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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…
We study algorithms for online linear optimization in Hilbert spaces, focusing on the case where the player is unconstrained. We develop a novel characterization of a large class of minimax algorithms, recovering, and even improving,…
In digital health and EdTech, recommendation systems face a significant challenge: users often choose impulsively, in ways that conflict with the platform's long-term payoffs. This misalignment makes it difficult to effectively learn to…
The design of effective online caching policies is an increasingly important problem for content distribution networks, online social networks and edge computing services, among other areas. This paper proposes a new algorithmic toolbox for…
In the random-order model for online learning, the sequence of losses is chosen upfront by an adversary and presented to the learner after a random permutation. Any random-order input is \emph{asymptotically} equivalent to a stochastic…
We explore an active learning approach for dynamic fair resource allocation problems. Unlike previous work that assumes full feedback from all agents on their allocations, we consider feedback from a select subset of agents at each epoch of…
We propose a novel online learning method for minimizing regret in large extensive-form games. The approach learns a function approximator online to estimate the regret for choosing a particular action. A no-regret algorithm uses these…
In learning theory, the performance of an online policy is commonly measured in terms of the static regret metric, which compares the cumulative loss of an online policy to that of an optimal benchmark in hindsight. In the definition of…
Regret minimization has proved to be a versatile tool for tree-form sequential decision making and extensive-form games. In large two-player zero-sum imperfect-information games, modern extensions of counterfactual regret minimization (CFR)…
This paper examines the Random Utility Model (RUM) in repeated stochastic choice settings where decision-makers lack full information about payoffs. We propose a gradient-based learning algorithm that embeds RUM into an online…
In game-theoretic learning, several agents are simultaneously following their individual interests, so the environment is non-stationary from each player's perspective. In this context, the performance of a learning algorithm is often…
Motivated by online advertising auctions, we consider repeated Vickrey auctions where goods of unknown value are sold sequentially and bidders only learn (potentially noisy) information about a good's value once it is purchased. We adopt an…
We introduce the application of online learning in a Stackelberg game pertaining to a system with two learning agents in a dyadic exchange network, consisting of a supplier and retailer, specifically where the parameters of the demand…
We study the problem of online learning in adversarial bandit problems under a partial observability model called off-policy feedback. In this sequential decision making problem, the learner cannot directly observe its rewards, but instead…
Online-learning literature has focused on designing algorithms that ensure sub-linear growth of the cumulative long-term constraint violations. The drawback of this guarantee is that strictly feasible actions may cancel out constraint…
A central capability of intelligent systems is the ability to continuously build upon previous experiences to speed up and enhance learning of new tasks. Two distinct research paradigms have studied this question. Meta-learning views this…
Much of modern learning theory has been split between two regimes: the classical offline setting, where data arrive independently, and the online setting, where data arrive adversarially. While the former model is often both computationally…
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…
We consider the problem of online learning where the sequence of actions played by the learner must adhere to an unknown safety constraint at every round. The goal is to minimize regret with respect to the best safe action in hindsight…
Many prediction domains, such as ad placement, recommendation, trajectory prediction, and document summarization, require predicting a set or list of options. Such lists are often evaluated using submodular reward functions that measure…