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Adaptive Conformal Inference (ACI) provides finite-sample coverage guarantees, enhancing the prediction reliability under non-exchangeability. This study demonstrates that these desirable properties of ACI do not require the use of…

Machine Learning · Statistics 2025-07-02 Johan Hallberg Szabadváry , Tuwe Löfström

Given n experiment subjects with potentially heterogeneous covariates and two possible treatments, namely active treatment and control, this paper addresses the fundamental question of determining the optimal accuracy in estimating the…

Machine Learning · Statistics 2024-11-13 Jiachun Li , David Simchi-Levi , Yunxiao Zhao

The present paper deals with online convex optimization involving both time-varying loss functions, and time-varying constraints. The loss functions are not fully accessible to the learner, and instead only the function values (a.k.a.…

Machine Learning · Computer Science 2018-08-29 Tianyi Chen , Georgios B. Giannakis

Contextual bandits (CB) are online sequential decision-making problems under partial feedback that underpin many adaptive services. There is a growing demand to deploy CB agents directly on-device, under strict constraints on memory,…

Machine Learning · Computer Science 2026-05-14 Marco Angioli , Kevin Johansson , Antonello Rosato , Amy Loutfi , Denis Kleyko

Partial monitoring is a rich framework for sequential decision making under uncertainty that generalizes many well known bandit models, including linear, combinatorial and dueling bandits. We introduce information directed sampling (IDS)…

Machine Learning · Statistics 2020-02-27 Johannes Kirschner , Tor Lattimore , Andreas Krause

We study the problems of offline and online contextual optimization with feedback information, where instead of observing the loss, we observe, after-the-fact, the optimal action an oracle with full knowledge of the objective function would…

Machine Learning · Computer Science 2023-07-04 Omar Besbes , Yuri Fonseca , Ilan Lobel

We study a decentralized collaborative requesting problem that aims to optimize the information freshness of time-sensitive clients in edge networks consisting of multiple clients, access nodes (ANs), and servers. Clients request content…

Machine Learning · Computer Science 2026-01-21 Yi Zhuang , Kun Yang , Xingran Chen

We address online linear optimization problems when the possible actions of the decision maker are represented by binary vectors. The regret of the decision maker is the difference between her realized loss and the best loss she would have…

Machine Learning · Computer Science 2013-04-02 Jean-Yves Audibert , Sébastien Bubeck , Gábor Lugosi

Adam is a widely used optimizer in neural network training due to its adaptive learning rate. However, because different data samples influence model updates to varying degrees, treating them equally can lead to inefficient convergence. To…

Machine Learning · Statistics 2025-12-09 Gyu Yeol Kim , Min-hwan Oh

The framework of feedback graphs is a generalization of sequential decision-making with bandit or full information feedback. In this work, we study an extension where the directed feedback graph is stochastic, following a distribution…

Machine Learning · Computer Science 2024-02-20 Emmanuel Esposito , Federico Fusco , Dirk van der Hoeven , Nicolò Cesa-Bianchi

A latent bandit problem is one in which the learning agent knows the arm reward distributions conditioned on an unknown discrete latent state. The primary goal of the agent is to identify the latent state, after which it can act optimally.…

Machine Learning · Computer Science 2020-06-17 Joey Hong , Branislav Kveton , Manzil Zaheer , Yinlam Chow , Amr Ahmed , Craig Boutilier

We develop a new approach to obtaining high probability regret bounds for online learning with bandit feedback against an adaptive adversary. While existing approaches all require carefully constructing optimistic and biased loss…

Machine Learning · Computer Science 2020-11-02 Chung-Wei Lee , Haipeng Luo , Chen-Yu Wei , Mengxiao Zhang

In this paper, we address the problem of interference alignment (IA) over MIMO interference channels with limited channel state information (CSI) feedback based on quantization codebooks. Due to limited feedback and hence imperfect IA,…

Information Theory · Computer Science 2015-06-18 Xiaoming Chen , Chau Yuen

Existing algorithms for online conformal prediction -- guaranteeing marginal coverage in adversarial settings -- are variants of online gradient descent (OGD), but their analyses of worst-case coverage do not follow from the regret…

Machine Learning · Computer Science 2025-02-18 Ramya Ramalingam , Shayan Kiyani , Aaron Roth

Stochastic structured prediction under bandit feedback follows a learning protocol where on each of a sequence of iterations, the learner receives an input, predicts an output structure, and receives partial feedback in form of a task loss…

Computation and Language · Computer Science 2017-04-24 Artem Sokolov , Julia Kreutzer , Christopher Lo , Stefan Riezler

We consider a general online resource allocation model with bandit feedback and time-varying demands. While online resource allocation has been well studied in the literature, most existing works make the strong assumption that the demand…

Machine Learning · Computer Science 2023-06-13 Lixing Lyu , Wang Chi Cheung

We consider the problem of sequentially making decisions that are rewarded by "successes" and "failures" which can be predicted through an unknown relationship that depends on a partially controllable vector of attributes for each instance.…

Machine Learning · Statistics 2017-09-18 Yingfei Wang , Chu Wang , Warren Powell

We study the problem of online learning in contextual bandit problems where the loss function is assumed to belong to a known parametric function class. We propose a new analytic framework for this setting that bridges the Bayesian theory…

Machine Learning · Computer Science 2024-06-28 Gergely Neu , Matteo Papini , Ludovic Schwartz

Preference-based feedback is important for many applications where direct evaluation of a reward function is not feasible. A notable recent example arises in reinforcement learning from human feedback on large language models. For many of…

Machine Learning · Computer Science 2023-07-24 Viraj Mehta , Ojash Neopane , Vikramjeet Das , Sen Lin , Jeff Schneider , Willie Neiswanger

In the classical multi-armed bandit problem, instance-dependent algorithms attain improved performance on "easy" problems with a gap between the best and second-best arm. Are similar guarantees possible for contextual bandits? While…

Machine Learning · Computer Science 2020-10-08 Dylan J. Foster , Alexander Rakhlin , David Simchi-Levi , Yunzong Xu