Machine (SVM), and least squares are well-studied methods in the statistical and computer science community, with various practical applications. High-dimensional data arriving on a real-time basis…

We consider model selection in stochastic bandit and reinforcement learning problems. Given a set of base learning algorithms, an effective model selection strategy adapts to the best learning algorithm in an online fashion. We show that by…

We extend and combine several tools of the literature to design fast, adaptive, anytime and scale-free online learning algorithms. Scale-free regret bounds must scale linearly with the maximum loss, both toward large losses and toward very…

We consider the problem of online learning in Linear Quadratic Control systems whose state transition and state-action transition matrices $A$ and $B$ may be initially unknown. We devise an online learning algorithm and provide guarantees…

We study online convex optimization with constraints consisting of multiple functional constraints and a relatively simple constraint set, such as a Euclidean ball. As enforcing the constraints at each time step through projections is…

We consider the problem of controlling an unknown linear quadratic Gaussian (LQG) system consisting of multiple subsystems connected over a network. Our goal is to minimize and quantify the regret (i.e. loss in performance) of our strategy…

We present a modified tuning of the algorithm of Zimmert and Seldin [2020] for adversarial multiarmed bandits with delayed feedback, which in addition to the minimax optimal adversarial regret guarantee shown by Zimmert and Seldin…