Related papers: Sharper Guarantees for Misspecified Kernelized Ban…

We investigate the online bandit learning of the monotone multi-linear DR-submodular functions, designing the algorithm $\mathtt{BanditMLSM}$ that attains $O(T^{2/3}\log T)$ of $(1-1/e)$-regret. Then we reduce submodular bandit with…

In this work, we improve on the upper and lower bounds for the regret of online learning with strongly observable undirected feedback graphs. The best known upper bound for this problem is $\mathcal{O}\bigl(\sqrt{\alpha T\ln K}\bigr)$,…

We resolve an open question from (Christiano, 2014b) posed in COLT'14 regarding the optimal dependency of the regret achievable for online local learning on the size of the label set. In this framework the algorithm is shown a pair of items…

In this paper, we consider the multi-armed bandit problem with high-dimensional features. First, we prove a minimax lower bound, $\mathcal{O}\big((\log d)^{\frac{\alpha+1}{2}}T^{\frac{1-\alpha}{2}}+\log T\big)$, for the cumulative regret,…

We design new differentially private algorithms for the problems of adversarial bandits and bandits with expert advice. For adversarial bandits, we give a simple and efficient conversion of any non-private bandit algorithm to a private…

Recent advances in Reinforcement Learning from Human Feedback (RLHF) have shown that KL-regularization plays a pivotal role in improving the efficiency of RL fine-tuning for large language models (LLMs). Despite its empirical advantage, the…

We consider the problem of online adaptive control of the linear quadratic regulator, where the true system parameters are unknown. We prove new upper and lower bounds demonstrating that the optimal regret scales as…

We investigate distributed online convex optimization with compressed communication, where $n$ learners connected by a network collaboratively minimize a sequence of global loss functions using only local information and compressed data…

We address the problem of the achievable regret rates with online logistic regression. We derive lower bounds with logarithmic regret under $L_1$, $L_2$, and $L_\infty$ constraints on the parameter values. The bounds are dominated by $d/2…

We study reinforcement learning with linear function approximation and adversarially changing cost functions, a setup that has mostly been considered under simplifying assumptions such as full information feedback or exploratory…

Probability estimates generated by boosting ensembles are poorly calibrated because of the margin maximization nature of the algorithm. The outputs of the ensemble need to be properly calibrated before they can be used as probability…

This paper addresses the critical challenge of stochastic latent heterogeneity in online decision-making, where individuals' responses to actions vary not only with observable contexts but also with unobserved, randomly realized subgroups.…

We prove that the information-theoretic upper bound on the minimax regret for zeroth-order adversarial bandit convex optimisation is at most $O(d^{2.5} \sqrt{n} \log(n))$, where $d$ is the dimension and $n$ is the number of interactions.…

We propose an algorithm for non-stationary kernel bandits that does not require prior knowledge of the degree of non-stationarity. The algorithm follows randomized strategies obtained by solving optimization problems that balance…

We are interested in a framework of online learning with kernels for low-dimensional but large-scale and potentially adversarial datasets. We study the computational and theoretical performance of online variations of kernel Ridge…

Stochastic linear bandits are a fundamental model for sequential decision making, where an agent selects a vector-valued action and receives a noisy reward with expected value given by an unknown linear function. Although well studied in…

We revisit the standard perturbation-based approach of Abernethy et al. (2008) in the context of unconstrained Bandit Linear Optimization (uBLO). We show the surprising result that in the unconstrained setting, this approach effectively…

Bayesian bandit algorithms with approximate Bayesian inference have been widely used in real-world applications. However, there is a large discrepancy between the superior practical performance of these approaches and their theoretical…

We study unconstrained Online Linear Optimization with Lipschitz losses. Motivated by the pursuit of instance optimality, we propose a new algorithm that simultaneously achieves ($i$) the AdaGrad-style second order gradient adaptivity; and…

This paper studies the distributed bandit convex optimization problem with time-varying inequality constraints, where the goal is to minimize network regret and cumulative constraint violation. To calculate network cumulative constraint…