Related papers: Adaptive multi-fidelity optimization with fast lea…

Designing efficient general-purpose contextual bandit algorithms that work with large -- or even continuous -- action spaces would facilitate application to important scenarios such as information retrieval, recommendation systems, and…

This paper introduces a novel contextual bandit algorithm for personalized pricing under utility fairness constraints in scenarios with uncertain demand, achieving an optimal regret upper bound. Our approach, which incorporates dynamic…

Motivated by applications in service systems, we consider queueing systems where each customer must be handled by a server with the right skill set. We focus on optimizing the routing of customers to servers in order to maximize the total…

We study revenue optimization learning algorithms for posted-price auctions with strategic buyers. We analyze a very broad family of monotone regret minimization algorithms for this problem, which includes the previously best known…

We study the $K$-armed contextual dueling bandit problem, a sequential decision making setting in which the learner uses contextual information to make two decisions, but only observes \emph{preference-based feedback} suggesting that one…

We present an algorithm for minimizing an objective with hard-to-compute gradients by using a related, easier-to-access function as a proxy. Our algorithm is based on approximate proximal point iterations on the proxy combined with…

We study online linear optimization with matrix variables constrained by the operator norm, a setting where the geometry renders designing data-dependent and efficient adaptive algorithms challenging. The best-known adaptive regret bounds…

We consider a budget-constrained bandit problem where each arm pull incurs a random cost, and yields a random reward in return. The objective is to maximize the total expected reward under a budget constraint on the total cost. The model is…

We consider online convex optimization with a zero-order oracle feedback. In particular, the decision maker does not know the explicit representation of the time-varying cost functions, or their gradients. At each time step, she observes…

We develop a meta-learning framework for simple regret minimization in bandits. In this framework, a learning agent interacts with a sequence of bandit tasks, which are sampled i.i.d.\ from an unknown prior distribution, and learns its…

Federated Learning (FL) incurs high communication overhead, which can be greatly alleviated by compression for model updates. Yet the tradeoff between compression and model accuracy in the networked environment remains unclear and, for…

We consider the problem setting of prediction with expert advice with possibly heavy-tailed losses, i.e. the only assumption on the losses is an upper bound on their second moments, denoted by $\theta$. We develop adaptive algorithms that…

Switching costs, which capture the costs for changing policies, are regarded as a critical metric in reinforcement learning (RL), in addition to the standard metric of losses (or rewards). However, existing studies on switching costs (with…

We study online learning problems in which a decision maker has to take a sequence of decisions subject to $m$ long-term constraints. The goal of the decision maker is to maximize their total reward, while at the same time achieving small…

The fidelity bandits problem is a variant of the $K$-armed bandit problem in which the reward of each arm is augmented by a fidelity reward that provides the player with an additional payoff depending on how 'loyal' the player has been to…

We derive an online learning algorithm with improved regret guarantees for `easy' loss sequences. We consider two types of `easiness': (a) stochastic loss sequences and (b) adversarial loss sequences with small effective range of the…

Multi-objective learning under user-specified preference is common in real-world problems such as multi-lingual speech recognition under fairness. In this work, we frame such a problem as a semivectorial bilevel optimization problem, whose…

We study the problem of global maximization of a function f given a finite number of evaluations perturbed by noise. We consider a very weak assumption on the function, namely that it is locally smooth (in some precise sense) with respect…

Multifidelity methods are widely used for estimating quantities of interest (QoI) in computational science by employing numerical simulations of differing costs and accuracies. Many methods approximate numerical-valued statistics that…

We consider the subset selection problem for function $f$ with constraint bound $B$ that changes over time. Within the area of submodular optimization, various greedy approaches are commonly used. For dynamic environments we observe that…